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June 2010 Blog Posts (22)

Free Data Mining Q&A-Site (Stackoverflow-Style)

Do you know stackoverflow.com ?

If you write at least one line of code per week, you should ! In short terms, stackoverflow.com is a Q&A-site for programmers without payment, without add overloading but under collaborative control, just like wikipedia. Additionally, there is a reputation system which is certainly a better metric than number-of posts.

Check the following sections to get an idea how it works.…

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Added by Steffen Springer on June 23, 2010 at 12:52am — 5 Comments

An Econometric Study Of Vine Copulas

D. Guéganand P.A. Maugis

Abstract

We present a new recursive algorithm to construct vine copulas based on an underlying tree structure. This new structure is interesting to compute multivariate distributions for dependent random variables. We proove the asymptotic normality of the vine copula parameter estimator and show that all vine copula parameter estimators have comparable variance.

Both results are crucial to motivate any econometrical work…

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Added by John A Morrison on June 21, 2010 at 11:30pm — No Comments

Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets

Matteo Barigozzi, SBS‐EM, ECARES, Université Libre de Bruxelles

Christian T. Brownlees, New York University

Giampiero M. Gallo, University of Florence

David Veredas, SBS‐EM, ECARES, Université Libre de Bruxelles

Abstract

When observed over a large panel, measures of risk (such as realized volatilities) usually exhibit a secular trend around which individual risks cluster. In this article we propose a vector Multiplicative Error…

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Added by John A Morrison on June 21, 2010 at 11:30pm — No Comments

Where Should We Place Statistics Within The Corporation?

I am curious about where people think statistics/advanced analytics should be placed in the organization. I have heard a great deal of talk about this lately.

Added by Randy Bartlett on June 20, 2010 at 2:53pm — 10 Comments

How much does Google think you are worth

Google has a tool that allows you to check how much an advertiser should pay, if they were buying your name. Here is what a few people are worth according to Google.

Keywords…

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Added by Vincent Granville on June 19, 2010 at 1:29pm — No Comments

Updated Press Release -- June 17th 2010 -- Fitzgerald Analytics Announces Major West Coast Business Thrust

Fitzgerald Analytics Announces Major West Coast Business Thrust…

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Added by Jaime Fitzgerald on June 19, 2010 at 12:30pm — No Comments

Housing collateral and the monetary transmission mechanism

by Karl Walentin and Peter Sellin…

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Added by John A Morrison on June 18, 2010 at 12:00pm — No Comments

A Loan Portfolio Model Subject to Random Liabilities and Systemic Jump Risk

Luis H. R. Alvarez and Jani T. Sainioy

Turku School of Economics, Department of Accounting and Finance

Abstract

We extend the Vasicek loan portfolio model to a setting where liabilities fluctuate randomly and asset values may be subject to systemic jump risk. We derive the probability distribution of the percentage loss of a uniform portfolio and analyze its properties. We find that the impact of liability risk is ambiguous and depends on the…

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Added by John A Morrison on June 18, 2010 at 1:30am — No Comments

What has bioinformatics ever done for us?

A British bioinformatician asks what bioinformatics has ever done for us? Or put differently, what is the single greatest biological discovery made possible by bioinformatics? He is offering $USD100 to the person who puts forward the most compelling answer (the prize is small but the idea is to stoke discussion). Kaggle would also welcome a guest…

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Added by Anthony Goldbloom on June 17, 2010 at 3:49am — No Comments

RApache

I join in http://www.meetup.com/R-Users and explore its pages. I find something that wonder me: RApache !

I google it and find http://rapache.net/.
rapache is a project supporting web application development using the R statistical language and environment and the Apache web server.

I am downloading rapache VMware Virtual machine now .

Added by Mohammad Fayaz on June 16, 2010 at 2:00am — 4 Comments