325 search results for "evaluation"

Introduction to Kaggle Algorithmic Trading Challenge

January 10, 2012
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I recently participated in the Kaggle Algorithmic Trading Competition under the username VikP. For those who do not know what Kaggle is, it is a web site where individuals and corporations can host data analysis competitions. This particular competiti...

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Harmonic means, again again

January 9, 2012
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Harmonic means, again again

Another arXiv posting I had had no time to comment is Nial Friel’s and Jason Wyse’s “Estimating the model evidence: a review“. This is a review in the spirit of two of our papers, “Importance sampling methods for Bayesian discrimination between embedded models” with Jean-Michel Marin (published in Jim Berger Feitschrift, Frontiers of Statistical Decision

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Working with data frames

January 5, 2012
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R, just like other programming languages, has different types of objects. Matrices, arrays, data.frames, lists, vectors, tables, etc. But by far the most important for working with baseball data is going to be dataframes.I'm not sure of the level of ex...

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The ‘R’ in Human [R]esources (or: a very brief introduction to the statistical package ‘R’ for HR)

December 21, 2011
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The ‘R’ in Human [R]esources (or: a very brief introduction to the statistical package ‘R’ for HR)

I studied psychology in Marburg (Germany). At university we exclusively used SPSS. The courses were among my classmates usually not the most popular. After over 10 years in management consulting, I have noticed that little has changed to this. It’s a shame because a lot of interesting data in consulting firms and HR departments remain unused. In my role as managing director of kibit GmbH, I have placed the focus of the company on ”R” … Weiterlesen →

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Ripley on model selection, and some links on exploratory model analysis

December 17, 2011
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This is really fun. I love how Ripley thinks, with just about every concept considered in broad generality while being connected to real-data examples. He’s a great statistical storyteller as well. . . . and Wickham on exploratory model analysis I came across Ripley’s slides in a reference from Hadley Wickham’s article on exploratory model The post Ripley...

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ai-class.com vs ml-class.com

December 16, 2011
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ai-class.com vs ml-class.com

For those who did not know, Stanford university offered free off charge 3 courses at beginning of the autumn. It is kind of shocking – US based institution offers education for free! Take any socialism oriented country and one of the promises is education for free. But it seems, that the argument loosing the power – Stanford,

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More orthodox ARMA/GARCH trading

December 14, 2011
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More orthodox ARMA/GARCH trading

The system described in the earlier series for ARMA trading was in fact an “extreme” version of the more common, orthodox approach prevailing in the literature. Recently I tried using R to reproduce the results of a particular paper, and that lead to a lot of new developments … How is typically ARMA trading simulated?

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"With the the increasing availability of complicated alternative investment strategies to both retail…"

December 10, 2011
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“With the the increasing availability of complicated alternative investment strategies to both retail and institutional investors, and the broad availability of financial data, an engaging debate about performance analysis and evaluation is as import...

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"With the the increasing availability of complicated alternative investment strategies to both retail…"

December 10, 2011
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“With the the increasing availability of complicated alternative investment strategies to both retail and institutional investors, and the broad availability of financial data, an engaging debate about performance analysis and evaluation is as import...

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source_https(): Sourcing an R Script from github over HTTPS

November 24, 2011
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source_https(): Sourcing an R Script from github over HTTPS

The Objective I wanted to source R scripts hosted on my github repository for use in my blog (i.e. a github version of ?source). This would make it easier for anyone wishing to test out my code snippets on their own computers without having to manually go to my github repo and retrieve a series of R

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