The post demonstrates a semi-parametric approach using ARIMA models to extract the market price of risk from physical stock price simulations and transform them into risk-neutral paths for option pricing.
Experience sampling via mobile devices enables unprecedented insights into daily life. However, individual studies often cannot answer research questions conclusively, and open data are scattered across repositories in different formats. This impedes r... [Read more...]
I’ve been learning Haskell for a few years now and I am really liking a lot of
the features, not least the strong typing and functional approach. I thought it
was lacking some of the things I missed from R until I found the
dataHaskell project.
There h... [Read more...]
I’m a music fan who is anti-streaming and instead I stubbornly maintain a large music collection. At this time of year, streamers receive a round-up of their year’s listening in a “wrapped” report. Not wanting to miss out, I set about rendering my own annual round-up using R! ...
Time series have become pervasive in psychological research and Vector Autoregressive (VAR) models have become one of the most popular classes of models to study within-person dynamics in such data. However, systematic checking of how well a VAR model ... [Read more...]
Forecasting is more than just fitting a model. Here are 10 essential rules to ensure your time series models are robust, reliable, and realistic. [Read more...]
Yield stability is a key aspect in the selection of crop genotypes. Its definition is not entirely straightforward (see, for example, Annichiarico, 2002), but, in simple terms, it refers to the ability of a crop to maintain its yield potential acros...
Yield stability is a key aspect in the selection of crop genotypes. Its definition is not entirely straightforward (see, for example, Annichiarico, 2002), but, in simple terms, it refers to the ability of a crop to maintain its yield potential acros...
This post is a simple demo of how to embed a Quarto presentation in your website.
Quarto is a pretty nice open-source scientific publishing system which enables you to make presentations (powered by revealjs). It’s available by default in recent versi... [Read more...]
Below are the slides for my future.p2p: Peer-to-Peer Compute Clusters in R talk that I presented at the LatinR 2025 online conference.
Title: future.p2p: Peer-to-Peer Compute Clusters in R
Speaker: Henrik Bengtsson
Session: packages
Slides: HT...
This is the second in my series of posts about population, migration, diaspora and related issues in the Pacific. See the first post in the series for more background. Today I’m looking at two charts relating to net migration and its role in Pacific is...
In the age of LLMs, leveraging their capabilities to analyze and interpret paper reviews can provide valuable insights. Here's how I used multiple LLMs to dissect the reviews I received for my recent submission. [Read more...]
In a rather old post on this blog, I wrote about an Oracle database connection from R on Windows with ODBC when you have old Oracle clients (32 bit version) installed in an enterprise setup.
It’s still working on R 32 bit. But now R new releases are o... [Read more...]
Yield stability is a fundamental aspect of the selection of crop genotypes. Its definition is rather complex (see, for example, Annichiarico, 2002), but, in simple terms, it represents the ability of a crop to maintain its potential yield level acro...
Title slide
Slides: https://jakubnowosad.com/rome2025
Video recording: https://youtu.be/uZe7thh80MI
Reproducible code: https://jakubnowosad.com/rome2025/index.R
Geospatial predictive mapping is a common task across many domains, aiming to p...
This will be the first of several posts where I post some code and visualisations of population issues in the Pacific. The analysis and visualisations are pretty simple. Between them, they’ll show how to make (with publicly available data) all the stat...
One nice aspect of blogging about the things you’ve just learned is that when, inevitably, you forget those things, reading back your old posts can bring you up to speed pretty quickly. It’s like a slight groove has been worn and you can slip ba...