Quantcast
Channel: Finance Train
Browsing all 822 articles
Browse latest View live

Predictive Modelling: Averaging Results from Multiple Models

Our final model is to combine the result of previous machine learning models and provide a single prediction by averaging probabilities from all previous models. We get the following performance: The...

View Article


Predictive Modelling: Comparing Model Results

AUC for each model and their performance when we set probability cutoff at 50% is summarised below: Kappa statistics from all models exceed 20% by just small amount, which indicated that they perform...

View Article


How Insurance Companies Calculate Risk

People who are good at calculating probability and risk are few and far between. That is why understanding statistics is so vital to the market.  Like finance, the insurance industry is a collective of...

View Article

R Financial Packages for Portfolio Analysis

This tutorial will teach you about how to use R for portfolio analysis. We will be using various financial packages from R that will help us perform portfolio analysis. Let’s look at these packages:...

View Article

Downloading Stock Data in R Using QuantMod

We will use QuantMod R package to download stock data. This allows for downloading stock data from multiple sources, although Yahoo is the default option. To start using the Quantmod library, you can...

View Article


Calculating Stock Returns and Portfolio Returns in R

To calculate the returns of AAPL & GOOG over the time period, you can use the Return.calculate function. This will then calculate the daily returns of AAPL and GOOG over the time period. The first...

View Article

Everything You Need to Know About Car Title Loans

Car title loans are financial aid services offered by numerous financing companies. To be able to obtain such a loan, you are expected to put your car’s title up as collateral. In return however, it is...

View Article

Interview with Serial Entrepreneur and Businessman, Josip Heit

Anyone who has been around the real estate, financial, or blockchain sector for a valuable number of years could have come across an influential figure in the person of Josip Heit. Heit is a...

View Article


Modern Portfolio Theory

This is a brief recap of Modern Portfolio Theory (MPT) before delving into practical applications of it. While there are many aspects of MPT, the focus will be on its application for portfolio...

View Article


Portfolio Optimisation in R

For this tutorial, both minimum-variance and mean-variance will be taught. The PortfolioAnalytics package will be used extensively throughout as it allows for a simple workflow for portfolio...

View Article

Machine Learning with Python

This tutorial provides a conceptual framework and practical insights to work in the Machine Learning field using python programming language. The content of the tutorial combines theoretical concepts...

View Article

What is Machine Learning?

Machine Learning is the field which applies statistical analysis and computer science for employing algorithms that learn how to perform tasks such as prediction or classification of a target variable...

View Article

Data Preprocessing in Data Science and Machine Learning

Data preprocessing is where data scientist spent most of their time. These tasks involve selecting the appropriate features as well as clean and prepare them to become the inputs or independent...

View Article


Three Best Credit Cards For People With No Credit

Credit cards are an essential part of life and needed for almost every transaction including buying from stores, paying for hotel bills, food in restaurants and many more. A lot of people prefer...

View Article

Avoiding the Classic Fraud: Understand the Ponzi Scheme Beyond the Stereotypes

Charles Ponzi may have made the Ponzi scheme more infamous than it ever was before he started with his series of cons, but he was certainly not the first swindler in history to use the idea behind it....

View Article


How Much Will It Cost to Buy a House in 2020

Average home prices are predicted to rise by $9,000 next year. Read on to learn how much does it cost to buy a house in 2020 here. First-time Australian home buyers have accounted for 25% to 30% of all...

View Article

Feature Selection in Machine Learning

Feature Selection is one of the core concepts in machine learning and has a high impact on the performance of the model. Irrelevant or partially irrelevant features can negatively impact the model...

View Article


Train-Test Datasets in Machine Learning

Once we have cleaned the data and have selected the features from the data for building the model, the next step  is to generate the train and test dataset. We will divide our data into two different...

View Article

Evaluate Model Performance – Loss Function

The predictions that the model returns will be compared with the real observation of the variable to obtain a measure of model performance. In order to evaluate the model performance, both...

View Article

Model Selection in Machine Learning

Model selection refers to choose the best statistical machine learning model for a particular problem. For this task we need to compare the relative performance between models. Therefore the loss...

View Article
Browsing all 822 articles
Browse latest View live