Weirdness is the “Curse of Dimensionality”
I read the following well-written section in "The Elements of Statistical Learning" by Friedman, Hastie, & Tibshirani. This curse of…
Papers and Matlab Files
Matlab has been really fun to learn so far. It's easy to write useful code with very few lines. In…
SKF: Inverse Construction and Volatility
I previously explained why market returns should be lognormally distributed with positive daily expectation (not continuous). However, imagine a security…
Probability of Ruin
Catalan Numbers are an interesting way of modeling the probability of ruin.Specifically, Catalan Numbers help find the probability that a…
Conceptualizing Learning Error
When you are trying to find the correct equation to model and predict financial data, you will always have some…
The Dirichlet Process Part 3: Dirichlet Process
Click on the text to see it full size (I had to copy and paste screenshots to keep the formulas)Be…
Learning SPSS for SAS users
I wrote a post on learning SAS for SPSS users based on the chapter from Little SAS Book authors. Here…
Here’s how to build on Business Analytics
As I blogged earlier, at the SAS Global Forum this week some SAS speakers drew a distinction between Business Intelligence…
Good Times Ahead For College Marketing
Obama Address = Promising Times For College Marketers Anderson Analytics GenX2X study had identified CollegeHumor.com as one of the top-ten…
A conversation with Jay Kreps about Project Voldemort
I had the pleasure of talking with Jay Kreps yesterday about Project Voldemort, here some notes from this conversation.Jay is…
