statistical

Mapping Hotspots with R: The GAM

October 25, 2011 | john.nelson

I've been getting a lot of questions about the method used to map the hotspots in the seasonal drunk-driving risk maps.  It uses the GAM (Geographical Analysis Machine), a way of detecting spatial clusters from two data inputs: the data of interes...
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Poor man’s pairs trading…

April 11, 2010 | M. Parzakonis

There is a central notion in Time Series Econometrics, cointegration. Loosely it refers to finding the long run equilibrium of two non-stationary series. As the most know non-stationary series examples comes from finance, cointegration is nowadays a tool for traders (not a common one though!). They use it as the ... [Read more...]

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