Publications by Csaba
Lecture 1 - Information and Entropy
Data - Message - Information - Knowledge Data is any content of any data carrier. (“aAm58’*”) Message is data, which respect the defined syntactic rules (picture JPG coding, hungarian language, …). (“It is cold”) Information is a message, which lowers the behavioral entropy of the addressed subject. (“It is cold outside”) Knowledge ...
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Price war
Experimental economics Neoclassical economics is based on the assumption of the perfect rationality of the economic agent. It implies that in any circumstance, the agent follows strict financial rules and acts as an ideal computational machine evaluating correctly the most complicated decision problems. Surprisingly, you find many contradictions if...
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library(zoo) library(tseries) library(lmtest) library(sandwich) rm(list=ls()) Acccording to Life Expactancy WHO dataset. adot <- read.csv("adot/Life_Expectancy_Data.csv",dec=".",sep=",",header = TRUE) # select just the record from 2015 adot.2015 <- adot[adot$Year==2015,c("Life.expectancy","Adult.Mortality","infant.deaths","Hepatitis.B","percentage....
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Introduction The text is motivated by Marcin Rutecki and Manimala, both of the Kaggle project. Multicollinearity - definition Multicollinearity means the situation, where the explanatory variables are highly pairwise correlated. Consequences of Multicollinearity (according to Rutecki) Multicollinearity could result in significant problems during ...
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References: The information sources are coming from the blog of Maung Agus Sutikno: Value at Risk (VaR) in R Programming Language and Portfolio & Single Stock VAR and CVAR in R Risk management using VaR method What is Value at Risk? Value at Risk (VaR) is the highest loss You get with the probalibilty of 5 (1) %. Installation of the Libraries #in...
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#install.packages("PerformanceAnalytics", repos = "http://cran.us.r-project.org") #install.packages("dplyr", repos = "http://cran.us.r-project.org") #install.packages("tidyquant", repos = "http://cran.us.r-project.org") #install.packages("quantmod", repos = "http://cran.us.r-project.org") #install.packages("tseries", repos = "http://cran.us.r-proje...
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Introduction The text is motivated by Marcin Rutecki and Manimala, both of the Kaggle project. Multicollinearity - definition Multicollinearity means the situation, where the explanatory variables are highly pairwise correlated. Consequences of Multicollinearity (according to Rutecki) Multicollinearity could result in significant problems during ...
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I have used database wooldridge package with database hprice1, p. 73 library(wooldridge) library(lmtest) library(car) library(outliers) Heteroskedasticity Heteroskedasticity means violation of the constant error dispersion assumption. Wooldridge database of the hprice1 - prices of the houses # Load the longley dataset data(hprice1) # Estimate a...
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Klastrovanie Konecnych vysledkov Information source - fclust package or helps to hclust command fclust: An R Package for Fuzzy Clustering Libraries library("fclust") library("cluster") library(kableExtra) library(graphics) Data import udaje <- read.csv("adot/fclust2.csv",sep=",", dec = ".") rownames(udaje)<-udaje[,1] udaje <<- udaje[,-1] trad...
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Installation of the Libraries Libraries If making the financial analysis of the stock exchange data, the following packages are highly popular: quantmod PerformanceAnalytics tidyquant #install.packages("PerformanceAnalytics", repos = "http://cran.us.r-project.org") #install.packages("dplyr", repos = "http://cran.us.r-project.org") #install.packa...
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