887 search results for "finance"

The Financial Crisis on Tape Part I

February 23, 2013
By
The Financial Crisis on Tape Part I

Hello and welcome to Joe's Data Diner's first ever post!Today, I will touch on both R and Finance, but I'll try and make it accesible for those with an interest in either and not just Quants like myself!Almost everyone is now aware that asset correlati...

Read more »

Registration for ‘R in Insurance’ conference has opened

February 19, 2013
By
Registration for ‘R in Insurance’ conference has opened

The registration for the first conference on R in Insurance on Monday 15 July 2013 at Cass Business School in London has opened. The intended audience of the conference includes both academics and practitioners who are active or interested in the applications of R in insurance. The 2013 R in Insurance conference builds...

Read more »

In case you missed it: January 2103 Roundup

February 13, 2013
By

In case you missed them, here are some articles from January of particular interest to R users. Anthony Damico created an amusing and useful flowchart for finding resources for learning R, especially for survey analysis. All R users: please be counted for the 2013 Rexer Data Miner Survey (R was the #1 software reported in the last survey). Relatedly,...

Read more »

Variability of predicted portfolio volatility

February 11, 2013
By
Variability of predicted portfolio volatility

A prediction of a portfolio’s volatility is an estimate — how variable is that estimate? Data The universe is 453 large cap US stocks. The variance matrices are estimated with the daily returns in 2012. Variance estimation was done with Ledoit-Wolf shrinkage (shrinking towards equal correlation). Two sets of random portfolios were created.  In both … Continue reading...

Read more »

Crash course on R for financial and actuarial econometrics

February 8, 2013
By
Crash course on R for financial and actuarial econometrics

Next Friday, I will give in Montréal a crash course entitled Econometric Modeling in Finance and Insurance with the R Language. Since IFM2 wanted this course to be an opportunity to discover R, the first part o fthe course will be on the R language. Slides can be downloaded from here. (since the course is still scheduled, all comments...

Read more »

Disruptive Data Science – Transforming Your Company into a Data Science-Driven Enterprise

January 29, 2013
By
Disruptive Data Science – Transforming Your Company into a Data Science-Driven Enterprise

Big Data is the latest technology wave impacting C-Level executives across all areas of business, but amid the hype, there remains confusion about what it all means. The name emphasizes the exponential growth of data volumes worldwide (collectively, 5 Exabytes/ day in the latest estimate I saw from IDC), but more nuanced definitions of Big Data incorporate the following...

Read more »

The components garch model in the rugarch package

January 28, 2013
By
The components garch model in the rugarch package

How to fit and use the components model. Previously Related posts are: A practical introduction to garch modeling Variability of garch estimates garch estimation on impossibly long series Variance targeting in garch estimation The model The components model (created by Engle and Lee) generally works better than the more common garch(1,1) model.  Some hints about … Continue reading...

Read more »

Visually Comparing Return Distributions

January 18, 2013
By
Visually Comparing Return Distributions

Here is a spot of code to create a series of small multiples for comparing return distributions. You may have spotted this in a presentation I posted about earlier, but I’ve been using it here and there and am finally satisfied that it is a generally useful view, so I functionalized it. When visually comparing

Read more »

Huge Discount on Kindle Academic Texts at Amazon — Today Only

January 13, 2013
By

Anyone who collects academic texts knows that the hobby can be a bit expensive.  Well, today I happened to notice that there is an incredible deal on Amazon's Gold Box Deal for today for many kindle academic books.  And they are not just unpo...

Read more »

Examples of Current Major Market Clusters

January 11, 2013
By
Examples of Current Major Market Clusters

I want to follow up and provide a bit more details to the excellent “A Visual of Current Major Market Clusters” post by David Varadi. Let’s first load historical for the 10 major asset classes: Gold ( GLD ) US Dollar ( UUP ) S&P500 ( SPY ) Nasdaq100 ( QQQ ) Small Cap (

Read more »

Sponsors

Mango solutions



RStudio homepage



Zero Inflated Models and Generalized Linear Mixed Models with R

Quantide: statistical consulting and training



http://www.eoda.de









ODSC

CRC R books series











Contact us if you wish to help support R-bloggers, and place your banner here.

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)