It’s often useful to compare histograms for some key variable, stratified by levels of some other variable. There are several ways to display something like this. The simplest may be to plot the two histograms in separate panels.SASIn SAS, the most d…
Using PROC IML to deploy EWMA model for market risk
Exponentially weighted moving average (EWMA) model, which is a straight-forward moving average method in market risk, could memorize the finite market movements and address the relationship among multiple asset prices. Comparing with other multivariat…
Using PROC IML to deploy EWMA model for market risk
Exponentially weighted moving average (EWMA) model, which is a straight-forward moving average method in market risk, could memorize the finite market movements and address the relationship among multiple asset prices. Comparing with other multivariat…
Using Proc IML to deploy EWMA model for market risk
Exponentially weighted moving average (EWMA) model, which is a straight-forward moving average method in market risk, could memorize the finite market movements and address the relationship among multiple asset prices. Comparing with other multivariat…
Starting Over
Today is my last day weekday without a boss! I’ve throughly enjoyed the last two weeks of being temporarily unemployed but I’m ready to get back to work. I’m slightly nervous about the new position as I have no insiders at the new company. In the past, I’ve always known somebody on the inside and […]
Accounting for Annonimization noise in Binary Target variable (Nlmixed)
I usually am emphatic that the best way to improve model quality is to GET BETTER DATA!. However, Yesterday I used advanced statistics (well advanced for the business world I am in) to address a data quality issue. The situation arises due to restric…