Machine learning logistic regression for credit modelling in R — R-bloggers

(This article was first published on R Programming – DataScience+, and kindly contributed to R-bloggers) Categories Regression Models Tags Logistic Regression R Programming ROC Machine learning logistic regressions is a widely popular method to model credit modeling. There are excellent and efficient packages in R, that can perform these types of analysis. Typically you will…

via Machine learning logistic regression for credit modelling in R — R-bloggers

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Machine learning at central banks

https://www.bankofengland.co.uk/working-paper/2017/machine-learning-at-central-banks

Published on 01 September 2017

Optimal Portfolios, or sort of…

Last week, we got our first class on portfolio optimization. We’ve seen Markowitz’s theory where expected returns and the covariance matrix are given, > download.file(url=”http://freakonometrics.free.fr/portfolio.r”,destfile = “portfolio.r”) > source(“portfolio.r”) > library(zoo) > library(FRAPO) > library(IntroCompFinR) > library(rrcov) > data( StockIndex ) > pzoo = zoo ( StockIndex , order.by = rownames ( StockIndex ) )…

via Optimal Portfolios, or sort of… — Freakonometrics

Descargar S&P 500 Stock Data desde Google/Quandl con R.

(This article was first published on R – Curtis Miller’s Personal Website, and kindly contributed to R-bloggers) DISCLAIMER: Any losses incurred based on the content of this post are the responsibility of the trader, not me. I, the author, neither take responsibility for the conduct of others nor offer any guarantees. None of this should…

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Stock Trading Analytics and Optimization in Python with PyFolio, R’s PerformanceAnalytics, and backtrader.

(This article was first published on R – Curtis Miller’s Personal Website, and kindly contributed to R-bloggers) Introduction Having figured out how to perform walk-forward analysis in Python with backtrader, I want to have a look at evaluating a strategy’s performance. So far, I have cared about only one metric: the final value of the…

via Stock Trading Analytics and Optimization in Python with PyFolio, R’s PerformanceAnalytics, and backtrader — R-bloggers

Data Science for Business – Time Series Forecasting Part 3: Forecasting with Facebook’s Prophet.

(This article was first published on Shirin’s playgRound, and kindly contributed to R-bloggers) In my last two posts (Part 1 and Part 2), I explored time series forecasting with the timekit package. In this post, I want to compare how Facebook’s prophet performs on the same dataset. Predicting future events/sales/etc. isn’t trivial for a number…

via Data Science for Business – Time Series Forecasting Part 3: Forecasting with Facebook’s Prophet — R-bloggers