2257 search results for "map"

Gini Efficient Frontier

March 23, 2012
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Gini Efficient Frontier

David Varadi have recently wrote two posts about Gini Coefficient: I Dream of Gini, and Mean-Gini Optimization. I want to show how to use Gini risk measure to construct efficient frontier and compare it with alternative risk measures I discussed previously. I will use Gini mean difference risk measure – the mean of the difference

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R, Twitter and McDonald’s

March 23, 2012
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R, Twitter and McDonald’s

Ed Chen is a data scientist at Twitter, so he's accustomed to working with big data and complex models. In an interview with MIT Technology Review, he describes his data science toolbox: A common pattern for me is that I'll code a MapReduce job in Scala, do some simple command-line munging on the results, pass the data into Python...

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Metadata Dubuque and UHI

March 21, 2012
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Metadata Dubuque and UHI

I’m in the process of remaking all the metadata from scratch and looking once again at the question of UHI. There are not any global conclusions we can draw from the data yet; I’m just in the process of checking out everything that is available that could be used to illuminate the problem. The problem,

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Simple ROC plots with ggplot2 – Part 2

March 21, 2012
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Simple ROC plots with ggplot2 – Part 2

In the first part of this article we built a function (rocdata) to calculate the co-ordinates for the ROC plot and its summary statistics. Now we need to actually produce the plot. I make most of my plots in ggplot2 because of it’s versatility. However there’s no reason why these plots couldn’t be produced

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Data Analysis Training

March 20, 2012
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Data Analysis Training

I'm training some of my colleagues on Big'ish data analysis this week. Here's how I'm running the class. Would love your ideas to make it better. CLASS OBJECTIVES (LEARNING OUTCOMES)After completion of the course, you will be able to:Understand concept...

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Revolution Newsletter: March 2012

March 19, 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 March edition (with highlights from this blog and community events) online. You can subscribe to the Revolution Newsletter to get it monthly via email. Download Revolution R Enterprise, free for Academics. The new features of Revolution R Enterprise...

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Visualizing left-right government positions

March 19, 2012
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Visualizing left-right government positions

How does the political landscape of Europe change over time? One way to approach this question is to map the socio-economic left-right positions of the governments in power. So let’s plot the changing ideological  positions of the governments using data … Continue reading →

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Backtesting Asset Allocation portfolios

March 18, 2012
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Backtesting Asset Allocation portfolios

In the last post, Portfolio Optimization: Specify constraints with GNU MathProg language, Paolo and MC raised a question: “How would you construct an equal risk contribution portfolio?” Unfortunately, this problem cannot be expressed as a Linear or Quadratic Programming problem. The outline for this post: I will show how Equal Risk Contribution portfolio can be

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Solving easy problems the hard way

March 17, 2012
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Solving easy problems the hard way

There’s a charming little brain teaser that’s going around the Interwebs. It’s got various forms, but they all look something like this: This problem can be solved by pre-school children in 5-10 minutes, by programer – in 1 hour, by people with higher education … well, check it yourself!  8809=6 7111=0 2172=0 6666=4 1111=0 3213=0 7662=2 9313=1 0000=4 2222=0 3333=0 5555=0 8193=3 8096=5 7777=0 9999=4 7756=1 6855=3 9881=5 5531=0 2581=? SPOILER ALERT… The answer has to do with how many

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Cooling Stations

March 17, 2012
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Cooling Stations

Over the course of the past few years I have taking a look at cooling stations a few times but never in much depth. A few other people have looked at them, but usually without much rigor. The standard approach is to find some cooling stations and then conclude that somehow global warming is thereby

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