1500 search results for "Regression"

Long XLU Short SPY

May 20, 2011
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Long XLU Short SPY

THIS IS NOT INVESTMENT ADVICE.  YOU ARE RESPONSIBLE FOR YOUR OWN GAINS AND LOSSES. I spend my days and nights wondering what a bond manager should do if he/she doesn’t like bonds, but also cannot sit in 0% cash.  I generally dislike spreads...

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[Project Euler] – Problem 57

May 19, 2011
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It is possible to show that the square root of two can be expressed as an infinite continued fraction. √ 2 = 1 + 1/(2 + 1/(2 + 1/(2 + … ))) = 1.414213… By expanding this for the first four iterations, we get: Read More: 547 Words Totally

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Resources for Learning R

May 17, 2011
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The information below will be periodically updated at the folowing permanent link: http://www.backsidesmack.com/r-resources/ Searching for information on R sucks. Not only is the language name a letter of the alphabet (an ignominy it shares with C and some less well known languages), there is Pearson’s r and the coefficient of determination, R squared! if you…

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How to do a quantitative literature review in R

May 17, 2011
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How to do a quantitative literature review in R

In the early stages of a literature review, you may have hundreds of papers and not know how to even begin sorting through them. In this post, I show you how to perform a two-stage clustering analysis with R so that you can identify the main groups within your data, based on key attributes of each paper.

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AIB Stock Price, EGARCH-M, and rgarch

May 17, 2011
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AIB Stock Price, EGARCH-M, and rgarch

This post examines conditional heteroskedasticity models in the context of daily stock price data for Allied Irish Banks (AIB), specifically how to test for conditional heteroskedasticity in a series, how to approach model specification and estimation when time-varying volatility is present, and how to forecast with these models; all of this is done in R,

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Omega as Optimizer

May 16, 2011
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Omega as Optimizer

During Jan Straatman’s presentation, I tweeted Jan Straatman #cfa2011 In real life no normal distributions so use omega function to optimize actual returns After the presentation, I asked Jan his second choice for optimization after Omega, and he re...

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Cointegration, R, Irish Mortgage Debt and Property Prices

May 15, 2011
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Cointegration, R, Irish Mortgage Debt and Property Prices

As a follow-up to my post examining the stationarity of the new property price index, this post will briefly look at some of the dynamics of mortgage debt and property prices; all data is monthly, from the beginning of 2005 to March 2011. This will also serve as an illustration of the ‘vars‘ and ‘urca‘

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Potential Output and the Irish Output Gap

May 14, 2011
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Potential Output and the Irish Output Gap

One prominent feature of early degree-level macroeconomics courses is the concept of ‘potential output’, which one could roughly define as the level of output (GDP) at which inflation is not ‘accelerating’. Potential output is of interest to macroeconomists when analysing the question of output gaps and macroeconomic stabilisation policies by governments, whether that be in

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Because it’s Friday: French Press Heat Retention

May 13, 2011
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Because it’s Friday: French Press Heat Retention

While responding to this thread on Reddit I made a rough guess as to the heat retention of my french press when completely full of coffee. When I went to bed I realized there was no good reason why I … Continue reading →

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Publishing in Veterinary Academic Journals

May 10, 2011
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Publishing in Veterinary Academic Journals

Following the post by Arthur Charpentier (Freakonometrics), I wondered what would be the outcome considering my current engagement (veterinary medicine, epidemiology, bovine mastitis). Briefly, Arthur Charpentier’s post looked at clusters of journals publishing the same kind of papers. So I looked at 25 journals (Journal of Dairy Science, Canadian Journal of Veterinary Medicine, Preventive Veterinary

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