305 search results for "market research"

xts and GSOC 2012

November 23, 2012
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xts and GSOC 2012

Josh Ulrich and Jeff Ryan mentored a Google Summer of Code (GSOC) project this summer focused on experimental functionality for xts in collaboration with R. Michael Weylandt, a student in operations research and financial engineering from Princeton. You might recognize Michael from his presentation at R/Finance this year, where he gave a talk entitled “A

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Upcoming Webinar: Real-time, big-data analytics

November 21, 2012
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A quick heads-up that I'll be presenting another brand-new webinar on Thursday next week (November 29). In Real-time Big Data Analytics: From Deployment to Production, I'll review the process of making predictive models work in real-live operational environments. I'll also tackle those ubiquitous buzz-words "real-time" and "big data", and the fact that they can mean very different things in...

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Drawdown Determined Position Size

November 19, 2012
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Drawdown Determined Position Size

This caught my eye as I searched for some more academic research on my favorite risk measure drawdown. Yang, Z. George and Zhong, Liang,Optimal Portfolio Strategy to Control Maximum Drawdown - The Case of Risk Based Dynamic Asset Allocation (February ...

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analyze the consumer expenditure survey (ce) with r

November 13, 2012
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the consumer expenditure survey (ce) is the primo data source to understand how americans spend money.  participating households keep a running diary about every little purchase over the year.  those diaries are then summed up into precise expenditure categories.  how else are you gonna know that the average american household spent $34 (±2) on bacon, $826 (±17) on cellular...

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The guts of a statistical factor model

November 12, 2012
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The guts of a statistical factor model

Specifics of statistical factor models and of a particular implementation of them. Previously Posts that are background for this one include: Three things factor models do Factor models of variance in finance The BurStFin R package The quality of variance matrix estimation The problem Someone asked me some questions about the statistical factor model in … Continue reading...

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How Microsoft Can Use Windows 8 to Dominate the Tech Industry

November 9, 2012
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How Microsoft Can Use Windows 8 to Dominate the Tech Industry

Windows 95 transformed the PC software market and established Microsoft as the dominant player.  Can Microsoft do it again?  Can it use the release of Windows 8 to elevate its entire brand image?  More importantly to some of us, can Microsoft use statistical modeling to help it achieve its goal?Of course, the answer depends on what you mean by...

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Cash–Opportunity Lost or Opportunity Gained

November 7, 2012
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Cash–Opportunity Lost or Opportunity Gained

Tom Brakke from http://researchpuzzle.com/ wrote a great thought piece Cash as Trash, Cash as King, and Cash as a Weapon for the CFA Institute blog.  My favorite part comes in the last paragraph: “That’s the kind of analysis that should be br...

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Pull Yahoo Finance Key-Statistics Instantaneously Using XML and XPath in R

October 29, 2012
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Pull Yahoo Finance Key-Statistics Instantaneously Using XML and XPath in R

This two-part blog post I published a day ago required key-stats from Yahoo Finance for all the companies in the control group I created for my research.  I wanted all the key-stats pulled, arranged in a data-frame and then present them side-...

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CFP: DMApps 2013 – Workshop on Data Mining Applications in Industry and Government, submission due by Jan 6, 2013

October 19, 2012
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CFP: DMApps 2013 – Workshop on Data Mining Applications in Industry and Government, submission due by Jan 6, 2013

CALL FOR PAPERS DMApps 2013: the International Workshop on Data Mining Applications in Industry & Government In conjunction with PAKDD 2013, Gold Coast, Australia, April 14-17, 2013 http://dmapps2013.rdatamining.com The 2013 International Workshop on Data Mining Applications in Industry & Government … Continue reading →

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Vice Presidential Debates with qdap-beta

October 13, 2012
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Vice Presidential Debates with qdap-beta

After the presidential debates I used the beta version of qdap to provide some initial surface level analysis (LINK to Presidential Debates with qdap-beta). In the comments of that post, annon (a commenter) provided a link to an analysis/visualization that … Continue reading →

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