Articles by insightr

Basic Quantile Regression

August 12, 2019 | insightr

By Gabriel Vasconcelos Introduction Today we are going to talk about quantile regression. When we use the lm command in R we are fitting a linear regression using Ordinary Least Squares (OLS), which has the interpretation of a model for … Continue reading →
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BooST series II: Pricing Optimization

October 1, 2018 | insightr

By Gabriel Vasconcelos & Yuri Fonseca Introduction This post is the second of a series of examples of the BooST (Boosting Smooth Trees) model. You can see an introduction to the model here and the first example here. Our objective … Continue reading →
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Growing Objects and Loop Memory Pre-Allocation

August 23, 2018 | insightr

By Thiago Milagres Preallocating Memory This will be a short post about a simple, but very important concept that can drastically increase the speed of poorly written codes. It is very common to see R loops written as follows: This … Continue reading →
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Introducing the HCmodelSets Package

August 4, 2018 | insightr

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 | insightr

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 →
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Tuning xgboost in R: Part I

May 16, 2018 | insightr

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 →
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Parametric Portfolio Policies

February 11, 2018 | insightr

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 | insightr

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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A crazy day in the Bitcoin World

November 29, 2017 | insightr

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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Writing Julia functions in R with examples

October 17, 2017 | insightr

By Gabriel Vasconcelos The Julia programming language is growing fast and its efficiency and speed is now well-known. Even-though I think R is the best language for Data Science, sometimes we just need more. Modelling is an important part of … Continue reading → [Read more...]

Uber assignment with lpSolve

October 13, 2017 | insightr

By Yuri Fonseca In this post we are going to make an Uber assignment simulation and calculate some metrics of waiting time through simulation. Setting Suppose we live in a 100×100 block city where each block takes 1 minute to … Continue reading →
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R Course in Rio de Janeiro

September 12, 2017 | insightr

R Course in Rio de Janeiro We are preparing an R for Data-Science course (direct link here) in partnership with the IBPAD (Brazilian Institute of Research and Data Analysis). It is a great course for those who want to have … Continue reading → [Read more...]
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