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by countblessings
May 27th, 2014, 10:48 am
Forum: Programming and Software Forum
Topic: R Question on persp function
Replies: 2
Views: 5172

R Question on persp function

Thanks Hansi. All I had wanted to do was what persp was designed to do. Your explanation has cleared it up - thanks.
by countblessings
May 27th, 2014, 9:30 am
Forum: Programming and Software Forum
Topic: R Question on persp function
Replies: 2
Views: 5172

R Question on persp function

<t>Hi All - Please see below and advise if you would know the cause for the error "invalid 'z' argument". I have ensured z is the same dimension as 'x', and 'y'. Thanks much.> unique(sort(returns$ABC)) [1] 3.797441 3.799774 3.803247 3.810240 3.813741 3.816694 3.817892 3.830253 [9] 3.831925 3.834632 ...
by countblessings
January 8th, 2014, 12:42 pm
Forum: Student Forum
Topic: CFA Calculator
Replies: 4
Views: 190386

CFA Calculator

Try Office Depot -or- Staples
by countblessings
January 6th, 2014, 8:22 pm
Forum: Student Forum
Topic: Taylor's question on data analysis of stock index historical data
Replies: 3
Views: 5755

Taylor's question on data analysis of stock index historical data

Not answering your question as such, but just adding that Cholesky decomposition may need to be used when random sampling from joint multi-variate distributions. Others, please feel free to correct me -or- comment further. Thanks.
by countblessings
January 6th, 2014, 7:23 pm
Forum: Student Forum
Topic: Kinder Garten question on "log returns"
Replies: 3
Views: 5688

Kinder Garten question on "log returns"

Thanks to both responses!
by countblessings
January 6th, 2014, 6:05 pm
Forum: Student Forum
Topic: Kinder Garten question on "log returns"
Replies: 3
Views: 5688

Kinder Garten question on "log returns"

<t>Assuming the change in stock price P from one period (t1) to the next (t2) is small, we can calculate returns using either:(Pt2 - Pt1)/Pt1-or-ln (Pt2/Pt1)For small changes, either method outputs the same values. This I have verified empirically. I understand that if x is log normally distibuted, ...
by countblessings
July 2nd, 2013, 8:31 pm
Forum: Student Forum
Topic: Stuck in PCA .......!
Replies: 4
Views: 7394

Stuck in PCA .......!

Thank you for the detailed response. Highly insightful.
by countblessings
July 2nd, 2013, 2:26 pm
Forum: Student Forum
Topic: Stuck in PCA .......!
Replies: 4
Views: 7394

Stuck in PCA .......!

<t>Traden4Alpha - Pretty impressed with the clarity and comprehensiveness of your response - thank you! Would it be meaningful at all then, to perform a linear (or logistic) regression, or to derive any kind of model (say, using a Neural Network) on the Principal Components vs. the Dependant variabl...
by countblessings
July 2nd, 2013, 2:43 am
Forum: Student Forum
Topic: Stuck in PCA .......!
Replies: 4
Views: 7394

Stuck in PCA .......!

<t>Hi All,I am a student, and struggling to understand how PCA helps finding the impact of say, a 1000 exogenous features (x1, x2, ...., x1000) on an endogenous variable (y), beyond the fact they definitely help reduce the dimensionality of the visualization and help us view the overall impact in 2D...
by countblessings
June 27th, 2013, 7:17 pm
Forum: Student Forum
Topic: Orthogonal Projection
Replies: 2
Views: 7295

Orthogonal Projection

How can it be shown, either mathematically -or- geometrically, that the orthogonal projection of vector x onto vector us is given by x' * u (x transpose multiplied by u)?
by countblessings
September 4th, 2012, 11:58 am
Forum: Numerical Methods Forum
Topic: Neural Network - Basic Question
Replies: 4
Views: 12655

Neural Network - Basic Question

<t>Dear all - Quick basic question on Artificial Neural Networks. I have gone through a handful of academic and illustrative articles on the topic online, and I understand (or at least I think so) how the NN is designed, how the weights are generated, fed forward, back propagated, the error correcti...
by countblessings
August 30th, 2012, 11:17 am
Forum: Technical Forum
Topic: Question about a neural network
Replies: 9
Views: 26536

Question about a neural network

Actually, how about using NN to predict the direction of endogenous variable Y at time t based on the changes in exogenous variables X1, X2 and X3 between times t-2 and t-1? Definitely an exciting thought!
by countblessings
August 29th, 2012, 7:18 pm
Forum: Technical Forum
Topic: Question about a neural network
Replies: 9
Views: 26536

Question about a neural network

What's the verdict on this please? Can NN be used to "predict" anything at all?
by countblessings
August 28th, 2012, 2:16 pm
Forum: Programming and Software Forum
Topic: Inheriting private members
Replies: 3
Views: 11389

Inheriting private members

Please see below example:class A{ public: private: int x;}vector<A> a_vector;How can I make the vector a_vector inherit the private member x?
by countblessings
August 17th, 2012, 9:21 pm
Forum: Programming and Software Forum
Topic: Odd Numbers
Replies: 2
Views: 11479

Odd Numbers

Why would this code print out odd numbers between 1 to 11? for ( unsigned int i = 1; i <= 100; i++ ) { if( i& 0x00000001 ) { cout << i<< endl; }; }
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