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Featured Blog Posts – June 2010 Archive (8)

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

Do you know ?

If you write at least one line of code per week, you should ! In short terms, 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.…


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

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.


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

Housing collateral and the monetary transmission mechanism

by Karl Walentin and Peter Sellin…


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

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…

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


I join in and explore its pages. I find something that wonder me: RApache !

I google it and find
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

Predicting the FIFA World Cup – Statisticians Vs the Investment Banks

As a break from projecting the strength of collateralized debt obligations, credit default swaps and other obscure financial instruments, quantitative analysts at Goldman Sachs, JP Morgan, UBS and

Danske Bank have modeled the 2010 FIFA World Cup. We have set up a

competition, allowing competitors to go head-to-head with these

corporate giants. The challenge is to correctly predict how far each

country will go in the tournament.

What did the…


Added by Anthony Goldbloom on June 4, 2010 at 12:29am — No Comments

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