R

Multiple Factor Model – Fundamental Data

January 28, 2012 | systematicinvestor

The Multiple Factor Model can be used to decompose returns and calculate risk. Following are some examples of the Multiple Factor Models: The expected returns factor model: Commonality In The Determinants Of Expected Stock Returns by R. Haugen, N. Baker (1996) The expected returns factor model: CSFB Quantitative Research, Alpha Factor ... [Read more...]

Le Monde puzzle [#755?]

January 27, 2012 | xi'an

Le Monde puzzle of last weekend was about sudoku-like matrices. Consider an (n,n) matrix containing the integers from 1 to n². The matrix is “friendly” if the set of the sums of the rows is equal to the set of the sum of the columns. Find examples for n=4,5,6. Why ... [Read more...]

New R User Group in Cleveland

January 27, 2012 | David Smith

Another new local R user group has just started up, this time in Cleveland, OH. The Cleveland R User Group is the brainchild of R user Nicholas Hermez, and their first meeting on February 22 is a get-together to plan future topics, presenters and venues. If you're in the Cleveland area ... [Read more...]

All I Don’t Know About Surveys

January 26, 2012 | klr

I believe my survey experiment Survey Time illustrated later in this post and in Google’s Visualization of Survey Responses mainly pointed out how ignorant I am about the very complicated science of surveying from building the survey to the visualiza...
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Announcing the winners of the Applications of R in Business contest

January 25, 2012 | David Smith

It's with great pleasure that the team at Revolution Analytics announces the winners of the inaugural "Applications of R in Business" contest: Grand Prize ($10,000): Shannon Terry and Ben Ogorek, Nationwide Insurance for 'A Direct Marketing In-flight Forecasting System' Runner Up Prize ($5,000): Jeffrey Breen, Atmosphere Research Group for 'Mining Twitter for ... [Read more...]

ABC [PhD] course

January 25, 2012 | xi'an

As mentioned in the latest post on ABC, I am giving a short doctoral course on ABC methods and convergence at CREST next week. I have now made a preliminary collection of my slides (plus a few from Jean-Michel Marin’s), available on slideshare (as ABC in Roma, because I ... [Read more...]

BBBT Podcast with David Smith

January 24, 2012 | David Smith

Last Friday I was fortunate enough to have the opportunity to travel to Boulder, CO and present R and Revolution Analytics to about 20 analysts as part of the Boulder BI Brain Trust (BBBT). It was a great pleasure to describe the vision for Revolution R Enterprise and got some great ... [Read more...]

New R User Group in Belgium

January 23, 2012 | David Smith

RBelgium is the latest local R user group to join the R community. Led by R user Jean-Baptiste Poullet, the group will host meetings on the first Friday of each month at the Alfot Hotel in Brussels, as well as weekly coffee get-togethers. The group also provides an on-line discussion ... [Read more...]

Separation of degrees

January 20, 2012 | civilstat

Scientific American has a short article on trends in undergraduate degrees over the past 20 years, illustrated with a great infographic by Nathan Yau. As a big fan of STEM (science, tech, engineering and math) education, I was pleased to … Continue reading → [Read more...]
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