788 search results for "maps"

Pseudo-Random vs. Random Numbers in R

November 25, 2011
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Pseudo-Random vs. Random Numbers in R

Happy Thanksgiving, everyone. Earlier today, I found an interesting post from Bo Allen on pseudo-random vs random numbers, where the author uses a simple bitmap (heat map) to show that the rand function in PHP has a systematic pattern and compares these to truly random numbers obtained from random.org. The post’s results suggest that pseudo-randomness in PHP is

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Do we need to deal with ‘big data’ in R?

November 22, 2011
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Do we need to deal with ‘big data’ in R?

David Smith at the Revolutions blog posted a nice presentation on “big data” (oh, how I dislike that term). It is a nice piece of work and the Revolution guys manage to process a large amount of records, starting with … Continue reading →

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htmlToText(): Extracting Text from HTML via XPath

November 18, 2011
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htmlToText(): Extracting Text from HTML via XPath

Converting HTML to plain text usually involves stripping out the HTML tags whilst preserving the most basic of formatting. I wrote a function to do this which works as follows (code can be found on github): The above uses an XPath approach to achieve it’s goal. Another approach would be to use a regular expression. These

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Black-Litterman Model

November 15, 2011
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Black-Litterman Model

The Black-Litterman Model was created by Fisher Black and Robert Litterman in 1992 to resolve shortcomings of traditional Markovitz mean-variance asset allocation model. It addresses following two items: Lack of diversification of portfolios on the mean-variance efficient frontier. Instability of portfolios on the mean-variance efficient frontier: small changes in the input assumptions often lead to

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Home Runs heating up?

November 12, 2011
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Home Runs heating up?

My intuition tells me that objects traveling through the air would meet more resistance when there is more moisture in the air. It turns out that my intuition is wrong. It still doesn’t make sense to me but apparently humid … Continue reading →

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A chart for marathoners

November 11, 2011
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A chart for marathoners

Here's a cool application of calendar heat maps: runner Andy used R to catalogue his daily running mileage over the last 2+ years: There are lots of ways to chart data like this (a simple time-series chart, for example), but sometimes looking at data in new ways offers fresh perspectives. For example, Andy notes: "Apparently I missed running on...

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Resampling and Shrinkage : Solutions to Instability of mean-variance efficient portfolios

November 11, 2011
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Resampling and Shrinkage : Solutions to Instability of mean-variance efficient portfolios

Small changes in the input assumptions often lead to very different efficient portfolios constructed with mean-variance optimization. I will discuss Resampling and Covariance Shrinkage Estimator – two common techniques to make portfolios in the mean-variance efficient frontier more diversified and immune to small changes in the input assumptions. Resampling was introduced by Michaud in Efficient

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What 5,728.986 miles look like…

November 10, 2011
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What 5,728.986 miles look like…

Time Series as calendar heat maps + All of my running data since April 1, 2009 = Generated by the following code: #Sample Code based on example program at: source(file = "calendarHeat.R") run<- read.csv("log.csv", header = TRUE, sep=",") sum(run$Distance) date <- c() for (i in 1: dim(run)){ if(run$DistanceUnit== 'Kilometer'){ miles <- c(miles,run$Distance * 0.62) }

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Geometric Efficient Frontier

November 9, 2011
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Geometric Efficient Frontier

What is important for an investor? The rate of return is at the top of the list. Does the expected rate of return shown on the mean-variance efficient frontier paints the full picture? If investor’s investment horizon is longer than one period, for example 5 years, than the true measure of portfolio performance is Geometric

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What the frack? Does hydraulic fracturing lead to increased earthquakes?

November 8, 2011
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What the frack?  Does hydraulic fracturing lead to increased earthquakes?

Earthquakes are normal occurrences along the boundaries of major plate margins, such as along the San Andreas fault system of California,  and are less common within plate interiors.  Try telling that, however, to the citizens of Oklahoma who...

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