May 2021

Review of IAIS DNS Shock Generating Algorithm Update

May 19, 2021 | sang-heon lee

This post reviews the update of IAIS DNS Shock Generating Algorithm of IAIS(2018, 2019). This update have some modificatoin which is related to the expression of conditional covariance. But this expression needs to be more refined in the mathematical manner. This post try to explain it. IAIS DNS Shock Generating Algorithm : ... [Read more...]

Sign Constrained Lasso with R code

May 19, 2021 | sang-heon lee

This post explains how to implement the sign constrained lasso with ridge, and linear regression model. The restrictions of expected sign is of great importance in the case when building an econometric model with meaningful interpretation. We can easily incorporate sign restrictions to the above regression models using glmnet R ...
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Lasso Regression Model with R code

May 19, 2021 | sang-heon lee

Tibshirani (1996) introduces the so called LASSO (Least Absolute Shrinkage and Selection Operator) model for the selection and shrinkage of parameters. This model is very useful when we analyze big data. In this post, we learn how to set up the Lasso model and estimate it using glmnet R package. Tibshirani (1996) ...
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bean bag win

May 18, 2021 | xi'an

A quick riddle from The Riddler, where a multiple step game sees a probability of a 3 point increase of .4 and a probability of a 1 point increase of .3 with a first strategy (A), versus a probability of a 3 point increase of .4 and a probability of a 1 point increase of […]
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Wilcoxon Signed Rank Test in R

May 18, 2021 | finnstats

Wilcoxon Signed Rank Test is based on the direction of differences and magnitudes. This test is more sensitive and powerful than an ordinary sign... The post Wilcoxon Signed Rank Test in R appeared first on finnstats.
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ichimoku

May 17, 2021 | shikokuchuo

sha256 1 9b787ca60956d571ad9686d55815fcff38fce9d550ccb1310c0b9c11dfa8069e Shikokuchuo An implementation in R of the Ichimoku Kinkō Hyō (一目均衡表) charting system, also commonly known as ‘cl...
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Statistics common notation

May 17, 2021 | Simpleblog

Statistics notation is very easy in Rmarkdown. Below a list of common components of statistics notation for reference. Greek parameters \(\mu\) $\mu$ \(\alpha\) $\alpha$ \(\beta\) $\beta$ \(\gamma\) $\gamma$ \(\tau\) $\tau$ \(\sigma\) $\sigma$ ... [Read more...]
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