304 search results for "boxplot"

A look at market returns by month

November 30, 2011
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A look at market returns by month

I’ve been reading The Big Picture, and again, there was a discussion about seasonality in stock markets (see Fourth Quarter is Da Bomb). I’ve already discussed the two seasonal investment scenarios (Nov. to Apr VS May to Oct) in this post, and was wondering if one could break it down further into a monthly analysis.

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Conference in Lyon on climate change and insurance

November 14, 2011
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Conference in Lyon on climate change and insurance

I will be in Lyon next Monday to give a talk on "Modeling heat-waves: return period for non-stationary extremes" in a workshop entitled "Changement climatique et gestion des risques". An interesting reference might be some pages from Le Monde (201...

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Lending Club – naive data analysis

November 8, 2011
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Lending Club – naive data analysis

Dataspora recently analyzed Lending Club‘s data in a geographical way using the data distributed by the site. Lending Club is an online financial community that brings together creditworthy borrowers and savvy investors so that both can benefit financially. We replace the high cost and complexity of bank lending with a faster, smarter way to borrow

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Plotting grouped data vs time with error bars in R

October 31, 2011
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Plotting grouped data vs time with error bars in R

This is my first blog since joiningR-bloggers. I’m quite excited to be part of this group and apologize if I boreany experienced R users with my basic blogs for learning R or offendprogrammers with my inefficient, sloppy coding. Hopefully writing for...

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Plotting grouped data vs time with error bars in R

October 31, 2011
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Plotting grouped data vs time with error bars in R

This is my first blog since joining R-bloggers. I’m quite excited to be part of this group and apologize if I bore any experienced R users with my basic blogs for learning R or offend programmers with my inefficient, sloppy … Continue reading →

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Approximate Bayesian computational methods on-line

October 25, 2011
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Approximate Bayesian computational methods on-line

Fig. 4 – Boxplots of the evolution of ABC approximations to the Bayes factor. The representation is made in terms of frequencies of visits to models MA(1) and MA(2) during an ABC simulation when ε corresponds to the 10,1,.1,.01% quantiles on the simulated autocovariance distances. The data is a time

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The Zipf and Zipf-Mandelbrot distributions

The Zipf and Zipf-Mandelbrot distributions

In my last few posts, I have been discussing some of the consequences of the slow decay rate of the tail of the Pareto type I distribution, along with some other, closely related notions, all in the context of continuously distributed data.  Today’s post considers the Zipf distribution for discrete data, which has come to be extremely popular as...

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Studying market reactions after consecutive gains (losses)

October 19, 2011
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Studying market reactions after consecutive gains (losses)

Arthur Charpentier used R to denote a broken record of the CAC 40 when it went 11 consecutive days with negative returns. Question: What happens to the market after runs of positive or negative returns? Will the market tank or soar after n days of gains/losses? First, a little dissection of historical data (S&P 500

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FFT / Power Spectrum Box-and-Whisker Plot with Gggplot2

October 6, 2011
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I have a bunch of time series whose power spectra (FFT via R's spectrum() function) I've been trying to visualize in an intuitive, aesthetically appealing way. At first, I just used lattice's bwplot, but the spacing of the X-axis here really matters. ...

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Predictability of kurtosis and skewness in S&P constituents

October 3, 2011
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Predictability of kurtosis and skewness in S&P constituents

How much predictability is there for these higher moments? Data The data consist of daily returns from the start of 2007 through mid 2011 for almost all of the S&P 500 constituents. Estimates were made over each half year of data.  Hence there are 8 pairs of estimates where one estimate immediately follows the other. … Continue reading...

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