# 1032 search results for "tutorial"

## CloudStat: Learn & Do R on the Cloud CloudStat is a platform…

November 8, 2011
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CloudStat: Learn & Do R on the Cloud CloudStat is a platform to learn and do R on the Cloud. With CloudStat, there is no more download, installation, update and maintenance. CloudStat decrease the R language learning curve besides collaboration. And it...

## Using Text Mining to Find Out What @RDataMining Tweets are About

November 8, 2011
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This post shows an example on text mining of Twitter data with R packages twitteR, tm and wordcloud. Package twitteR provides access to Twitter data, tm provides functions for text mining, and wordcloud visualizes the result with a word cloud. … Continue reading →

## Maximizing Omega Ratio

November 3, 2011
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$Maximizing Omega Ratio$

The Omega Ratio was introduced by Keating and Shadwick in 2002. It measures the ratio of average portfolio wins over average portfolio losses for a given target return L. Let x.i, i= 1,…,n be weights of instruments in the portfolio. We suppose that j= 1,…,T scenarios of returns with equal probabilities are available. I will

## Learning R: Project 1, Part 2

October 30, 2011
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So it's been a week since I started down this path.  I worked most of this out over last weekend, went to a conference, had hectic week at work, and then realized I lost my work.  Gah.I'll be posting my general thoughts on R later.  Most...

## Creating an R package, using developer/productivity tools

October 27, 2011
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Couple of R programming (mainly infrastructure/workflow) related topics discussed at the Los Angeles R users group in a tutorial/demo-like form (targeted mainly to beginners) by Szilard Pafka and Jeroen Ooms: how easy it is to create a simple package for … Continue reading →

## Building diversified portfolios with R

October 27, 2011
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A common approach to reducing risk associated with financial portfolios is diversification. A portfolio made of components that are all highly correlated with each other -- a portfolio composed solely of financial stocks, for example -- is risky, because if there's a wide-spread crisis that affects the banking sector, all components of the portfolio will tank at once, together....

## The Most Diversified or The Least Correlated Efficient Frontier

October 27, 2011
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$The Most Diversified or The Least Correlated Efficient Frontier$

The “Minimum Correlation Algorithm” is a term I stumbled at the CSS Analytics blog. This is an Interesting Risk Measure that in my interpretation means: minimizing Average Portfolio Correlation with each Asset Class for a given level of return. One might try to use Correlation instead of Covariance matrix in mean-variance optimization, but this approach,

## Two new rOpenSci R packages are on CRAN

October 27, 2011
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Carl Boettiger, a graduate student at UC Davis, just got two packages on CRAN.  One is treebase, which which handshakes with the Treebase API.  The other is rfishbase, which connects with the Fishbase, although I believe just scrapes XML cont...

## The Psychology of Music and the ‘tuneR’ Package

October 25, 2011
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Introduction This semester I’m TA’ing a course on the Psychology of Music taught by Phil Johnson-Laird. It’s been a great course to teach because (i) so much of the material is new to me and (ii) because the study of the psychology of music brings together so many of the intellectual tools I enjoy, including