December 2011

Backtesting Minimum Variance portfolios

December 12, 2011 | systematicinvestor

I want to show how to combine various risk measures I discussed while writing the series of posts about Asset Allocation with backtesting library in the Systematic Investor Toolbox. I will use Minimum Variance portfolio as an example for this post. I recommend reading a good discussion about Minimum Variance ... [Read more...]

Teaching Assistant with R expertise needed in Toronto

December 12, 2011 | Murtaza Haider

Services of a teaching assistant (TA) are required for a course in Applied Retail Research at Ryerson University in Toronto. The course will run from January to April 2012. Experience with statistical analysis  using R is required. For details on the course, please click HERE. To apply or read more about ... [Read more...]

Pairs for the "P" (loadings) matrix

December 12, 2011 | jrcuesta

Ver primero: PCA file calculation with "R"See first:         PCA file calculation with "R"Podemos ver los diferentes planos que forman los PCs entre sí, con la función "Pairs" de "R".We can see all the combinat...
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Mapping prosperity in France with R

December 12, 2011 | David Smith

The choropleth below (created by Baptiste Coulmont) is a sort of prosperity map of France: the blue areas have high levels of personal income (actually, median household income tax paid divided by the number of household members), while the red areas have the lowest: The map was created with the ... [Read more...]

Time series cross-validation 3

December 12, 2011 | Zach Mayer

I've updated my time-series cross validation algorithm to fix some bugs and allow for a possible xreg term.     This allows for cross-validation of multivariate models, so long as they are specified as a function with the following ...
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Tall big data, wide big data

December 12, 2011 | Luis

After attending two one-day workshops last week I spent most days paying attention to (well, at least listening to) presentations in this biostatistics conference. Most presenters were R users—although Genstat, Matlab and SAS fans were also present and not one … Continue reading → [Read more...]

R, academia and the democratization of statistics

December 12, 2011 | Luis

I am not a statistician but I use statistics, teach some statistics and write about applications of statistics in biological problems. Last week I was in this biostatistics conference, talking with a Ph.D. student who was surprised about this situation … Continue reading → [Read more...]

Visualizing Gestures as Paths

December 11, 2011 | David

Kaggle is hosting an exciting new competition in which the object is to learn to identify sequences of gestures from just one example of each gesture. I would bet this competition has a lot of potential to attract academics interested in machine learni... [Read more...]

Rescuing Twapperkeeper Archives Before They Vanish, Redux

December 11, 2011 | Tony Hirst

In Rescuing Twapperkeeper Archives Before They Vanish, I described a routine for grabbing Twapperkeeper archives, parsing them, and saving them to a local desktop file using the R programming language (downloading RStudio is the easiest way I know of getting R…). Following a post fron @briankelly (Responding to the Forthcoming ... [Read more...]
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