Markowitz v.s. Michaud Portfolio Optimization with R code

May 22, 2021 | sang-heon lee

This post shows how to perform asset allocation based on the Markowitz's mean-variance (MV) portfolio model which is the benchmark framework. This model is based on the diversification effect. Another alternative Michaud's Resampled Efficiency (RE) portfolio model is also discussed. These two models are implemented using a quadratic optimization R ...
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Problem compiling RSQLite from source

May 22, 2021 | Roman Luštrik

When I tried to compile RSQLite from source on Fedora 34, I was awaited by this error message. Error installing package 'RSQLite': =================================== * installing to library ‘/.../renv/staging/1’ * installing *source* package ‘RSQLite’ ... ** package ‘RSQLite’ successfully unpacked and MD5 sums checked ** using staged installation ** libs g++ -m64 -std=gnu++11 -I"/usr/include/R" ... [Read more...]

The duke of hazard

May 21, 2021 | R | Gianluca Baio

More changes to survHE. Earlier this week, I gave a talk at the Virtual Ispor US conference (our panel was W11). In preparation for the panel (and other things I was doing anyway), I got to talk to colleagues and thought a bit more of how surviv... [Read more...]

AP Statistics R Programming Assignment

May 20, 2021 | Kevin

My AP Stats class has started their first R programming assignment this week. I gave them the code for them to type in and play with. This will give them some experience with RStudio and basic function commands. I have a total of six assignments for th... [Read more...]

Trees and networks

May 20, 2021 | R on OSM

It’s been over a month since our last post and for that we must apologize. We endeavor to be more prolific, but sometimes work and life get in the way. On the work front, let’s just say we won’t have to spend as much time selling encyclopedias ...
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ASA DataFest 2021

May 19, 2021 | Mine Çetinkaya-Rundel

The American Statistical Association (ASA) DataFest is a celebration of data in which teams of undergraduates work around the clock to find and share meaning in a large, rich, and complex data set. The teams that impress the judges win p...
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