# 1196 search results for "LaTeX"

## Managing a Local R Repository

November 10, 2011
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I will be teaching a workshop on R and LaTeX at NEAIR in just under a month. One of the issues I will encounter is a lack of Internet access. I also work with restricted data from NCES which requires the computer to be secured including no network access. As such, I need to manage software from removable

## Geometric Efficient Frontier

November 9, 2011
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What is important for an investor? The rate of return is at the top of the list. Does the expected rate of return shown on the mean-variance efficient frontier paints the full picture? If investor’s investment horizon is longer than one period, for example 5 years, than the true measure of portfolio performance is Geometric

## Three free books on R for Statistics

November 8, 2011
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Avril Coghlan, a lecturer at University College Cork in Ireland, has written and made available for free three books ideal for students or practitioners new to R who want to use it for multivariate analysis, time series analysis or biomedical statistics. Each book begins with practical advice for installing and using R in general, before diving into their specialized...

## Error Handling in Lyx & Sweave: using Quantmod (and R, of course)

November 8, 2011
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I do reports for clients with LyX and Sweave. It took me an extremely long time to get them working, but now that they’re working I can do more in an hour and thus charge more per hour. If you’re not familiar, here’s a rundown: LaTeX is the stand...

## Confidence interval for predictions with GLMs

November 4, 2011
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Consider a (simple) Poisson regression . Given a sample where , the goal is to derive a 95% confidence interval for given , where is the prediction. Hence, we want to derive a confidence interval for the prediction, not the potential observation...

## Maximizing Omega Ratio

November 3, 2011
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$Maximizing Omega Ratio$

The Omega Ratio was introduced by Keating and Shadwick in 2002. It measures the ratio of average portfolio wins over average portfolio losses for a given target return L. Let x.i, i= 1,…,n be weights of instruments in the portfolio. We suppose that j= 1,…,T scenarios of returns with equal probabilities are available. I will

## Using Sweave with Beamer: A note on fonts

November 2, 2011
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Recently, I've been preparing a poster using the LaTeX packages Beamer and beamerposter. The poster discusses a bunch of R stuff that I've been doing lately, so I successfully used Sweave to incorporate R code into the poster. However, I had some troub...

## Cycles in finite populations: A reproducible seminar in three acts

November 1, 2011
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For this years Halloween I presented the mathematical biology seminar at the Centre for Mathematical Biology. Here is the title and the abstract… Cycles in finite populations: a reproducible seminar in three acts Many natural populations exhibit cyclic fluctuations. Explaining the underlying … Continue reading →

## Teaching with R: the tools

November 1, 2011
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I bought an Android phone, nothing fancy just my first foray in the smartphone world, which is a big change coming from the dumb phone world(*). Everything is different and I am back at being a newbie; this is what … Continue reading →

## Minimizing Downside Risk

November 1, 2011
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$Minimizing Downside Risk$

In the Maximum Loss and Mean-Absolute Deviation risk measures, and Expected shortfall (CVaR) and Conditional Drawdown at Risk (CDaR) posts I started the discussion about alternative risk measures we can use to construct efficient frontier. Another alternative risk measure I want to discuss is Downside Risk. In the traditional mean-variance optimization both returns above and

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