3536 search results for "git"

Multidimensional Scaling and Company Similarity

July 30, 2012
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Multidimensional Scaling and Company Similarity

Background and ideaOften we are looking at a particular sector, and want to get a quick overview of a group of companies relative to one another. I thought I might apply Multidimensional Scaling (MDS) to various financial ratios and see if it...

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Yet Another Forecast Dashboard

July 30, 2012
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Yet Another Forecast Dashboard

Recently, I came across quite a few examples of time series forecasting using R. Here are some examples: Time series cross-validation 4: forecasting the S&P 500 Holt-Winters forecast using ggplot2 Autoplot: Graphical Methods with ggplot2 Large-Scale Parallel Statistical Forecasting Computations in R (2011) by M. Stokely, F. Rohani, E. Tassone Forecasting time series data ARIMA

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Machine learning for better homicide counts in Ciudad Juarez

July 30, 2012
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Machine learning for better homicide counts in Ciudad Juarez

Photo Credit: Jesús Villaseca Pérez Ever since March 2008 Ciudad Juárez began to register an alarming number of homicides becoming Mexico's most violent city. According to the Mexican vital statistics system Ciudad Juárez (coterminous with the Juárez municipality) went from having just 202 murders in 2007 to 1,616 in 2008, 2,397 in...

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Blue Jay and Scrub Jay : Using rvertnet to check the distributions in R

July 30, 2012
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Blue Jay and Scrub Jay : Using rvertnet to check the distributions in R

As part of my Google Summer of Code, I am also working on another package for R called rvertnet. This package is a wrapper in R for VertNet websites. Vertnet is a vertebrate distributed database network consisting of FishNet2, MaNIS, HerpNET, and ORNIS. Out of that currently Fishnet, HerpNET and ORNIS have their v2 portals serving data. rvertnet has functions now to access

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ScraperWiki in R

July 29, 2012
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ScraperWiki describes itself as an online tool for gathering, cleaning and analysing data from the web. It is a programming oriented approach, users can implement ETL processes in Python, PHP or Ruby, share these processes among the community (or pay for privacy) and schedule automated runs. The software behind the service is open source, and there is...

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Hangman in R: A learning experience

July 28, 2012
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Hangman in R: A learning experience

I love when people take a sophisticated tool and use it to play video games. Take R for example. I first saw someone create a game for R at talk.stats.com. My friend Dason inspired me to more efficiently waste time … Continue reading →

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Petrol prices adjusted for inflation

July 28, 2012
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Petrol prices adjusted for inflation

Petrol prices adjusted for inflation (Perth, Western Australia) The thought for this sprung to mind when I saw petrol drop below $1.20 per litre the other day, and it made me think, I remember paying that when I got to … Continue reading →

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Hi R and Axys, I’m d3.js “Nice to Meet You” (On the Iphone)

July 27, 2012
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Hi R and Axys, I’m d3.js “Nice to Meet You” (On the Iphone)

I am still definitely in the proof of concept stage, but as I progress I get more excited about the prospects of combining d3.js with R and Axys through Bryan Lewis’ really nice R websockets package (even nicer now that he has added the daemonize fun...

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More on Factor Attribution to improve performance of the 1-Month Reversal Strategy

July 26, 2012
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More on Factor Attribution to improve performance of the 1-Month Reversal Strategy

In my last post, Factor Attribution to improve performance of the 1-Month Reversal Strategy, I discussed how Factor Attribution can be used to boost performance of the 1-Month Reversal Strategy. Today I want to dig a little dipper and examine this strategy for each sector and also run a sector-neutral back-test. The initial steps to

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Linear regression by gradient descent

July 26, 2012
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Linear regression by gradient descent

In Andrew Ng's Machine Learning class, the first section demonstrates gradient descent by using it on a familiar problem, that of fitting a linear function to data.Let's start off, by generating some bogus data with known characteristics. Let's make y just a noisy version of x. Let's also add 3 to give the intercept term something to...

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