July 2011

How Marketo uses Revolution R Enterprise

July 6, 2011 | David Smith

Marketo, a leading marketing automation company, relies on data analysis to implement the features in its hosted application that help companies get the most out of their marketing dollar. We've just published a case study about how Marketo uses Revolution R Enterprise and the R language to analyze the massive ... [Read more...]

Importing google news data to R

July 6, 2011 | Zach Mayer

I've been playing around lately with the stock market data available from google finance, through quantmod in R. Here's a function I've written (which depends on the R Data Science Toolkit), to pull news stories related to a stock from google, parse t...
[Read more...]

Early stopping and penalized likelihood

July 6, 2011 | andrew

Maximum likelihood gives the beat fit to the training data but in general overfits, yielding overly-noisy parameter estimates that don't perform so well when predicting new data. A popular solution to this overfitting problem takes advantage of the iterative nature of most maximum likelihood algorithms by stopping early. In general, ... [Read more...]

ARMA Models for Trading, Part VI

July 5, 2011 | The Average Investor

All posts in this series were combined into a single, extended tutorial and posted on my new blog. In the fourth posting in this series, we saw the performance comparison between the ARMA strategy and buy-and-hold over the last approximately 10 years. Over the last few weeks (it does take time, ... [Read more...]

A Quantstrat to Build On Part 6

July 5, 2011 | klr

THIS IS NOT INVESTMENT ADVICE.  ACTING ON THIS MAY LOSE LOTS OF MONEY. In A Quantstrat to Build on Part 5, I promised some performance reporting on quantstrat portfolios, but then in REIT Momentum in Quantstrat, I discovered it is not nearly as ea...
[Read more...]

New R User Group in Argentina

July 5, 2011 | David Smith

A new local R user group has formed in Buenos Aires, Argentina, under the succinct name ".aR". They're currently putting together the agenda for their first meeting, and are looking for speakers with expertise in the BioConductor project and Finance. If you'd like to join the group, check out the ... [Read more...]

Sentiment Analysis for Airlines via Twitter

July 5, 2011 | David Smith

Last weekend here in the states was the 4th of July long weekend, one of the busier air travel days of the year. As anyone who flies in the States knows, with air travel often comes frustration, and in this social media age many express their frustration on Twitter: The ... [Read more...]

Bounded target support

July 4, 2011 | xi'an

Here is an interesting question from Tomàs that echoes a lot of related emails: I’m turning to you for advice. I’m facing problem  where parameter space is bounded, e.g. all parameters have to be positive. If in MCMC as proposal distribution I use normal distribution, then ... [Read more...]

R.NET

July 4, 2011 | Ralph

The R.NET project provides a mechanism for communicating with R from a .NET application. This appears to be a promising way to create simple interfaces to some of the functionality of R. Some examples of using R.NET can be found here and here. [Read more...]

Contributions to the R Project

July 4, 2011 | David Smith

The R Project would not exist without the contributions of the R Core Group, the 21 volunteer statisticians and computer scientists from around the world who have donated their time and expertise to create the R langauge, its core packages, and manage its regular release and binary distribution process via the ... [Read more...]
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