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January 2009 Blog Posts (25)

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Measuring Marketing Programs Performance

Hi,

I am trying to understand how to analyze and measure marketing programs performance. To give an example -

If X and Y are 2 different marketing programs being run by various channels, X has a target of $100, achieved was $120 and final compensation was $50 to channels. Y has a target of $150, achieved was $250 and final compensation was $30 to channels.



My objective is to understand which of X and Y have performed better, should any programs be scrapped, should there be… Continue

Added by sushil on January 31, 2009 at 5:42am — No Comments

Click fraud reaches record high in Q4 2008

Click fraud is at its highest rate ever, new research shows. The average click fraud rate for paid search advertisers reached a record 17.1% in the fourth quarter, up from 16% for the third quarter and 16.6% for Q4 of 2007, web traffic quality auditor Click Forensics Inc. reports.



Click fraud traffic from botnets, robotic software that automatically clicks on ads, increased 14% for the quarter—the second highest jump ever, Click Forensics says. Botnets were responsible for 31.4% of… Continue

Added by Vincent Granville on January 29, 2009 at 8:30pm — No Comments

REvolution Computing Makes High Performance ‘REvolution R’ Available For Download

REvolution Computing Makes High Performance ‘REvolution R’



Available For Download







New Haven, CT – January 28, 2009 – REvolution Computing, a leading provider of open source predictive analytics solutions, today announced that it has made a public version of its commercial grade REvolution R program available for download from its website. REvolution R is REvolution Computing’s distribution of the popular R statistical software, optimized for use in commercial… Continue

Added by John A Morrison on January 29, 2009 at 3:00am — No Comments

A Layered Integrated Enterprise Solution Architecture for Financial Predictive Analytics

I think that as an aspect of governments taking equity or preference interest in the banks whilst simultaneously acting as 'counterparty of last resort' in the structured products and credit derivatives markets, a situation which is simply not, even medium term, tenable; the governments should insist that the banks implement modern systems which will support financial analytics in an holistic sense. Systems holistic enough that the banks' boards of management cannot use the 'we were not told'… Continue

Added by John A Morrison on January 27, 2009 at 10:00pm — No Comments

Value of BI in times of Recession

References



1. Article: 'Value of BI in a weak economy' from http://www.tdwi.org/News/display.aspx?id=9231



2. LogiXML Whitepaper: 'BI in Recession: How to Gain Market Share' from http://www.b-eye-network.com/view/9452





Value of BI in times of Recession



On Monday December 1, 2008, the National Bureau of Economic Research declared that the economy has been in retreat for a year, namely since December 2007, when mass selling on Wall… Continue

Added by Kesavan Hariharasubramanian on January 27, 2009 at 12:58am — No Comments

Enabling Corporate Governance using BI

References:





1. "Sarbanes-Oxley Act" - http://en.wikipedia.org/wiki/Sarbanes-Oxley_Act



2. 'Intro to Compliance - Sarbanels Oxley & your EDW' from http://www.b-eye-network.com/blogs/linstedt/archives/2009/01/post.php



3. 'Gauging your BI Maturity for SOX Compliance' from http://www.technologyexecutivesclub.com/Articles/businessintelligence/bimaturity.php



Enabling Corporate Governance using BI



In this article, we shall explore… Continue

Added by Kesavan Hariharasubramanian on January 27, 2009 at 12:53am — No Comments

Bank of America / MIT Future Banking Blog

Just a beautifully presented and very interesting blog, in my view.

http://futurebanking.bankofamerica.com/

Added by John A Morrison on January 26, 2009 at 5:30am — No Comments

Scenario Based Enterprise Capital Models - Why Banks are Under-Capitalized

I understand this is paper 2 in a series of 3; paper one is being completed by Professor McNeil and will be a the key contribution to a REvolution in thinking about Economic Capital which does seem to progressing right now.



Abstract: (of the paper referred here)

The concept of economic capital is clear; it is the capital charge that a financial institution (bank or insurance company) requires in order to limit the probability of bankruptcy to a given confidence level over a… Continue

Added by John A Morrison on January 26, 2009 at 5:30am — No Comments

Basel II in Switzerland 9th January 2009 update

In Switzerland the EBK (www.ebk.admin.ch) is entrusted with (Basel II) implementation. Under its leadership a mixed national working group, made up of representatives of all relevant interest groups in the Swiss financial industry, is working out the appropriate Swiss legal regulatory standards. In Switzerland all the menu approaches offered by Basel II are being implemented, and are therefore in principle available to every institute.…



Continue

Added by John A Morrison on January 26, 2009 at 5:30am — No Comments

Gillian Tett on Davos in the Financial Times

Gillian Tett has not written anything under her own byline in the Financial Times since November last year and before that her contributions were unfortunately sparse. She has moved up the ladder in the FT recently, finally acknowledged for all her great reporting on the phases of the Credit Crisis from the summer of 2007 (yes!). She was the first journalist to truly acknowldege it was happening and was in the thick of it during the horrible moments of Central Bank liquidity pumps and Sunday… Continue

Added by John A Morrison on January 26, 2009 at 1:00am — No Comments

The Prediction Lover's Handbook MIT Sloan School

Nice overview of the perspective of both of these well regarded academics on the subject of Prediction, where its at right now, Sloan Management Review is usually well ahead of the curve. You have to register to see this but I would recommend that you do. As a second-degree stundent SMR almost did my degree for me, in part!





The Prediction Lover’s Handbook

By Thomas H. Davenport and Jeanne G. Harris



January 7, 2009



Assessment tools for better-informing… Continue

Added by John A Morrison on January 26, 2009 at 12:30am — No Comments

Quantitative Analytics in Banking: How do we get the Heads Out of the Sand

The press has got onto thinking about what is wrong with banking right now, it has taken a crisis to get them to focus. It has taken a crisis to bring the banks and their supervisors closer together, sharing a common objective and that at the very least is one good thing to evolve from this crisis. Supervisors and senior Bankers are at least on adjacent pages. But that is only in terms of the regulatory and transparency requirements, the theory, the jurisprudence if you will. It will take the… Continue

Added by John A Morrison on January 25, 2009 at 12:30am — No Comments

The quill pen and asymptotic approximation -

This is a really important article from the august "Daily Telegraph" in the UK, it describes the process being undertaken right now to quantify a value for the structured products held off or on balance sheet by the UK banks, it focuses on the biggest and most controversial of the UK banks which WAS a player in this market game, RBOS for whose executives and ex-executives the UK press are beginning to sniff the opportunity for blood!…



Continue

Added by John A Morrison on January 24, 2009 at 11:00pm — 1 Comment

Agile Business Intelligence

Agile Business Intelligence (BI):



by Kesavan Hariharasubramanian



The aim of any Business Intelligence (BI) initiative is to help an organization to review its business, its competition and its external environment from time to time and take more smarter and faster decisions not only for survival and sustenance but also to stay one step ahead of its competition. Or in other words, BI serves to keep an organization agile and vigilant at the same… Continue

Added by Kesavan Hariharasubramanian on January 23, 2009 at 3:34am — 2 Comments

1st post: analysing AnalyticBridge

I am sure many of you know of Alexa.com. Many years ago most people got annoyed with Alexa as it's toolbar was budled with some freeware. It was just considered as malware. It was not until two years ago when I needed to analyse which real estate companies from the Algarve were the most popular on the Web when I realised that it could be useful sometimes.



This is what Alexa has to say about AnalyticBridge:



Analyticbridge.com has a traffic rank of:… Continue

Added by Peter Lindmark on January 18, 2009 at 4:12am — 4 Comments

Basel Committee Trading Book Requirements ”Revision Proposals”

The consultative papers Revisions to the Basel II market risk framework and Guidelines for computing capital for incremental risk in the trading book set out the Committee's proposed enhancements to the regulatory capital treatment for trading book exposures. Collectively, these are referred to as the "trading book proposals".



The Committee therefore proposes to require banks to calculate a stressed VaR taking into account a one-year observation period relating to significant losses,… Continue

Added by John A Morrison on January 18, 2009 at 4:00am — 3 Comments

Proposed enhancements to the Basel II framework

The Basel Committee has proposed this weekend root and branch, fundamental revisions of the Basel II Framework in all three pillars Pillar 1 (minimum capital requirements), Pillar 2 (supervisory review process) and the third pillar (market discipline); reflecting particular concern about the trading book, ABCP Conduits, Structured Products and more particularly Banking Supervision (as opposed to regulation). The impacts of the proposed changes to Pillar 3 (Disclosure) look unusually interesting… Continue

Added by John A Morrison on January 18, 2009 at 3:00am — No Comments

A missing link in the transmission mechanism?

THIS IS QUITE SIMPLY A CRUCIAL CONTRIBUTION TO THE CURRENT DEBATE ABOUT WHAT WILL QUANTITATIVE FINANCE LOOK LIKE POST CREDIT CRUNCH



A missing link in the transmission mechanism?



by Claudio Borio and Haibin Zhu, Bank for International Settlements



Over the last three decades the financial landscape has gone through radical structural change. As a result of financial liberalisation and innovation, heavily controlled, segmented and “sleepy” domestic financial… Continue

Added by John A Morrison on January 16, 2009 at 3:00am — No Comments

How to Cure the Economy with an Unusual Markov Chain with Three States

  • The three different states where money can be found are:
    • Category A: Individuals and companies, except financial institutions involved in credit, debt elimination, investments, cash deposits and savings (credit card, mortgage companies and banks)
    • Category B: companies involved in credit, debt elimination, investments, cash deposits and savings (credit card, mortgage companies and banks)
    • Category C: blackhole - money that evaporated from category A or B as a…
Continue

Added by Amy on January 14, 2009 at 11:17pm — 4 Comments

Emotions, Beliefs and Analytics

(From lifeanalytics)



When i first came across Data Mining and Machine Learning in 1997 i had no idea of the kind of applications that this field can have. As time passes by, the knowledge that can be available to a data/text miner becomes more and more a serious business....actually, a very serious one.



Not long time ago i have seen a presentation where a map of emotions from the web was created in real time by aggregating… Continue

Added by Themos Kalafatis on January 12, 2009 at 7:48am — No Comments

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