1500 search results for "regression"

R for Quants, Part III (A)

February 18, 2012
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R for Quants, Part III (A)

This is the third part in a three part series on teaching R to MFE students at CUNY Baruch. The …Continue reading »

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R for Quants, Part II (A)

February 16, 2012
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R for Quants, Part II (A)

This is the second part in a three part series on teaching R to MFE students at CUNY Baruch. The …Continue reading »

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"NIR Std. Dev. Spectra" with "R"

February 15, 2012
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"NIR  Std. Dev. Spectra" with "R"

(This article was first published on NIR-Quimiometría, and kindly contributed to R-bloggers) It is always good to look at the spectra from different points of view, before to develop a regression, this will help us to understand better our samples, to detect outliers, to check where the variability is, if that variability correlates with the constituent of interest (directly...

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R for Quants, Part I (B)

February 13, 2012
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R for Quants, Part I (B)

This is a continuation of the R workshop I’m teaching at the Baruch MFE program. This section discusses the programming …Continue reading »

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Multiple Factor Model – Building CSFB Factors

February 12, 2012
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Multiple Factor Model – Building CSFB Factors

This is the third post in the series about Multiple Factor Models. I will build on the code presented in the prior post, Multiple Factor Model – Building Fundamental Factors, and I will show how to build majority of factors described in the CSFB Alpha Factor Framework. For details of the CSFB Alpha Factor Framework

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Data Exploration – Gold vs Gold Mining Stocks

February 12, 2012
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Data Exploration – Gold vs Gold Mining Stocks

I have been looking into time series analysis with R.  I'm still ramping up the learning curve as I am very accustomed to SAS/ETS.  With ETS, everything is in a couple of procedures, I know where and how to get things done.  In R, things...

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R for Quants, Part I.A

February 12, 2012
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R for Quants, Part I.A

I’m teaching an R workshop for the Baruch MFE program. This is the first installment of the workshop and focuses on …Continue reading »

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Machine Learning Examples in R

February 12, 2012
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Machine Learning Examples in R

This is a post that has been a long time in the making. Following on from the excellent Stanford Machine Learning Course I have made examples of the main algorithms covered in R.We have Linear RegressionFollowed by Neural NetworksAnd Support ...

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"R": Predicting a Test Set (Gasoline)

February 9, 2012
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"R": Predicting a Test Set (Gasoline)

> data(gasoline)> #60 spectra of gasoline (octane is the constituent) > #We divide the whole Set into a Train Set and a Test Set.> gasTrain<-gasoline> gasTest<-gasoline> #Let´s develop the PLSR with the Tain Set ...

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GARCH estimation using maximum likelihood

February 9, 2012
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In my previous post I presented my findings from my finance project under the guidance of Dr Susan Thomas. The results in my paper suggested that there are macroeconomic variables, particularly the INR/USD exchange rates, that help us understand the dynamics of stock returns. Although the results that I obtained were significant at 5%...

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