by Patrick Burns.
Abstract: The quality of stock market predictions based on the winner of the Super Bowl is examined using permutation tests. These tests are very easy to perform in modern computing environments like the R language. One key point that comes to light is that the success rate of a prediction is not a good measure of its usefulness. Statistically significant success in prediction does not automatically lead to economically profitable strategies.
This version: 2004 January 02 (pdf)
Associated software is in the BurStMisc R package and updated data is available via ”The US market will absolutely positively definitely go up in 2012”.
jun 25, 26
Online Math Degrees has a page of ”100 savvy sites on statistics and quantitative analysis”. It has some that you recognize, some that you’ve hardly ever heard of. The sites [...]
jun 25, 26
R is a piece of software, but it is also a community. Help community The most visible aspect of the R community is help. This is also the most useful [...]
jun 25, 26
Some history and a prediction. Past A discussion broke out on the R-help mailing list in January 2006 about a technical report put out by the statistical computing group at [...]