Satisficing and optimizing

August 26, 2020 | OSM

In our last post, we explored mean-variance optimization (MVO) and finally reached the efficient frontier. In the process, we found that different return estimates yielded different frontiers both retrospectively and prospectively. We also introduced the concept of satsificing, originally developed by Herbert Simon. Simply put, satisficing is choosing the best ...
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How most statistical tests are linear models

August 25, 2020 | Paul van der Laken

Jonas Kristoffer Lindeløv wrote a great visual explanation of how the most common statistical tests (t-test, ANOVA, ANCOVA, etc) are all linear models in the back-end. Jonas’ original blog uses R programming to visually show how the tests work, what the linear models look like, and how different approaches ...
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Python Interface to COVID-19 Data Hub

August 25, 2020 | Python Tutorials

The goal of COVID-19 Data Hub is to provide the research community with a unified dataset by collecting worldwide fine-grained case data, merged with exogenous variables helpful for a better understanding of COVID-19. Please agree to the Terms of Use and cite the following reference when using it: Reference Guidotti, ... [...Read more...]
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