Blog Archives

BooST series I: Advantage in Smooth Functions

August 20, 2018
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BooST series I: Advantage in Smooth Functions

By Gabriel Vasconcelos and Yuri Fonseca Introduction This is the first of a series of post on the BooST (Boosting Smooth Trees). If you missed the first post introducing the model click here and if you want to see the … Continue reading ?

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BooST (Boosting Smooth Trees) a new Machine Learning Model for Partial Effect Estimation in Nonlinear Regressions

August 14, 2018
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BooST (Boosting Smooth Trees) a new Machine Learning Model for Partial Effect Estimation in Nonlinear Regressions

By Gabriel Vasconcelos and Yuri Fonseca   We are happy to introduce our new machine learning method called Boosting Smooth Trees (BooST) (full article here). This model was a joint work with professors Marcelo Medeiros and Αlvaro Veiga. The BooST … Continue reading ?

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Introducing the HCmodelSets Package

August 4, 2018
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Introducing the HCmodelSets Package

By Henrique Helfer Hoeltgebaum Introduction I am happy to introduce the package HCmodelSets, which is now available on CRAN. This package implements the methods proposed by Cox, D.R. and Battey, H.S. (2017). In particular it performs the reduction, exploratory and … Continue reading ?

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Tuning xgboost in R: Part II

July 28, 2018
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Tuning xgboost in R: Part II

By Gabriel Vasconcelos In this previous post I discussed some of the parameters we have to tune to estimate a boosting model using the xgboost package. In this post I will discuss the two parameters that were left out in … Continue reading β†’

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Different demand functions and optimal price estimation in R

June 3, 2018
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Different demand functions and optimal price estimation in R

By Yuri Fonseca Demand models In the previous post about pricing optimization (link here), we discussed a little about linear demand and how to estimate optimal prices in that case. In this post we are going to compare three different … Continue reading β†’

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Tuning xgboost in R: Part I

May 16, 2018
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Tuning xgboost in R: Part I

By Gabriel Vasconcelos Before we begin, I would like to thank Anuj for kindly including our blog in his list of the top40 R blogs! Check out the full list at his page, FeedSpot! Introduction Tuning a Boosting algorithm for … Continue reading β†’

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Parametric Portfolio Policies

February 11, 2018
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Parametric Portfolio Policies

By Gabriel Vasconcelos Overview There are several ways to do portfolio optimization out there, each with its advantages and disadvantages. We already discussed some techniques here. Today I am going to show another method to perform portfolio optimization that works … Continue reading ?

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Direct forecast X Recursive forecast

January 10, 2018
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Direct forecast X Recursive forecast

By Gabriel Vasconcelos When dealing with forecasting models there is an issue that generates a lot of confusion, which is the difference between direct and recursive forecasts. I believe most people are more used to recursive forecasts because they are … Continue reading ?

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Using the tuber package to analyse a YouTube channel

December 11, 2017
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Using the tuber package to analyse a YouTube channel

By Gabriel Vasconcelos So I decided to have a quick look at the tuber package to extract YouTube data in R. My cousin is a singer (a hell of a good one) and he has a YouTube channel (dan vasc), … Continue reading ?

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A crazy day in the Bitcoin World

November 29, 2017
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A crazy day in the Bitcoin World

By Gabriel Vasconcelos Today, November 29, 2017 was a crazy day in the Bitcoin world and the craziness is still going on as I write this post. The price range was of thousands of Dollars in a few hours. Bitcoins … Continue reading ?

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