2291 search results for "Twitter"

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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Reshape Package in R: Long Data format, to Wide, back to Long again

May 16, 2011
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Reshape Package in R: Long Data format, to Wide, back to Long again

In this post, I describe how to use the reshape package to modify a dataframe from a long data format, to a wide format, and then back to a long format again. It’ll be an epic journey; some of us may not survive (especially me!). Wide versus Long Data Formats I’ll begin by describing what

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R-Bloggers

May 15, 2011
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R-Bloggers

This is my first post on the R-Bloggers feed. R-Bloggers is an excellent collection of R-related blogs and sites for R enthusiasts. Add it to your bookmark list, for those who haven’t already done so, and my thanks to those who maintain the site ...

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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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Le Monde puzzle [#14.2]

May 14, 2011
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Le Monde puzzle [#14.2]

I received at last my weekend edition of Le Monde and hence the solution proposed by the authors (Cohen and Busser) to the puzzle #14. They obtain a strategy that only requires at most 19 steps. The idea is to start with a first test, which gives a reference score S0, and then work on

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The New Irish House Price Index

May 14, 2011
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The New Irish House Price Index

On Friday, the CSO released a new house (and apartment) price index, for the national, Dublin, and national excluding Dublin regions. The release has been noted and covered by the great Irish Economy and Namawinelake blogs. I want to briefly look at some of the statistical properties of this series in more detail. Below is

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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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Friday fun projects

May 14, 2011
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Friday fun projects

What’s a “Friday fun project”? It’s a small computing project, perfect for a Friday afternoon, which serves the dual purpose of (1) keeping your programming/data analysis skills sharp and (2) providing a mental break from the grind of your day job. Ideally, the skills learned on the project are useful and transferable to your work

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Review of 2011 Data Scientist Summit

May 13, 2011
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Review of 2011 Data Scientist Summit

Some time over the past 6 weeks I randomly saw a tweet announcing the “Data Scientist Summit” and shortly below it I saw that it would be held in Las Vegas at the Venetian. Being a Data Scientist myself is reason enough to not pass up this opportunity, but Vegas definitely sweetens the deal! On Wednesday I woke up...

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Le Monde puzzle [#14]

May 13, 2011
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Le Monde puzzle [#14]

Last week Le Monde puzzle (I have not received this week issue yet!) was about deriving an optimal strategy in less than 25 steps for finding the 25 answers to a binary multiple choice test, when at each trial, only the number of correct answers is known. Hence, if the correct answers are y1,…,y25, and

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