Online Certificate Courses in Computational Finance with R

August 25, 2010
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As announced on the R-Sig-Finance mailing list, the University of Washington is now offering a three-course online certificate in computational finance, using the R programming language as the software base. The three courses are: Investment Science R Computing for Computational Finance Portfolio Construction and Risk Management The course is presented by Doug Martin (founder of S-PLUS and longtime computational...

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Excel Errors and Other Numerical Nightmares

August 25, 2010
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Excel Errors and Other Numerical Nightmares

Although I use Excel all the time, and I strongly encourage my students to use it for performance analysis and CaP, I was forced to include a warranty disclaimer in my GCaP book because I discovered a serious numerical error while writing Appendix B. There, my intention was just to show that Excel gives essentially the same results...

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Excel Errors and Other Numerical Nightmares

August 25, 2010
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Excel Errors and Other Numerical Nightmares

Although I use Excel all the time, and I strongly encourage my students to use it for performance analysis and CaP, I was forced to include a warranty disclaimer in my GCaP book because I discovered a serious numerical error while writing Appendix B. There, my intention was just to show that Excel gives essentially the same results...

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Slides and replay for “Big Data with Revolution R”

August 25, 2010
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Thanks to everyone who attended our webinar this morning, Big Data Analysis for R Using Revolution R Enterprise, and in particular thanks for all the thoughtful questions during the Q&A session. If you missed the live broadcast, a replay is now available (requires the ability to view WMV files), and you can also download the slides in PDF format....

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Creating a Presentation with LaTeX Beamer – Using Overlays

August 25, 2010
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Creating a Presentation with LaTeX Beamer – Using Overlays

Overlays can be used in a LaTeX beamer presentation to reveal parts of a slide sequentially, which can be a useful way of imparting information to your audience. There are a number of different ways that overlays can be created depending on the sophistication required in the presentation. Fast Tube by Casper The \pause command is the

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From igraph to network and back again

August 25, 2010
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From igraph to network and back again

In an effort to achieve this (last paragraph), I created a couple of functions to coerce networks as ‘igraph’ objects to networks as ‘network’ objects and vice versa. I wrapped them into a package called ‘intergraph’ which I just uploaded to my personal miniCRAN. Please mind, this is still an experimental version! Might be bug-infested.

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Mike’s CNC 2010-08-25 07:54:00

August 25, 2010
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Just joined R bloggers (http://www.r-bloggers.com/). I'm using R to write G-code for the milling maching. This evening (10/25/2010), I'll give a talk on this at the DC-area UseR meetup. Here's a link to the presentation: http://files.meetup.com/1503...

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Mike’s CNC 2010-08-25 07:54:00

August 25, 2010
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Just joined R bloggers (http://www.r-bloggers.com/). I'm using R to write G-code for the milling maching. This evening (10/25/2010), I'll give a talk on this at the DC-area UseR meetup. Here's a link to the presentation: http://files.meetup.com/1503...

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What the hell is a variance matrix?

August 25, 2010
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What the hell is a variance matrix?

When I first came to finance, I kept hearing about “risk models”. I wondered, “What the hell is a risk model?” Of course, I didn’t say this out loud — that would have given the game away.  My wife has strict instructions that she is to be the only one to know that I’m an … Continue reading...

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informality, the 2010 edition

August 24, 2010
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For the last two cycles I’ve done some simple regression analysis of the informal vote.  I saw Possum have his go at it, using a specification that is virtually the same as what I’ve run in the past (2007, 2004). The 2010 edition follows.  As usual, electorate-level informality in House of Reps voting increases with

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How Safe is Your Money?

August 24, 2010
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How Safe is Your Money?

The FDIC regularly publishes a Failed Bank List and related statistics.  This post uses data in the original XLS from the FDIC web site which is formatted for human consumption to produce the charts below using R.  Note that 2010 data be...

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Almost There

August 24, 2010
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It’s been a long wait, but it’s almost over… Ever felt like you started a term paper over and over? Never really getting the mojo to finish it? That’s how I felt creating an ubuntu package for rApache. They should be available in a few hours on...

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Portfolio Cycle Charts

August 24, 2010
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(This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on his blog: Rmetrics blogs. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web...

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R and Analytics: A good career choice

August 24, 2010
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According to Microsoft, the hottest three new tech majors are: Data Mining/Machine Learning/AI/Natural Language Processing Business Intelligence/Competitive Intelligence Analytics/Statistics – specifically Web Analytics, A/B Testing and statistical analysis Tim O'Reilly concurs. Of course, R features prominently in most of these areas -- follow the links I added above for examples -- and is growing rapidly, so learning R makes...

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Rmetrics at useR! 2010

August 24, 2010
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(This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on his blog: Rmetrics blogs. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web...

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Demonstration of {estout}

August 24, 2010
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Demonstration of {estout}

I wrote a short talk demonstrating the use the R package {estout} for tonight’s New England R Users Group meeting.  NB this is not a discussion of the econometric model, but rather a demonstration of how to get publication-quality results out of R efficiently. The basic functions of {estout} are modeled on the Stata package estout.

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Tools for Hacking R: Git + Subversion

August 24, 2010
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In an earlier post, I discussed how to use Subversion to download, edit, and generate a patch against R‘s source code. Since most of us can’t commit our code changes back to R‘s repository, we can consider alternatives to store and maintain our patch, until it is eventually incorporated into R. Of course, our changes

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Webinar: Big Data Analysis with Revolution R

August 24, 2010
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Don't forget that I'll be hosting a webinar tomorrow talking about the new RevoScaleR package included with the forthcoming Revolution R Enterprise 4.0. The webinar will also feature a live demonstration from Joseph Rickert. The full details are below, and you can register for the webinar here. Big Data Analysis for R Using Revolution R Enterprise Date: Wednesday, Aug...

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Packing everything into a data.frame

August 23, 2010
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Packing everything into a data.frame

OK, I know I talk about R too much, but I like R, so I’m going to talk about it some more. Common situation: repeat a procedure many times; each time generates some large wadge of awful-structured data, and in … Continue reading →

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A Rule Change in Major League Soccer?

August 23, 2010
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A Rule Change in Major League Soccer?

I have to admit that working with my Major League Soccer data set has been slow going.  There are a few reasons:  (1) I have a full-time job at the National Renewable Energy Lab and (2) the data isn’t quite … Continue reading →

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GRASS Can Make Pretty Maps

August 23, 2010
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GRASS Can Make Pretty Maps

I have posted a couple examples in the past on the topic of high quality map production from GRASS GIS-- usually via the Generic Mapping Tools. I am not sure why, but I have previously avoided using the traditional cartographic output module that is bu...

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What’s for lunch? Private browsing.

August 23, 2010
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What’s for lunch? Private browsing.

Over at the Mozilla Metrics blog, Mozillan Hamilton Ulmer uses R and ggplot2 to look at when people (or at least, Firefox users that volunteered to share their usage data) enable private browsing. Turns out it isn't just "porn mode" after all: the main use turns out to be lunchtime browsing away from the employer's prying eyes: Follow the...

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Tips for the R beginner (a 5 page overview)

August 23, 2010
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In this post I publish a PDF document titled “A collection of tips for R in Finance”. It is a basic 5 page introduction to R in finances by Arnaud Amsellem (linked in profile). The article offers tips related to the following points: Code Editor Organizing R code Update packages Getting external data into R Communicating with external applications...

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Taking R to the Limit: Parallelism and Big Data

August 23, 2010
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In a two-part series at the Los Angeles R User Group, Ryan Rosario took a look at the many ways you can take the R language to the limits of high-performance computing. In Part I (see video at this link; slides and code also available), Ryan focuses on the various methods of parallel computing in R. There's some great...

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Leveraging the Wisdom of Crowds for Fantasy Football

August 23, 2010
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Leveraging the Wisdom of Crowds for Fantasy Football

WARNING: This has nothing to do with national security, but is nonetheless awesome. This evening I will be participating in that great annual tradition which marks the transition from Summer to Fall: the fantasy football draft. A large part of having a successful fantasy football draft is being able to adjudicate the value of a player more accurately

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TripleR round-up

August 23, 2010
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TripleR round-up

GSoC 2010 is over – here’s the harvest from my project: TripleR 0.4.3 is the current stable version – and it is a major milestone in its development. Now for the first time social relations round robin designs can be analyzed in R. All results have been cross-checked with TripleR’s DOS predecessor SOREMO.exe, and all

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Tools for Hacking R: Subversion

August 23, 2010
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The development version of R is stored in a Subversion repository at the URL http://svn.r-project.org/R/trunk/. In fact, you can browse the source code by clicking the link. Subversion Hierarchy Subversion is software for source code revision control. That means it keeps track of changes, who made them, when they were made, and any comments about

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Abstract word clouds using R

August 23, 2010
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Abstract word clouds using R

A recent question over at BioStar asked whether abstracts returned from a PubMed search could easily be visualised as “word clouds”, using Wordle. This got me thinking about ways to solve the problem using R. Here’s my first attempt, which demonstrates some functions from the RCurl and XML packages. update: corrected a couple of copy/paste

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A small and lonely sea urchin…

August 22, 2010
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A small and lonely sea urchin…

A few weeks ago, a paper on which I am a co-author was accepted for publication in the french ecological journal Life & Environment. In this paper, we evaluate the consequences of recreative harvesting on three populations of sea urchins (…)Read the rest of this entry »

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