1211 search results for "Excel"

EC2 AMI for scientific computing in Python and R

April 11, 2011
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Like many people who crunch numbers frequently, I have increasingly been integrating Amazon’s cloud computing services into my daily workflow. In particular, I have been using their elastic cloud computing (EC2) on a regular basis. The service is an excellent way to offload computationally intensive work from your laptop for literally pennies on the

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Bond Market as a Casino Game Part 2

April 6, 2011
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Bond Market as a Casino Game Part 2

Before starting Part 2, please see Bonds as a Casino Game Part 1.   For the Monte Carlo random simulation purists, please ignore some unimportant technicalities in my simulation. To spoil the fun, here is the conclusion: Any way you look at ...

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Interestingness Measures

Interestingness Measures

Probably because I first encountered them somewhat late in my professional life, I am fascinated by categorical data types.  Without question, my favorite book on the subject is Alan Agresti’s Categorical Data Analysis (Wiley Series in Probabili...

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A very short and unoriginal introduction to snow

April 2, 2011
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As Jian-Feng rightly pointed out in a comment on my guide to setting up snow on the OSC cluster, it was probably somewhat cavalier of me to say: Getting snow to run properly on single machines, or ever with a cluster of … Continue reading →

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Bond Market as a Casino Game Part 1

April 1, 2011
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Bond Market as a Casino Game Part 1

With this post, I am doing something I try very hard to avoid, especially when communicating to my clients, and that is blurring the line between investing and gambling.  But after reading all of Reuven Brenner’s books and finishing Ralph Vince ...

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Using R and snow on Ohio Supercomputer Center’s Glenn cluster

March 28, 2011
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Over the last several days, I have had the “pleasure” of getting parallel processing with R running on the the Ohio Supercomputer Center’s (OSC) Glenn cluster. I am working on a project that uses GenMatch from Sekhon’s Matching, which uses … Continue reading →

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R-bloggers: I’m syndicated!

March 27, 2011
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Today Left Censored became a contributor to R-Bloggers. If you’ve never heard of it, R-Bloggers is a blog aggregator that brings together R-related posts from a large number of blogs across the Internet. It’s an excellent resource for those who … Continue reading →

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How to backtest a strategy in R

March 26, 2011
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This is the third post in the Backtesting in Excel and R series and it will show how to backtest a simple strategy in R.  It will follow the 4 steps Damian outlined in his post on how to backtest a simple strategy in Excel.Step 1: Get the dataThe ...

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How to backtest a strategy in R

March 26, 2011
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This is the third post in the Backtesting in Excel and R series and it will show how to backtest a simple strategy in R.  It will follow the 4 steps Damian outlined in his post on how to backtest a simple strategy in Excel.Step 1: Get the dataThe ...

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Looking at the "Curse of Dimensionality" with R, foreach, and lattice

March 20, 2011
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Looking at the "Curse of Dimensionality" with R, foreach, and  lattice

Here are the results of a "Curse of Dimensionality" homework assignment for Terran Lane's Introduction to Machine Learning class. Pretty pictures, interesting results, and a good exercise in explicit parallelism with R. It's neat to see distance scaling linearly with standard deviation, and linearly with the Lth-root...

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