Data Intelligence, Business Analytics
Sometimes collaborative filtering and text mining does not work so well
Added by Håkan Jonsson on February 23, 2010 at 3:10pm — No Comments
I already wrote about R-bloggers on my blog, so it only seems fitting to republish it here. I will explain what R-bloggers is and then…
ContinueAdded by Tal Galili on February 17, 2010 at 1:00pm — No Comments
Only one degree of separation with Barack Obama
Added by Vincent Granville on February 15, 2010 at 11:30pm — 2 Comments
How to fight swine flu with digital technology?
Added by Vincent Granville on February 15, 2010 at 11:00pm — 1 Comment
Rise of the Machines: How "Quant" Trading Triggered the Credit Crisis
Added by Vincent Granville on February 14, 2010 at 8:51pm — 2 Comments
Fewer patents submitted in 2009: a sign that US is less innovative? Maybe just the contrary.
Added by Vincent Granville on February 13, 2010 at 11:30pm — No Comments
Factor models and the credit risk of a loan portfolio
Palombini, Edgardo (2009): Factor models and the credit risk of a loan portfolio. Unpublished.
Factor models for portfolio credit risk assume that defaults are independent conditional on a small number of systematic factors. This paper shows that the conditional independence assumption may be violated in one-factor models with constant default thresholds, as…
ContinueAdded by John A Morrison on February 11, 2010 at 12:57am — No Comments
Evaluating Value-at-Risk models via Quantile Regression
AUTHORS
Wagner Piazza Gaglianone
Luiz Renato Lima
Oliver Linton
Daniel Smith
ABSTRACT
This paper is concerned with evaluating value at risk estimates. It is well known that using only binary variables, such as whether or not there was an exception, sacrifices too much information. However, most of the specification tests (also called backtests) available…
ContinueAdded by John A Morrison on February 11, 2010 at 12:34am — No Comments
AN AREA-WIDE REAL-TIME DATABASE FOR THE EURO AREA - European Central Bank
Added by John A Morrison on February 11, 2010 at 12:25am — No Comments
Credit and banking in a DSGE model of the euro area BANCA D'ITALIA
Credit and banking in a DSGE model of the euro area
by Andrea Gerali, Stefano Neri, Luca Sessa and Federico Maria Signoretti
(Working Paper) Number 740
Abstract
This paper studies the role of credit-supply factors in business cycle fluctuations. For this purpose, we introduce an imperfectly competitive banking sector into a DSGE model with financial frictions. Banks issue collateralized loans to both households and firms, obtain funding via deposits and…
Added by John A Morrison on February 11, 2010 at 12:18am — No Comments
Vendor models for credit risk measurement and management - Basel Committee
the Research Task Force of the Basel Committee initiated a review of selected vendor credit-risk products, focusing on models that could be used to estimate probability of default, loss-given-default, or exposure at default, and models that could be used to assign ratings or produce credit scores, for wholesale or retail credit exposures. This paper provides a high-level…
ContinueAdded by John A Morrison on February 11, 2010 at 12:10am — No Comments
Test Data Wanted
Added by Hans van Thiel on February 10, 2010 at 1:32pm — No Comments
ACM Newsletter
Added by Vincent Granville on February 7, 2010 at 12:42pm — No Comments
Call for Chapters
Added by Alexander Kolker on January 31, 2010 at 9:55pm — No Comments
Two new startup ideas: online reputation protection, social network competitive intelligence
#1 Online reputation protection
Helping companies find bad comments posted by disgruntled employees or competitors, and fight back by diluting the bad content, via automated posting of positive messages in relevant blogs. Also helping individuals recover from postings (from themselves or other people) that might…
Added by Vincent Granville on January 30, 2010 at 5:00pm — 2 Comments
Predicting Space Weather
Added by Vincent Granville on January 30, 2010 at 4:48pm — No Comments
The Statistician vs. the Computer Sciencist: stochastic vs. algorithmic models
Added by Vincent Granville on January 26, 2010 at 11:00pm — No Comments
Comscore Blackmail: Pay Us $10,000 Or We'll Keep Under-Reporting Your Traffic
Next Best Models: The Process Agility Equation
You never know what’s coming at you next, which is why process agility is so important. Your organization must have a ready response for anything. And you must make sure that every process participant can identify, at their level, what that response might be, so they can take appropriate action.
I…
ContinueAdded by Vincent Granville on January 21, 2010 at 11:11pm — No Comments
Mining the Cloud? Are You Allowed?
I recently came across a trade-press article with the headline “Mining the Cloud.” The cynic in me immediately issued a silent scoff: How is that different from “crawling the Web”? Are we just mapping old wine to shinier new bottles? Or is there something different here?
But, seeing as how…
ContinueAdded by Vincent Granville on January 21, 2010 at 11:07pm — No Comments
2013
2012
2011
2010
2009
2008
© 2013 AnalyticBridge.com is a subsidiary and dedicated channel of Data Science Central LLC