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Dario H. Romero commented on John A Morrison's blog post Bayesian Outlier Detection with Dirichlet Process Mixtures"i have 8 million records in txt file? can I import into R at one go?"
John A Morrison commented on John A Morrison's blog post The Duhem-Quine thesis and experimental economics A reinterpretation"I found a printed version of this in an old box folder from 2002; its the argument for "the RF" (Reduced Form) in my view; in terms of Econometrics (as opposed to the argument in Quantitative Finance) its the logic, the theory behind the…"
John A Morrison posted a blog postThe Duhem-Quine thesis and experimental economics A reinterpretation
The Duhem-Quine thesis and experimental economics A reinterpretationMorten SøbergAbstract: The Duhem-Quine thesis asserts that any empirical evaluation of a theory is in fact a composite test of several interconnected hypotheses. Recalcitrant evidence signals falsity within the conjunction of hypotheses, but logic alone cannot pinpoint the individual element(s) inside the theoretical cluster responsible for a false prediction. This paper considers the relevance of the Duhem-Quine thesis for…See More
John A Morrison commented on John A Morrison's blog post New Research Technical Paper - "NowCasting" Irish GDP - Central Bank of Ireland"FURTHER REFERENCES TO THE NOW-CASTING COMPROMISE
Monitoring and forecasting annual public deficit every month: the case of France
Real-Time Nowcasting of GDP: Factor Model versus Professional…"
John A Morrison commented on Vincent Granville's blog post Gaussian copula function: The Formula That Killed Wall Street"The Formula That Killed Wall Street - The Gaussian Copula
[ the sociology of risk management ]
#asymptotix
http://www.asymptotix.eu/content/formula-killed-wall-street-gaussian-copula-wired-felix-salmon"
John A Morrison posted a blog postHow the ECB uses PCA to analyze Sovereign Bond Markets
I have extracted 4 pages from the ECB FSR of June 2011 to a summary '.pdf' file;these pages are a box in that FSR (if u are familiar with the FSR you will gettit); the box is titled;-COMMON TRENDS IN EURO AREA SOVEREIGN CREDIT DEFAULT SWAP PREMIA& it contains a beautiful & succint description of how the ECB uses the PCA technique in this space.I have placed the summary file on a url on my website (for YOU!)here it is;-http://asymptotix.eu/iqkI…See More
Profile Information
- Short Bio:
- John A Morrison is a Solution Architect in the Risk Management space. He is Director, Solution Partnerships of Union Legend SA and an advisor to REvolution Computing. John has worked for IBM UK and SAP UK in the past and advised, amongst others; HSBC, Anglo Irish Bank and Prebon Marshall Yamane. John is a Monetary Economist with a particular interest and focus upon the challenges of Economic Capital.
http://www.linkedin.com/pub/0/a64/900
- My Website or LinkedIn Profile (URL):
- http://www.asymptotix.eu
- Field of Expertise:
- Finance
- Years of Experience in Analytical Role:
- 20
- Professional Status:
- Director
- Interests:
- Networking, New Venture
- What is your Favorite Data Mining or Analytical Website?
- http://www.revolution-computing.com
- Your Company:
- www.asymptotix.eu
- Industry:
- Financial Predictive Analytics
- How did you find out about AnalyticBridge?
John A Morrison's Blog
The Duhem-Quine thesis and experimental economics A reinterpretation
Posted on August 12, 2012 at 10:30pm 1 Comment 0 Likes
The Duhem-Quine thesis and experimental economics A reinterpretation
Morten Søberg
Abstract:
The Duhem-Quine thesis asserts that any empirical evaluation of a theory is in fact a composite test of several interconnected hypotheses. Recalcitrant evidence signals falsity within the conjunction of hypotheses, but logic alone cannot pinpoint the individual element(s) inside the theoretical cluster responsible for a false prediction. This paper…
Econometric Pornography on G+
Posted on August 7, 2012 at 1:15pm 0 Comments 0 Likes
I call this post "pornography" its a repository of old re-prints in modern econometrics and related stuff.....
I intend to keep updating it as stuff comes to my attention;
its the kind of [old] logical (positivist) material I really like;
.. all the comments come with this link ……
Continue " Political Economics " Stuff I really like! A new 'discipline' (2 me!)
Posted on August 5, 2012 at 7:57am 1 Comment 0 Likes
Stuff I really like! A new 'discipline'; some references;-
Political Economics : Explaining Economic Policy
…
Continue Divide and Recombine for the Analysis of Large Complex Data
Posted on August 4, 2012 at 9:37pm 0 Comments 0 Likes
by
William Cleveland, Saptarshi Guha, Ryan Hafen, Jianfu Li, Jeremiah Rounds, Bowei Xi, and Jin Xia
Abstract
Divide and Recombine (D&R) is an approach to the analysis of large complex data. The data are parallelized: divided into subsets in one or more ways by the data analyst. Numeric and visualization methods are applied to each of the subsets separately. Then the results of each method are recombined across subsets. By introducing…
How the ECB uses PCA to analyze Sovereign Bond Markets
Posted on July 27, 2012 at 11:15am 0 Comments 0 Likes
I have extracted 4 pages from the ECB FSR of June 2011 to a summary '.pdf' file;
these pages are a box in that FSR (if u are familiar with the FSR you will gettit); the box is titled;-
COMMON TRENDS IN EURO AREA SOVEREIGN CREDIT DEFAULT SWAP PREMIA
& it contains a beautiful & succint description of how the ECB uses the PCA technique in this space.
I have placed the summary file on a url on my website (for…
ContinueComment Wall (6 comments)
- At 9:30pm on January 18, 2009, Sap Fans said…
- Yes, I have 6+ years in SAP ERP working on MM, PP, SD, HR, PS and FI CO modules. With team leading and testing experience with writing tech and functional specs. I have also worked on SAP IS U. Currently working on SAP BI since past 1 year
- At 9:30pm on January 18, 2009, Sap Fans said…
- Yes, I have 6+ years in SAP ERP working on MM, PP, SD, HR, PS and FI CO modules. With team leading and testing experience with writing tech and functional specs. I have also worked on SAP IS U. Currently working on SAP BI since past 1 year
- At 9:45pm on January 14, 2009, Sap Fans said…
- Yes, I have 6+ years in SAP ERP working on MM, PP, SD, HR, PS and FI CO modules. With team leading and testing experience with writing tech and functional specs. I have also worked on SAP IS U. Currently working on SAP BI since past 1 year
- At 12:53pm on December 25, 2008, John A Morrison said…
- Stephan
Here is my research page (which takes you to my compnay). This presents what it is that interests me.
http://www.union-legend.com/index.php?page=research
I have published two White Papers, the url's are below;-
http://www.sap.com/uk/images/baselii/whitepaper.pdf
http://www.union-legend.com/uploads/publwp/Economic%20Capital%20Predictive%20Analytics%20WP%20UL%20REvo%20Dec%202008.pdf
Let me know if these cross over into your field. Merry Christmas.
- At 9:08am on December 25, 2008,
Stephan Ogenstad said… - Hello John,
Welcome to Statistical Consulting. We are looking forward to hearing more from you on risk modeling. I collaborate with the Royal Institute of Technology in Stockholm on risk theory in technical systems, so I have a special interest in this field.
Best,
Stephan
- At 4:41am on October 14, 2008, John A Morrison said…
- This is a comment to myself and any others reading my profile, of course; I think this is a great site, really useful but I don not think I am using it properly.
JAM
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