# 453 search results for "boxplot"

## Hypothesis-Driven Development Part V: Stop-Loss, Deflating Sharpes, and Out-of-Sample

September 24, 2015
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This post will demonstrate a stop-loss rule inspired by Andrew Lo’s paper “when do stop-loss rules stop losses”? Furthermore, it … Continue reading →

## Hypothesis-Driven Development Part V: Stop-Loss, Deflating Sharpes, and Out-of-Sample

September 24, 2015
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This post will demonstrate a stop-loss rule inspired by Andrew Lo’s paper “when do stop-loss rules stop losses”? Furthermore, it … Continue reading →

## Convergence and Asymptotic Results

September 24, 2015
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$\overline{X}_n\ \xrightarrow{\text{a.s.}}\ \mathbb{E}(X)$

Last week, in our mathematical statistics course, we’ve seen the law of large numbers (that was proven in the probability course), claiming that given a collection  of i.i.d. random variables, with To visualize that convergence, we can use > m=100 > mean_samples=function(n=10){ + X=matrix(rnorm(n*m),nrow=m,ncol=n) + return(apply(X,1,mean)) + } > B=matrix(NA,100,20) > for(i in 1:20){ + B=mean_samples(i*10) + } > colnames(B)=as.character(seq(10,200,by=10)) > boxplot(B) It is...

## Fitting a neural network in R; neuralnet package

September 23, 2015
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Neural networks have always been one of the most fascinating machine learning model in my opinion, not only because of the fancy backpropagation algorithm, but also because of their complexity (think of deep learning with many hidden layers) and structure inspired by the brain. Neural networks have not always been popular, partly because they were,

## Predicting creditability using logistic regression in R: cross validating the classifier (part 2)

September 15, 2015
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Now that we fitted the classifier and run some preliminary tests, in order to get a grasp at how our model is doing when predicting creditability we need to run some cross validation methods.Cross validation is a model evaluation method that does not use conventional fitting measures (such as R^2 of linear regression) when trying to evaluate the model....

## Hypothesis Driven Development Part III: Monte Carlo In Asset Allocation Tests

September 10, 2015
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This post will show how to use Monte Carlo to test for signal intelligence. Although I had rejected this strategy … Continue reading →

## Hypothesis Driven Development Part III: Monte Carlo In Asset Allocation Tests

September 10, 2015
By

This post will show how to use Monte Carlo to test for signal intelligence. Although I had rejected this strategy … Continue reading →

## Hypothesis-Driven Development Part II

September 8, 2015
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This post will evaluate signals based on the rank regression hypotheses covered in the last post. The last time around, … Continue reading →

## Hypothesis-Driven Development Part II

September 8, 2015
By

This post will evaluate signals based on the rank regression hypotheses covered in the last post. The last time around, … Continue reading →

## Free R Help

September 3, 2015
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Today I am giving away 10 sessions of free, online, one-on-one R help. My hope is to get a better understanding of how my readers use R, and the issues they face when working on their own projects. The sessions will be over the next two weeks, online and 30-60 minutes each. I just purchased Screenhero, The post