January 2012

The top 7 portfolio optimization problems

January 5, 2012 | Pat

Stumbling blocks on the trek from theory to practical optimization in fund management. Problem 1: portfolio optimization is too hard If you are using a spreadsheet, then this is indeed a problem. Spreadsheets are dangerous when given a complex task.  Portfolio optimization qualifies as complex in this context (complex in data ...
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MLB Year by Year Total Annual Payroll

January 4, 2012 | Patrick Rhodes

Description:Year by year total annual payroll for Major League Baseball.Data: http://www.nsf.gov/about/congress/112/highlights/cu11_0523.jsphttp://www.baseball-databank.org/Analysis:The entire yearly budget for the National Science Foundation is c...
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Revolution Analytics named Startup to Watch in 2012

January 4, 2012 | David Smith

While we were out over the holiday break, Silicon Angle selected five open-source startups that are commercializing and contributing to open source projects as "Startups to Watch in 2012". Revolution Analytics was #2 on the list: This was a busy year for Revolution. The company released Revolution R 5.0, which included Hadoop integration, ... [Read more...]

Scraping R-Bloggers with Python

January 4, 2012 | The PolStat R Feed

In this post I promised to show how I use Python with the BeautifulSoup and Mechanize modules to scrape information from different websites. As a fun exercise, and something that should interest the readers of R-bloggers, I thought it would be interest... [Read more...]

Mapping the Iowa GOP 2012 Caucus Results

January 4, 2012 | jjh

Introduction On Tuesday January 3rd 2012 the Iowa Republican party held it’s presidential caucuses, with Mitt Romney beating Rick Santorum by 8 votes as of noon on Jan 4th. This was an exciting race with multiple lead changes and entrance polling showing many late undecideds and large gaps in candidate support ... [Read more...]

Example 7.17 in Introduction to Monte Carlo methods with R

January 4, 2012 | xi'an

I received the following email about Introducing Monte Carlo Methods with R a few days ago: Hallo Dr. Robert, I  am studying your fine book for myself. There´s a little problem in examples 7.17 and 8.1: in the R code a function “gu” is used and a reference given to ex. 5.17, ... [Read more...]

Doing Bayesian Data Analysis now in JAGS

January 3, 2012 | Luis

Around Christmas time I presented my first impressions of Kruschke’s Doing Bayesian Data Analysis. This is a very nice book but one of its drawbacks was that part of the code used BUGS, which left mac users like me stuck. … Continue reading → [Read more...]

useR! 2012 Simple Abstract Helper

January 3, 2012 | BioStatMatt

useR! 2012 has issued a call for abstracts! I've extended the WebSweave concept to offer a tool to create simple abstracts online, including those with markup, which may then be submitted at the conference website. Use the following link for the Simple Abstract Helper. [Read more...]

Parallel R (Linux User & Developer Issue 108)

January 3, 2012 | rocknrblog

In the 108. issue of Linux User & Developer was an article “Supercharge your R experience” about using parallel techniques to analyse large amounts of data with R. 4 page step-by-step tutorial shows the basics needed for installing needed packages … Continue reading → [Read more...]

2012, Turing year

January 3, 2012 | xi'an

Buying the special issue of La Recherche on “La révolution des mathématiques”, I discovered that this is the Alan Turing Year in celebration of the 100th anniversary of Turing‘s birth. The math department at the University of Leeds has a webpage on all the events connected with ... [Read more...]

Were markets exceptionally volatile in 2011?

January 2, 2012 | The Average Investor

2011 was a volatile year, no doubt about that, but was it exceptionally so from a historic point of view? To quantify the volatility, I used the Dow Jones Industrial average, which goes back to 1928 on Yahoo Finance: A volatile year no doubt, but once again confirming the fact that, in ... [Read more...]
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