The post demonstrates a semi-parametric approach using ARIMA models to extract the market price of risk from physical stock price simulations and transform them into risk-neutral paths for option pricing.
Experience sampling via mobile devices enables unprecedented insights into daily life. However, individual studies often cannot answer research questions conclusively, and open data are scattered across repositories in different formats. This impedes r... [Read more...]
I’ve been learning Haskell for a few years now and I am really liking a lot of
the features, not least the strong typing and functional approach. I thought it
was lacking some of the things I missed from R until I found the
dataHaskell project.
There h... [Read more...]
I’m a music fan who is anti-streaming and instead I stubbornly maintain a large music collection. At this time of year, streamers receive a round-up of their year’s listening in a “wrapped” report. Not wanting to miss out, I set about rendering my own annual round-up using R! ...
Time series have become pervasive in psychological research and Vector Autoregressive (VAR) models have become one of the most popular classes of models to study within-person dynamics in such data. However, systematic checking of how well a VAR model ... [Read more...]
Forecasting is more than just fitting a model. Here are 10 essential rules to ensure your time series models are robust, reliable, and realistic. [Read more...]
This post is a simple demo of how to embed a Quarto presentation in your website.
Quarto is a pretty nice open-source scientific publishing system which enables you to make presentations (powered by revealjs). It’s available by default in recent versi... [Read more...]
Below are the slides for my future.p2p: Peer-to-Peer Compute Clusters in R talk that I presented at the LatinR 2025 online conference.
Title: future.p2p: Peer-to-Peer Compute Clusters in R
Speaker: Henrik Bengtsson
Session: packages
Slides: HT...
This is the second in my series of posts about population, migration, diaspora and related issues in the Pacific. See the first post in the series for more background. Today I’m looking at two charts relating to net migration and its role in Pacific is...
In the age of LLMs, leveraging their capabilities to analyze and interpret paper reviews can provide valuable insights. Here's how I used multiple LLMs to dissect the reviews I received for my recent submission. [Read more...]
In a rather old post on this blog, I wrote about an Oracle database connection from R on Windows with ODBC when you have old Oracle clients (32 bit version) installed in an enterprise setup.
It’s still working on R 32 bit. But now R new releases are o... [Read more...]
Title slide
Slides: https://jakubnowosad.com/rome2025
Video recording: https://youtu.be/uZe7thh80MI
Reproducible code: https://jakubnowosad.com/rome2025/index.R
Geospatial predictive mapping is a common task across many domains, aiming to p...
This will be the first of several posts where I post some code and visualisations of population issues in the Pacific. The analysis and visualisations are pretty simple. Between them, they’ll show how to make (with publicly available data) all the stat...
One nice aspect of blogging about the things you’ve just learned is that when, inevitably, you forget those things, reading back your old posts can bring you up to speed pretty quickly. It’s like a slight groove has been worn and you can slip ba...
Oiled Bird - Black Sea Oil Spill 11/12/07 – CC BY by Igor GOLUBENKOV (Marine Photobank)
Day 28 of 30DayMapChallenge: « Black » (previously).
There is a global oil spill dataset from 1967 to 2023 by Liu, Yin, and Cai (2025).
Config
library(glue)
library(dplyr)
library(sf)
library(janitor)
library(readxl)
library(leaflet)
library(leaflet.providers)
library(... [Read more...]
One of the projects I worked on this year was analyzing India’s labour market to identify potential occupational transition pathways. […] [Read more...]
Data
AlgeriAPIs v0.1.0: Provides functions to access data from public RESTful APIs, including World Bank API and REST Countries API, retrieving real-time or historical information related to Algeria. The package enables users to query economi...
Dear rOpenSci friends, it’s time for our monthly news roundup! You can read this post on our blog. Now let’s dive into the activity at and around rOpenSci!
rOpenSci HQ
rOpenSci at LatinR
We’re excited to continue supporting Latin... [Read more...]
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