751 search results for "finANCE"

Portfolio diversity

May 7, 2012
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Portfolio diversity

How many baskets are your eggs in? Meucci diversity Attilio Meucci directly addresses the adage: Don’t put all your eggs in one basket. His idea is to think of your portfolio as a set of  subportfolios that are each uncorrelated with the rest.  If your portfolio can be configured to have a lot of roughly … Continue reading...

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Correlations, dimension, and risk measure

May 4, 2012
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Correlations, dimension, and risk measure

Yesterday, while I was attending the IFM2 conference, at HEC Montreal, I heard a nice talk about credit risk, and a comparison between contagion (or at least default correlation), for corporate and retail companies (in the US). And it was mentioned...

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2nd round of call for chapter proposals for book Data Mining Applications with R: due by 31 May

May 2, 2012
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2nd round of call for chapter proposals for book Data Mining Applications with R: due by 31 May

2nd CALL FOR CHAPTERS: proposals due by 31 May 2012 Data Mining Applications with R A book to be published by Elsevier http://www.RDataMining.com/books/book2 Introduction —————— R is one of the most widely used data mining tools in scientific and business … Continue reading →

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Information Age: graduates driving industry adoption of R

April 30, 2012
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Information Age recently published a feature article devoted to the R language, "Putting the R in analytics". Says author Pete Swabey: Already popular in universities, there are signs that R is finding increasing adoption in the enterprise. This promises to lower the barriers of entry for advanced analytics, and may accelerate the mathemitisation of business management. The article includes...

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An academic programming language paper about R

April 27, 2012
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An academic programming language paper about R

The R language has passed another milestone, a paper aimed at the academic programming language community (or at least one section of this community) has been written about it, Evaluating the Design of the R Language by Morandat, Hill, Osvald and Vitek. Hardly earth shattering news, but it may have some impact on how R

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Rmetrics financial engineering workshop

April 24, 2012
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For those looking for an in-depth workshop on financial engineering with R, look no further than the R/Rmetrics Workshop and Summer School held annually in beautiful Meielisalp, Switzerland. This is an intimate workshop limited to around 50 participants, and features tutorials from leading practitioners in finance with R. This year's workshop takes plase June 24-28. You can find the...

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Revolution Newsletter: April 2012

April 20, 2012
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The most recent edition of the Revolution Newsletter is out. The news section is below, and you can read the full April edition (with highlights from this blog and community events) online. You can subscribe to the Revolution Newsletter to get it monthly via email. Spring Webinar Series. Our Spring Webinar Series features presentations from Revolution Analytics staff and...

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knitr Performance Report-Attempt 2

April 18, 2012
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knitr Performance Report-Attempt 2

Over the years I have changed my learning process from reading thoroughly first before proceeding to reading minimally and then applying immediately.  I very quickly see the gaps in my knowledge.  This method is far more painful but seems to ...

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Information flows like water

April 16, 2012
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Information flows like water

Guiding a ship, it takes more than your skill Spark David Rowe’s Risk column this month is about data leverage. The idea is that you are leveraging your data if you are using it to answer questions that are too demanding of information. The piece reminded me of a talk that Dave gave a few … Continue reading...

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In case you missed it: March 2012 Roundup

April 12, 2012
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In case you missed them, here are some articles from March of particular interest to R users. New features in the latest version of ggplot2 include choropleths, violin plots, and improved annotations. A video demonstration of big-data Naive Bayes and Classification Tree models with Revolution R Enterprise for IBM Netezza. A collection of two-minute video tutorials for R beginners....

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