Posted on Categories Applications, Expository Writing, Mathematics, Pragmatic Data Science, Pragmatic Machine Learning, StatisticsTags , , , , 2 Comments on A Demonstration of Data Mining

A Demonstration of Data Mining

REPOST (now in HTML in addition to the original PDF).

This paper demonstrates and explains some of the basic techniques used in data mining. It also serves as an example of some of the kinds of analyses and projects Win Vector LLC engages in. Continue reading A Demonstration of Data Mining

Posted on Categories Applications, Expository Writing, StatisticsTags , 2 Comments on The Data Enrichment Method

The Data Enrichment Method

We explore some of the ideas from the seminal paper “The Data-Enrichment Method” ( Henry R Lewis, Operations Research (1957) vol. 5 (4) pp. 1-5). The paper explains a technique of improving the quality of statistical inference by increasing the effective size of the data-set. This is called “Data-Enrichment.”

Now more than ever we must be familiar with the consequences of these important techniques. Especially if we don’t know if we might already be a victim of them.

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Posted on Categories Exciting Techniques, Pragmatic Machine Learning, StatisticsTags , 2 Comments on Exciting Technique #1: The “R” language.

Exciting Technique #1: The “R” language.

Our first “exciting technique” article is about a statistical language called “R.”

R is a language for statistical analysis available from http://cran.r-project.org/ . The things you can immediately do with it are incredible. You can import a spreadsheet and immediately spot relationships, trend and anomalies. R gives you instant access to top notch visualization methods and sophisticated statistical methods.

Continue reading Exciting Technique #1: The “R” language.

Posted on Categories Applications, Finance, Quantitative Finance, StatisticsTags , ,

Paper on stock trading

author: John Mount

I have finally written up and released a paper in PDF: Automatic Generation and Testing of Trades describing a lot of the statistics and optimization methods used when I was technical trading on a Banc of America Securities proprietary program trading desk.  It was a very exciting time.

Continue reading Paper on stock trading

Posted on Categories Applications, Expository Writing, Mathematics, Quantitative Finance, StatisticsTags , , , ,

New Paper

author: John Mount

Nina and I just finished up our analysis of some of the statistical difficulties encountered by users of Google AdSense. It came out a bit long- but we found the right statistical reference to prove that there are real barriers to understanding in this market. The paper is most legible in PDF, but we also include an HTML version so the blog entry can be skimmed.

Continue reading New Paper