When I saw the answer to this Stack Overflow question, I immediately remembered working on my old post Clustering with Currencies and Fidelity Funds and just had to try to apply this technique. As I should have guessed, it worked with only a mini...
Posts Tagged ‘ eigen ’
Foreign Currencies and US 10y Treasury Yields
Since I explored the relationship between the Japanese Yen and the US 10y Treasury Yield on Friday, I thought it might be worthwhile to extend the exploration to a much broader range of currencies. I personally am most interested on how Asian Central B...
Clustering with Currencies and Fidelity Funds
Great news came yesterday with the release of the R In Finance 2011 Presentations. I must attend next year after seeing all that I missed. The Iacus: Statistical Analysis of Financial Time Series and Option Pricing in R (pdf) presentation o...
Eigen-who? How Can I Write About Eigen-anything and Expect You to Read?
After the very nice Convore reply @timelyportfolio some of your posts include "eigenvalue ratio plots" -- kindly tell us what they show and how they might be useful in constructing a portfolio. I felt like I should at least attempt to offer a little m...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
