Tag Archives: R blog

Different demand functions and optimal price estimation in R

By Yuri Fonseca Demand models In the previous post about pricing optimization (link here), we discussed a little about linear demand and how to estimate optimal prices in that case. In this post we are going to compare three different … Continue reading

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Tuning xgboost in R: Part I

By Gabriel Vasconcelos Before we begin, I would like to thank Anuj for kindly including our blog in his list of the top40 R blogs! Check out the full list at his page, FeedSpot! Introduction Tuning a Boosting algorithm for … Continue reading

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Parametric Portfolio Policies

By Gabriel Vasconcelos Overview There are several ways to do portfolio optimization out there, each with its advantages and disadvantages. We already discussed some techniques here. Today I am going to show another method to perform portfolio optimization that works … Continue reading

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Direct forecast X Recursive forecast

By Gabriel Vasconcelos When dealing with forecasting models there is an issue that generates a lot of confusion, which is the difference between direct and recursive forecasts. I believe most people are more used to recursive forecasts because they are … Continue reading

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Using the tuber package to analyse a YouTube channel

By Gabriel Vasconcelos So I decided to have a quick look at the tuber package to extract YouTube data in R. My cousin is a singer (a hell of a good one) and he has a YouTube channel (dan vasc), … Continue reading

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A crazy day in the Bitcoin World

By Gabriel Vasconcelos Today, November 29, 2017 was a crazy day in the Bitcoin world and the craziness is still going on as I write this post. The price range was of thousands of Dollars in a few hours. Bitcoins … Continue reading

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Formal ways to compare forecasting models: Rolling windows

By Gabriel Vasconcelos Overview When working with time-series forecasting we often have to choose between a few potential models and the best way is to test each model in pseudo-out-of-sample estimations. In other words, we simulate a forecasting situation where … Continue reading

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