I was recently reminded that the wonderful team at warwick University made sure to put online many of the slides (and some videos) of talks from the recent useR 2011 conference. You can browse through the talks by going between the timetables (where it will be the most updated, if more slides will be added later), but I thought it might be more convenient for some of you to have the links to all the talks (with slides/videos) in one place.
I am grateful for all of the wonderful people who put their time in making such an amazing event (organizers, speakers, attendees), and also for the many speakers who made sure to share their talk/slides online for all of us to reference. I hope to see this open-slides trend will continue in the upcoming useR conferences…
This is (roughly) the lightning talk I gave in useR2011. If you are a reader of R-bloggers.com then this talk is not likely to tell you anything new. However, if you have a friend, college or student who is a new useRs of R, this talk will offer him a decent introduction to what the R blogosphere is all about.
The talk is a call for people of the R community to participate more in reading, writing and interacting with blogs.
This year's R/Finance conference on applied finance with R is scheduled for May 17-18 in Chicago, and promises once again to be the go-to conference for anyone using R in the finance industry. The keynote speakers have been announced, and it's a great lineup: Sanjiv Das, Professor of Finance and Chair of Finance Dept, Santa Clara University’s Leave […]
This blog post by Sean Taylor generated quite a stir. He discussed the signals one sends by using certain software packages and seems to think that R users are more competent. The reactions ranged from amusement to bashing. In defense of hard to learn statistical tools, i.e. #rstats prsm.tc/gyTBRK […]
I sometimes get asked about forecasting many time series automatically. Here is a recent email, for example: I have looked but cannot find any info on generating forecasts on multiple data sets in sequence. I have been using analysis services for sql server to generate fitted time series but it is too much of a black box (or I don’t know enough to tweak/mana […]
It happens all the time: you have a vector of fruits and you want to replace all bananas with apples, all oranges with pineapples, and leave all the other fruits as-is, or maybe change them all to figs. The usual solution? A big old nested `ifelse`: ... […]
2012 was a very important year for me. It was my first full year of trading only pure quantitative strategies. It was a very successful year as well, despite the fact that the S&P 500 returned 16% (including dividends) – a tough to beat benchmark. The strategy I use on the SPY, for which I […]
Despite prowess of the Support Vector Machine, it is not specifically designed to extract features relevant to the prediction. For example, in network intrusion detection, we would like to learn relevant network statistics for the network defense. In... […]
Today, I want to continue with the Principal Components theme and show how the Principal Component Analysis can be used to build portfolios that are not correlated to the market. Most of the content for this post is based on the excellent article, “Using PCA for spread trading” by Jev Kuznetsov. Let’s start by loading […]
Gaston Sanchez has just published an online pdf of his new book PLS Path Modeling with R.I have been using Gaston's plspm r package for a couple of years to analyze marketing data. I started when I needed to test a path model in wh... […]
In previous posts I've discussed how to download data stored in plain-text data files (e.g. CSV, TSV) on GitHub directly into R. Not sure why it took me so long to get around to this, but I've finally created a little function that simplifies the proce... […]