Subscribe to DSC Newsletter

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.…

Continue

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

An Econometric Study Of Vine Copulas

D. Guégan‡and 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…
Continue

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…
Continue

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…
Continue

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…

Continue

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…

Continue

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…
Continue

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…

Continue

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

FAIR VALUE IN FOUL WEATHER Andrew G Haldane

Executive Director Financial Stability Bank of England

March 2010

This is a great speech, worth taking the time to read.

Added by John A Morrison on June 16, 2010 at 1:20am — No Comments

An economic capital model for the Banking Book



Piergiorgio Alessandri and Mathias Drehmann
Working Paper No. 388, Bank of England


An economic capital model integrating credit and interest rate risk in the banking book


Abstract


Banks often measure credit and interest rate risk…
Continue

Added by John A Morrison on June 16, 2010 at 1:09am — No Comments

A EUROPEAN STABILIZATION BANK

Continue

Added by John A Morrison on June 11, 2010 at 12:00pm — 2 Comments

Nelson-Siegel Affine and Quadratic Yield Curve Specifications

Nelson-Siegel Affine and Quadratic Yield Curve Specifications

which one is better at forecasting?
by Ken Nyholm
and Rositsa Vidova-Koleva

June 2 0 1 0
E U R O P E A N C E N T R A L B A N K





Added by John A Morrison on June 8, 2010 at 11:30am — No Comments

Collateral Factory

INTERIM - IN DEVELOPMENT…


Continue

Added by John A Morrison on June 7, 2010 at 2:46pm — No Comments

theme developing on asymptotix

Continue

Added by John A Morrison on June 7, 2010 at 2:30pm — No Comments

PRICING CATASTROPHE SWAPS A CONTINGENT CLAIMS APPROACH

Alexander Braun
Institute of Insurance Economics, University of St. Gallen,


Abstract


While catastrophe bonds, futures and options have attracted increasing scholarly attention through-
out the last two decades, the catastrophe swap, a financial instrument of growing importance for risk
managers and investors, has been virtually neglected altogether. This paper aims at filling the gap
by discussing…
Continue

Added by John A Morrison on June 6, 2010 at 12:18am — No Comments

From Basel II to Solvency II—Risk Management in the Insurance Sector

Markus Rudolf1 and… Continue

Added by John A Morrison on June 5, 2010 at 11:32pm — No Comments

Careers at Fitzgerald Analytics

Job Seekers with Quantitative Skills:

Have a great weekend,

Added by Jaime Fitzgerald on June 5, 2010 at 9:14am — No Comments

Monthly Archives

2019

2018

2017

2016

2015

2014

2013

2012

2011

2010

2009

2008

On Data Science Central

© 2019   AnalyticBridge.com is a subsidiary and dedicated channel of Data Science Central LLC   Powered by

Badges  |  Report an Issue  |  Privacy Policy  |  Terms of Service