1703 search results for "time series"

Batch Processing vs. Interactive Sessions

October 26, 2011
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Batch Processing vs. Interactive Sessions

We introduced batch processing 3 weeks ago. Many people asked about differences and benefits of batch processing or interactive sessions. Lets start with the definitions: Batch Processing / Batch Jobs: Batch processing is the execution of a series of programs or only one task on a computer environment without manual intervention. All data and commands

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The Psychology of Music and the ‘tuneR’ Package

October 25, 2011
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Introduction This semester I’m TA’ing a course on the Psychology of Music taught by Phil Johnson-Laird. It’s been a great course to teach because (i) so much of the material is new to me and (ii) because the study of the psychology of music brings together so many of the intellectual tools I enjoy, including

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Catching up faster by switching sooner

October 25, 2011
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Catching up faster by switching sooner

Here is our discussion (with Nicolas Chopin) of the Read Paper of last Wednesday by T. van Erven, P. Grünwald and S. de Rooij (Centrum voor Wiskunde en Informatica, Amsterdam), entitled Catching up faster by switching sooner: a predictive approach to adaptive estimation with an application to the Akaike information criterion–Bayesian information criterion dilemma. It

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One week left to enter the $20,000 "Applications of R" contest

October 24, 2011
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One week left to enter the $20,000 "Applications of R" contest

The deadline to enter the "Applications of R in Business" contest is just a week away. To qualify for $20,000 in prizes from Revolution Analytics, your entry must be submitted to inside-r.org by midnight PST on October 31. Note that this doesn't have to be your final submission: as long as you've entered a draft version, you can still...

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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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Short selling, volatility and bubbles

October 17, 2011
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Short selling, volatility and bubbles

Yesterday, I wrote a post (in French) about short-selling in financial market since some journalists claimed that it was well-known that short -selling does increase volatility on financial market. Not only in French speaking journals actually, sin...

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Revolution Newsletter: October 2011

October 17, 2011
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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 October edition (with highlights from this blog and community events) online. You can subscribe to the Revolution Newsletter to get it monthly via email. Applications of R Contest: Deadline October 31. Revolution Analytics is offering $20,000 in prizes...

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Introduction to Asset Allocation

October 12, 2011
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Introduction to Asset Allocation

This is the first post in the series about Asset Allocation, Risk Measures, and Portfolio Construction. I will use simple and naive historical input assumptions for illustration purposes across all posts. In these series I plan to discuss: Maximum Loss, MAD, CVaR, CDaR, Omega Risk Measures 130:30 Long/Short portfolios and Cardinality Constraints Arithmetic and Geometric

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S&P 500 components heatmap in R

October 12, 2011
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S&P 500 components heatmap in R

In this article, Hans Gilde exposes the clever use of a heatmap hidden in the Bioconductor library. In his example, he describes a way to show different ‘observations’ on subjects, with the concept of time. Financial indices, like the S&P 500 or the Dow Jones indices, are mathematically some kind of measure of overall market

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Where to find data to use with R

October 11, 2011
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(Contributing blogger Joe Rickert has put together a fantastic list of data sources suitable for use with R. If you're looking for data to use in the Applications of R Contest -- entries close October 31 -- this is a great resource for you -- Ed.) Hardly a day goes by without someone or something reminding me that we...

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