March 2017

Quandl and Forecasting

March 16, 2017 | R Views

Welcome to another installment of Reproducible Finance with R. Today we are going to shift focus in recognition of the fact that there’s more to Finance than stock prices, and there’s more to data download than quantmod/getSymbols. In this post, we will explore commodity prices using data ...
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what does more efficient Monte Carlo mean?

March 16, 2017 | xi'an

“I was just thinking that there might be a magic trick to simulate directly from this distribution without having to go for less efficient methods.” In a simple question on X validated a few days ago [about simulating from x²φ(x)] popped up the remark that the person asking the ...
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Book Review: Testing R Code

March 16, 2017 | David Smith

When it comes to getting things right in data science, most of the focus goes to the data and the statistical methodology used. But when a misplaced parenthesis can throw off your results entirely, ensuring correctness in your programming is just as important. A new book published by CRC Press, ... [Read more...]

Mappa choropleth eventi di musica a Roma

March 16, 2017 | jprimav

Visualizziamo gli eventi di musica presi da Facebook su una mappa di Roma divisa per zone urbanistiche. I dati si lavorano con Python e R (ggplot2 e leaflet). The post Mappa choropleth eventi di musica a Roma appeared first on SLOW DATA.
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Mapping Housing Data with R

March 16, 2017 | realdataweb

What is my home worth?  Many homeowners in America ask themselves this question, and many have an answer.  What does the market think, though?  The best way to estimate a property’s value is by looking at other, similar properties that have sold recently in the same area – the comparable ...
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Improved Python-style Logging in R

March 15, 2017 | Jonathan Callahan

This entry is part 21 of 21 in the series Using RLast August, in Python-style Logging in R, we described using an R script as a wrapper around the futile.logger package to generate log files for an operational R data processing …   read more ... [Read more...]

An R Script to Calculate and Plot Alpha

March 15, 2017 | The Commodity Guy

Alpha is the essence of trading. Getting risk-adjusted returns above the market is a zero sum game and what leads to value. Here's an R script to calculate and plot the alpha of an asset. Any asset that is available for download in Yahoo is OK. It also outputs some ...
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Puts as Protection

March 15, 2017 | klr

Many asset management firms are happily enjoying record revenue and profits driven not by inorganic growth or skillful portfolio management but by a seemingly endless increase in US equity prices. These firms are effectively commodity producers entirel... [Read more...]

Why I love R Notebooks

March 15, 2017 | Nathan Stephens

by Nathan Stephens Note: R Notebooks requires RStudio Version 1.0 or later I’m a big fan of the R console. During my early years with R, that’s all I had, so I got very comfortable with pasting my code into the console. Since then I’ve used many code ... [Read more...]

Ensemble Methods are Doomed to Fail in High Dimensions

March 15, 2017 | Bob Carpenter

Ensemble methods By ensemble methods, I (Bob, not Andrew) mean approaches that scatter points in parameter space and then make moves by inteprolating or extrapolating among subsets of them. Two prominent examples are: Ter Braak’s differential evolution   Goodman and Weare’s walkers There are extensions and computer implementations of ... [Read more...]

Neural Networks: How they work, and how to train them in R

March 15, 2017 | David Smith

With the current focus on deep learning, neural networks are all the rage again. (Neural networks have been described for more than 60 years, but it wasn't until the the power of modern computing systems became available that they have been successfully applied to tasks like image recognition.) Neural networks are ... [Read more...]
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