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Next Dates: - Introduction to QuantLib Development with Luigi Ballabio, September 2 - 4, 2013 - £1700

 

December 2011

Self-Evaluation and Lessons Learned (Introduction to Statistical Computing)

December 20, 2011 Comments (0)

Attention conservation notice: Academic statistico-algorithmic navel-gazing. With the grading done, but grades not yet posted while we wait for the students to fill out faculty evaluations, it's time to reflect on the class just finished. (Since this is the third time I've done a post like this, I guess it's now one of my traditions.) Overall, it went a lot better than my worst fears, especially considering this was the first time the class was offered. There was a lot of...

Homework: Baseball Salaries (Introduction to Statistical Computing)

December 20, 2011 Comments (0)

Assignment, database (large!) Introduction to Statistical Computing

Databases II (Introduction to Statistical Computing)

December 20, 2011 Comments (0)

Lecture 26: Aggregation in databases is like split/apply/combine. Joining tables: what it is and how to do it. Examples of joinery. Accessing databases from R with the DBI package. Introduction to Statistical Computing

Databases I (Introduction to Statistical Computing)

December 20, 2011 Comments (0)

Lecture 25: The idea of a relational database. Tables, fields, keys, normalization. Server-client model. Example of working with a database server. Intro to SQL, especially SELECT. Introduction to Statistical Computing

Homework: Get (the 400) Rich(est list) Quick (Introduction to Statistical Computing)

December 20, 2011 Comments (0)

Assignment; solutions (R) Introduction to Statistical Computing

Importing Data from Webpages II (Introduction to Statistical Computing)

December 20, 2011 Comments (0)

Lecture 24: Scraping by constructing and debugging regular expressions. R Introduction to Statistical Computing

Importing Data from Webpages I (Introduction to Statistical Computing)

December 20, 2011 Comments (0)

Lecture 23: Importing data from webpages. Example: scraping weblinks. Using regular expressions again (with multiple capture groups). Example: how long does a random surfer take to get to Facebook? Exception handling. R Introduction to Statistical Computing

My Work Here Is Done (Introduction to Statistical Computing)

December 7, 2011 Comments (0)

One of the final projects was to build first- and second- order Markov models based on the text of Heart of Darkness. I present their last slide: (Whatever merit this might have is due to the students: Jason Capehart, Seung Su Han, Alexander Murray-Watters, and Elizabeth Silver.) Introduction to Statistical Computing

Books to Read While the Algae Grow in Your Fur, November 2011

December 6, 2011 Comments (0)

Attention conservation notice: I have no taste. F For Fake Watched after Jessa Crispin's recommendation, which I cannot improve upon. An utterly delightful movie. (There is an essay, if not a dissertation, to be written about the male gaze in this movie. How much of this is due to Welles being taken with Ms. Kodar's [admittedly stunning] legs, how much was aimed at mere commercial sex-appeal, and how much was a deliberate manipulation and distraction of half or so of the audience? The way...