2730 search results for "gis"

Risk parity

October 31, 2011
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Risk parity

Some thoughts and resources regarding a popular fund management buzzword. The idea Given asset categories (like stocks, bonds and commodities) create a portfolio where each category contributes equally to the portfolio variance. Two operations There are two cases in creating a risk parity portfolio: the universe is the asset categories the universe is the assets … Continue reading...

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Modelling with R: part 5

October 30, 2011
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In our exercise of learning modelling in R, we have till now succeeded in doing the following:Importing the dataPreparing and transforming the dataRunning a logistic regressionCreating a decision treeSpecifically, we created a decision tree using the r...

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How to display R code on a web page

October 26, 2011
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Starting to write a blog I need a way how to publish my R codes. One possibility would be to just add some formatting with Pretty R. Nice, but I miss a repository with all codes ever submitted and possibility to make corrections.The final solution was ...

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Email Netiquette

October 25, 2011
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Email Netiquette

A short piece of web-scrapping I sent as a reminder to my colleague. If you run it the result should be something like... Datatata!

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Machine Learning Ex 5.1 – Regularized Linear Regression

October 25, 2011
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Machine Learning Ex 5.1 – Regularized Linear Regression

The first part of the Exercise 5.1 requires to implement a regularized version of linear regression. Adding regularization parameter can prevent the problem of over-fitting when fitting a high-order polynomial. Read More: 194 Words Totally

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Vanilla C code for the Stochastic Simulation Algorithm

October 24, 2011
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Vanilla C code for the Stochastic Simulation Algorithm

The Gillespie stochastic simulation algorithm (SSA) is the gold standard for simulating state-based stochastic models. If you are a R buff, a SSA novice and want to get quickly up and running stochastic models (in particular ecological models) that are not … Continue reading →

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understanding computational Bayesian statistics: a reply from Bill Bolstad

October 23, 2011
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understanding computational Bayesian statistics: a reply from Bill Bolstad

Bill Bolstad wrote a reply to my review of his book Understanding computational Bayesian statistics last week and here it is, unedited except for the first paragraph where he thanks me for the opportunity to respond, “so readers will see that the book has some good features beyond having a “nice cover”.” (!) I simply processed

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Using Sweave with XeLaTeX

October 23, 2011
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Using Sweave with XeLaTeX

Using R with LaTeX via Sweave is a great way to create reproducible output. However, using specific fonts, e.g. your corporate fonts, can be painful with pdflatex. Over the last few weeks I have fallen in love with the TeX formatXeLaTeX and its XeTeX e...

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Backtesting Part 4: random strategies

October 21, 2011
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Backtesting Part 4: random strategies

Note: This post is NOT financial advice!  This is just a fun way to explore some of the capabilities R has for importing and manipulating data.   In part 2, we found that our 200-day high, hold 100 days strategy yielded average annual return...

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Support Vector Machines in R (a course by Lutz Hamel)

October 19, 2011
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Support vector machines (SVM’s) are the “big iron” of the data mining world, especially suited for extreme data intensive tasks like image classification, biosequence processing, handwriting recognition, etc. Dr. Lutz Hamel, author of “Knowledge Discovery with Support Vector Machines”, presents his online course “Introduction to Support Vector Machines In R” November 18 – December 16. “Support Vector Machines in...

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