2729 search results for "gis"

Pricing defaultable discount bond with reduced form model

February 14, 2012
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Pricing defaultable discount bond with reduced form model

I often use R language to write "prototype" program. As you know, It has very high productivity and smart grammar. In this article, I would like to show you how to write the program to evaluate the price of defaultable bond by "reduced-form model".Before write a program, we need to understand how to price these bond.Under risk neutral measure, we can...

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Machine Learning Examples in R

February 12, 2012
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Machine Learning Examples in R

This is a post that has been a long time in the making. Following on from the excellent Stanford Machine Learning Course I have made examples of the main algorithms covered in R.We have Linear RegressionFollowed by Neural NetworksAnd Support ...

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Simplified Example of Systematic Investor’s Fine Work

February 10, 2012
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Simplified Example of Systematic Investor’s Fine Work

THIS IS ONLY AN EXAMPLE AND IS NOT INVESTMENT ADVICE. ACTING ON THIS WILL LOSE LOTS OF MONEY. Systematic Investor Blog (be sure to check out the site) offers extremely good examples of how to use R in finance.  Since I firmly believe more examples...

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Visualising the Metropolis-Hastings algorithm

February 10, 2012
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Visualising the Metropolis-Hastings algorithm

In a previous post, I demonstrated how to use my R package MHadapive to do general MCMC to estimate Bayesian models. The functions in this package are an implementation of  the Metropolis-Hastings algorithm. In this post, I want to provide an intuitive way to picture what is going on ‘under the hood’in this algorithm. The

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A new local R user group in Cambridge, UK

February 10, 2012
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It turns out there's another local R user group in Cambridge, UK. It's called CambR, and organizing committee member Laurent Gatto described its history to me in an email: After meeting repeatedly at several R related conferences (Bioconductor meetings, useR 2011), some R enthusiasts thought Cambridge deserved a local R user group and founded CambR in September 2011. Since...

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Monitoring Progress Inside a Foreach Loop

February 9, 2012
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The foreach package for R is excellent, and allows for code to easily be run in parallel. One problem with foreach is that it creates new RScript instances for each iteration of the loop, which prevents status messages from being logged to the console output. This is particularly frustrating during long-running tasks, when we are often unsure...

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Monitoring Progress Inside a Foreach Loop

February 9, 2012
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The foreach package for R is excellent, and allows for code to easily be run in parallel. One problem with foreach is that it creates new RScript instances for each iteration of the loop, which prevents status messages from being logged to the console output. This is particularly frustrating during long-running tasks, when we are often unsure how much...

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GARCH estimation using maximum likelihood

February 9, 2012
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In my previous post I presented my findings from my finance project under the guidance of Dr Susan Thomas. The results in my paper suggested that there are macroeconomic variables, particularly the INR/USD exchange rates, that help us understand the dynamics of stock returns. Although the results that I obtained were significant at 5%...

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Trust in the EU and National Parliaments

February 8, 2012
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Trust in the EU and National Parliaments

I have been playing around with some data from Eurobarometer, to support some arguments for a small comment I am writing for the Maastricht Law Review. I got the data for the following two questions: I would like to ask you a question about how much ...

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Revolution R update adds Red Hat 6 support

February 8, 2012
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The Dev Team at Revolution Analytics recently released an update to the Revolution R 5 family. Version 5.0.1 adds compatibility with Red Hat Enterprise Linux 6 for all editions (Community, Academic and Enterprise). This expands the platform support to Red Hat 5, Red Hat 6 and Microsoft Windows. For Revolution R Enterprise customers and users of the free Academic...

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