# 1207 search results for "tutorial"

## 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....

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## 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,

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## 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...

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## 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

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## Installing the RMySQL package on Windows 7

October 25, 2011
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So you want to get statistical? Nowadays one of the ways to go is to use R, mostly in combination with ggplot2 for generating the plots. These plots and graphs however need some data, for that we use data sources. There are a lot of data sources availa...

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## Sabermetrics Meets R Meetup

October 25, 2011
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I just ran across this post at Big Computing. On November 14th, there will be an R User meet-up in Washington, DC (Tyson's Corner) led by Mike Driscoll about using R for sabermetric analysis (linked here). I will actually be home in Maryland for a co...

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## Principal component analysis : Use extended to Financial economics : Part 2

October 22, 2011
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My previous post talked about how we can employ PCA on the data for multiple stock returns to reduce the number of variables in explaining the variance of the underlying data. But the idea was greeted with skepticism by many. A caveat to the applicatio...

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## Support Vector Machine with GPU, Part II

October 21, 2011
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In our last tutorial on SVM training with GPU, we mentioned a necessary step to pre-scale the data with rpusvm-scale, and to reverse scaling the prediction outcome. This cumbersome procedure is now simplified with the latest RPUSVM. read more

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## Geo-doodlers – Paul Butler and FlowingData

October 16, 2011
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I found this great R-Visualization example via an R-Blogger post that xingmowang made. (One more good reason for why it is important to read lots of field-related blogs!)Here's the image:If this was merely eye-candy, I would have enjoyed it, but not in...

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## Principal component analysis : Use extended to Financial economics : Part 1

October 15, 2011
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While working for my Financial economics project I came across this elegant tool called Principal component analysis (PCA)which is an extremely powerful tool when it comes to reducing the dimentionality of a data set comprising of highly correlated var...

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