methodology

Jeff Cooper: Is The Stock Market Real? – Minyanville

The S&P 500 is puckering up for a kiss of 2001 on the important Friday weekly closing basis.Does this look and feel like a natural market to you?That’s not a market.That’s a tractor beam.It looks and feels like something that isn’t human.“This mission is too important for me to allow you to jeopardize it.”Be that as it may, the SPY […]

August 22, 2014 ByJeffrey Cooper calculator, major, market, methodology, mission, news, psychology, square Comments Off read more

Economist's View: Econometrics and 'Big Data'

I tweeted this link, and it’s getting far, far more retweets than I would have expected, so I thought I’d note it here:
Econometrics and “Big Data”, by Dave Giles: In this age of “big data” there’s a whole new language that econometricians need to learn. … What do you know about such things as:
Decision trees
Support vector machines
Neural nets
Deep learning
Classification […]

December 7, 2013 ByMark Thoma big-data, boosting, classification, economics, methodology, penalized, random, saturday, tricks Comments Off read more