Yield curve predictions twist my noodle

April 18, 2019 | 0 Comments

Where did we go wrong? Not another model! As we saw in the last post, one iteration of the yield curve – the spread between 10-year and 3-month Treasuries – doesn’t generate a great model of recession probabilities. Part of this is that recessio...
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Yield curve predictions are really hard

April 16, 2019 | 0 Comments

All models are wrong Build the model In the last post, we discussed the yield curve, why investors focus on it, and looked at one measure of the curve – the spread between 10-year and 3-month Treasury yields. In this post, we build a model that...
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Yield curve predictions are hard

April 15, 2019 | 0 Comments

Introduction What is a yield curve? (Skip if you already know!) Show me the data! (Start here if don’t want the background) Investing pundits like to quote the yield curve as a nearly infallible indicator for the next recession. But what do the ...
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Random Forest Classification with Python

March 31, 2019 | 0 Comments

Random forest is a type of machine learning algorithm in which the algorithm makes multiple decision trees that may use different features and subsample to making as many trees as you specify. The trees then vote to determine the class of an example. This approach helps to deal with the ...
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R vs Python: Which is better for Data Science?

March 6, 2019 | 0 Comments

Since, R and Python remain the most popular languages, it seems reasonable to debate which one is better. We'll evaluate the two languages in four categories: Data Visualization, Modelling Libraries, Ease of learning and Community support.
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