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Data Science
Next Event Simulation
Modelling a dynamic system and extracting results on the system using R
Portfolio VaR in 8 Steps
Step-by-step worked example of the Portfolio Value-At-Risk in Excel
The Mathematics of VaR
A mathematical derivation of the Portfolio VaR highlighting the assumptions taken at each step
Common Questions about the Normal Distribution
Includes explanations of the z-scores, the confidence intervals and levels and the 68-95-99.7 rule
3D & Contour Plots of the Bivariate Normal Distribution
An analysis of the structure of the contours and the conditional distributions
How to Generate Any Random Variable
Includes explanation of the Accept-Reject Method and the Analytical Inversion Method and worked example in R
Latin Hypercube Sampling vs. Monte Carlo Sampling
The convergence of the two sampling methods in the univariate and bivariate case
What is Centrality in Graphs?
Includes the computation of various measures of centrality with igraph in R
Different Correlation Structures in Copulas
Comparisons between the Gaussian, Student t, Frank, Gumbel and Clayton copulas
Computing the Portfolio VaR using Copulas
Modelling the marginals and the correlation structure with a copula in order to find the VaR figure
What is a threshold graph?
Using R to test if a graph is threshold, and to plot such a graph and its layer-cake diagram from its creation sequence
Loan Prepayment
Calculating the Prepayment Rate, Prepayment Rate Curves, Interest Lost resulting from an increase in repayments or a decrease in the interest rates
VaR Variance-Covariance Method Calculator
An application whose inputs are stock names and quantity, and computes the value, distribution and VaR
How to embed R Shiny App on Website
A step-by-step approach with screenshots on how to embed your own app on your personal website
Signs and Symbols in valueBox
Adding Percentage, currency symbols and text to a valueBox in flexdashboard
Two-Way ANOVA Dashboard App
An app performing data visualisation, Two-Way ANOVA modelling, diagnostics and post-hoc analysis
Multiple Comparison Tests for ANOVA
A description of 5 methods of multiple comparison tests highlighting the appropriate use of each method
One-Way ANOVA Dashboard App
An app performing data visualisation, One-Way ANOVA modelling, diagnostics and post-hoc analysis
The Standard Error of the difference in two Proportions
Includes the derivation of three types of standard errors used for calculation of confidence intervals or hypothesis testing
How to calculate the Sample Size for A/B Testing
Includes the mathematical derivation of the minimum sample size for a variation. Includes Sample Size Calculator
Drawing Timeline Diagrams in R
A function that plots financial mathematics timeline diagrams using the package "ggplot2" in R
Home Loan Prepayment Calculator
Determines the actual duration of the loan when the monthly repayment is increase to constant value from some month onwards
How to calculate the Core Deposits
Core Deposits are defined in terms of the confidence level and time, and simulation is used to find the core deposits of a portfolio
Histogram & Frequency Polygon Plot on Graph Paper
A free online tool that automatically plots a histogram and a frequency polygon on a graph paper grid from the frequency table
How to make multiple Bar Charts in SPSS
Plotting multiple Bar Charts for multiple variables on the same chart in SPSS
Generating Non-Isomorphic Graphs in igraph in R
Decoding .g6 or graph6 format and converting to an adjacency matrix to use in igraph
The Cramer-Rao Lower Bound for the Geometric Distribution
Deriving the lower bound for the variance of an unbiased estimator of its parameter.