Filed under: pictures, R Tagged: Le Monde, mathematical puzzle, R

Revolution Analytics CTO David Champagne visited Hadoop World 2011 this week, and delivered a presentation on "The Powerful Marriage of R and Hadoop" to a standing-room-only crowd of R and Hadoop enthusiasts. I've included David's slides below: The talk also generated praise on Twitter, for example: David was also interviewed by The Cube during the conference. In the video...

Small changes in the input assumptions often lead to very different efficient portfolios constructed with mean-variance optimization. I will discuss Resampling and Covariance Shrinkage Estimator – two common techniques to make portfolios in the mean-variance efficient frontier more diversified and immune to small changes in the input assumptions. Resampling was introduced by Michaud in Efficient

In case you missed them, here are some articles from October of particular interest to R users. The creator of the ggplot2 package, Hadley Wickham, shares details on some forthcoming big-data graphics functions (based on research sponsored by Revolution Analytics). A list of several dozen free data sources that can easily be imported into R. Bob Muenchen gave a...

A Bernoulli process is a sequence of Bernoulli trials (the realization of n binary random variables), taking two values (0/1, Heads/Tails, Boy/Girl, etc…). It is often used in teaching introductory probability/statistics classes about the binomial distribution. When visualizing a Bernoulli process, it is common to use a binary tree diagram in order to show the Read more...

What is important for an investor? The rate of return is at the top of the list. Does the expected rate of return shown on the mean-variance efficient frontier paints the full picture? If investor’s investment horizon is longer than one period, for example 5 years, than the true measure of portfolio performance is Geometric

This is a followup to a post I uploaded earlier today about web scraping data off Google Scholar. In that post I was frustrated because I’m not smart enough to use xpathSApply to get the kind of results I wanted. However fast-forward to the evening whilst having dinner with a friend, as a passing remark,

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