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Vincent Granville's Blog – March 2008 Archive (12)

Nonparametric regression: the LOESS procedure

PROC LOESS implements a nonparametric method for estimating local regression surfaces pioneered by Cleveland (1979); also refer to Cleveland et al. (1988) and Cleveland and Grosse (1991). This method is commonly referred to as loess, which is short for local regression.



PROC LOESS allows greater flexibility than traditional modeling tools because you can use it for situations in which you do not know a suitable parametric form of the regression surface. Furthermore, PROC LOESS is… Continue

Added by Vincent Granville on March 31, 2008 at 11:00pm — No Comments

Upcoming Data Mining Conferences - Submission Deadlines

ISIPS: Interdisciplinary Studies in Information Privacy and Security, due Mar 30 (extended)

International Conference on Advanced Intelligence (ICAI-08), due Apr 1

The Fifth Conference On Email and Anti-Spam (CEAS 2008), due Apr 3

Intelligent Techniques for Web Personalization & Recommender Systems, due Apr 7

EMAIL-2008: AAAI 2008 Workshop On Enhanced Messaging, due Apr 7

Inference and Estimation in Probabilistic Time-Series Models, due Apr 11

ICDM '08 workshop… Continue

Added by Vincent Granville on March 25, 2008 at 7:30am — No Comments

New Ideas to Forecast Stock Market Trends

My interest has mostly been in trading QQQQ and other major indexes, hoping to build a small portfolio of contrarian (negatively correlated) indexes. I am interested in two types of strategies:



1. A strategy where some cash is dormant on a trading account for most of the time, yielding a return of less than 4% a year when in "dormant mode". Once in a while (it could be every two or three years, sometimes every six months), when large movements occur on the stock market, I step in as… Continue

Added by Vincent Granville on March 22, 2008 at 11:36am — 2 Comments

Salary survey for Data Warehouse and Business Intelligence Professionals

The purpose of this report is to gain a better sense of the people and teams who built and maintained business intelligence (BI) and data warehousing (DW) solutions during the 2007 calendar year. This report uses the term “BI” to refer to both business intelligence and data warehousing initiatives, and the term “BI professionals” to the individuals who deliver these initiatives. Specifically, the report looks at…

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Added by Vincent Granville on March 21, 2008 at 2:00am — No Comments

What is Six Sigma?

The concepts surrounding the drive to Six Sigma quality are essentially those of statistics and probability. In simple language, these concepts boil down to, “How confident can I be that what I planned to happen actually will happen?” Basically, the concept of Six Sigma deals with measuring and improving how close we come to delivering on what we planned to do.



Anything we do varies, even if only slightly, from the plan. Since no result can exactly match our intention, we usually… Continue

Added by Vincent Granville on March 15, 2008 at 9:09am — No Comments

Analyticcircle, Analytictunnel and Other Analytic Domains

The two domains AnalyticCircle.com and AnalyticTunnel.com both currently point to AnalyticBridge. Feel free to use them when you invite contacts to join our network. Other related domains include



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Added by Vincent Granville on March 8, 2008 at 10:00pm — No Comments

AnalyticBridge is a top 10,000 website in Switzerland

According to Alexa. Traffic breakdown:



US: 43%

Switzerland: 27%

Canada: 7%

UK: 7%

Argentina: 7%

Germany: 4%

India: 4%

Netherlands: 2%



Switzerland is known for being one of the best countries for scientific research. AnalyticBridge started on Feb 16th, 2008. Alexa rankings are based on reach (unique users) and pageviews per user, smoothed over a 1-month time period.



Source:… Continue

Added by Vincent Granville on March 6, 2008 at 12:30am — 1 Comment

How to encourage young people to pursue careers in statistics / high tech?

What do you think? Do you agree with Bill Gate's statement? Many math PhDs don't find it easy to get a job. Do recruiters agree with Bill?

See Bill Gates' question on LinkedIn. As of now, it generated more than 3,000 answers on LinkedIn.

Added by Vincent Granville on March 3, 2008 at 1:00pm — 1 Comment

Source code for Robust Ridge and Linear Regression with Bootstrap

Works well with non Gaussian data or outliers. Allows you to set up bounds on the regression parameters (similar to ridge regression). Does not use matrix inversion, thus numerically stable. Robust parameter estimation based on Monte-Carlo simulations and re-sampling. The source code can easily be modified to perform logistic regression. This package can be used by scientists, programmers, analysts or engineers with limited statistical knowledge. Works on Unix, Linux or Windows. We will help… Continue

Added by Vincent Granville on March 1, 2008 at 3:00pm — No Comments

The Analytics Guru - Web Analytics Blog

Marshall Sponder’s rantings about Web Analytics, Art, Social Media, Travels and Politics.

theanalyticsguru.wordpress.com

Added by Vincent Granville on March 1, 2008 at 2:00pm — No Comments

Derivatives Trading, Hedging and Volatility. London, April 2-3.

Wilmott-Taleb Seminar - 2-3 April - London



DERIVATIVES TRADING, HEDGING AND

VOLATILITY IN THE REAL WORLD:

AN EXCLUSIVE TWO-DAY WORKSHOP



Past delegates say: "The best course I have ever attended," "Immensely practical," "Passionate," "New insights," "I recommend it to my friends," "The course was excellent" and "Paul and Nassim make a great team."



Paul Wilmott and Nassim Nicholas Taleb have teamed up to give a two-day workshop on "Derivatives Trading,… Continue

Added by Vincent Granville on March 1, 2008 at 1:00am — No Comments

SAS Global Forum 2008. San Antonio, March 16-19.

Mark your calendars now for SAS Global Forum 2008 to be held March 16 - 19 at the Henry B. Gonzalez Convention Center in San Antonio, Texas.



SAS Global Forum 2008, the premier event for SAS professionals worldwide, has offered unequalled educational and networking opportunities for the past 33 years. Don't miss your chance to sharpen your SAS skills and network with other SAS professionals. You will find information on every topic of interest through more than 300 papers and… Continue

Added by Vincent Granville on March 1, 2008 at 1:00am — No Comments

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