Tag Archives: R
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
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
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
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
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
By Gabriel Vasconcelos The Julia programming language is growing fast and its efficiency and speed is now well-known. Even-though I think R is the best language for Data Science, sometimes we just need more. Modelling is an important part of … Continue reading
By Yuri Fonseca In this post we are going to make an Uber assignment simulation and calculate some metrics of waiting time through simulation.