In this blog post, I will show an R application of a Topological Data Analysis tool called Ball Mapper (BM), to visualise the distribution of the bank’s customers that have stayed or exited the bank across the joint distribution of the customers’ characteristics. BM is a useful tool to visualise datasets with multiple dimensions, to do so, BM summarises points that are close to each …
With the basic analysis on the univariate time series on last blog post “Univariate Time Series Analysis -Oil Prices”. This blog post will continue the analysis on multivariate time series. First is using Henze-Zirklers test to check the multivariate normality. The mvnTest = ”hz” in the mvn function can perform the Henze-Zirklers test. The last column indicates whether data set follows a multivariate normality or …
This blog post will try to modeling and forecasting univariate time series dataset with ARMA-GARCH model and exam the goodness of fit with some basic tests. The oil prices dataset is the log returns of four benchmarks(West Texas Intermediate (WTI), Brent Blend, Dubai Crude and Maya) from 10/1/1997 to 4/6/2010. In this data set, each benchmark contains 698 observations, each of them was divided between …
Created in 2009, Bitcoin now is the most accepted cryptocurrency in the world and is traded on over 40 exchanges worldwide. Several innovative features of the Bitcoin such as decentralized peer-to-peer payment network without central banks, anonymity and greater accessibility relative to traditional currencies make it appealing to investors and traders. Thus, there is an increasing number of research that study the time series of …
In this blog post, I will perform a House Property Sales forecast using a Random Forest technique with a Linear Regression and a Time Series. To conduct these models, it was used two databases: The Raw data: 29580 observations of recorded sales data from 2007 to 2019. The MA data: 347 observations of Moving Average of Median Price grouped by quarterly intervals per property type …
By Maria Fernanda Ibarra Gutiérrez and Thu Trang Dinh In this blog post, we will describe the database about House Property Sales, which can be downloaded from: https://www.kaggle.com/htagholdings/property-sales?select=raw_sales.csv According to the first Figure, this database describes some characteristics of the property sales into 5 variables and 29,580 observations from the 7th of February 2007 to the 26 of July 2019. This database does not have …
By Maria Fernanda Ibarra Gutiérrez The Coronavirus disease (Covid-19) is a worldwide health problem that according to the World Health Organization (WHO) has spread in 213 countries. Up to the 13th of April 2020, there were 1,807,308 cases around the world according to the Our World in Data database (Ritchie, 2020). At the current moment, the United States has the higher number of cases …
In this Blogpost, I would like to introduce the Atlas of economic complexity. It is a powerful data visualisation tool developed by the Harvard growth lab. Even at first glance, there is an abundance of information presented in a compelling way on the homepage. If we take more time to dive into the data and tweak different settings, the website delivers even more knowledge and …
The first dataset we would like to discuss is the Atlas of Economic Complexity, derived from http://atlas.cid.harvard.edu/explore. After exploring and appreciating those pretty charts and graphs in the post of Part A, we are also interested in the meta datasets under those graphs. The data sources of global goods trade and service trade are United Nations Statistical Division and Direction of Trade Statistics database (IMF) …
Introduction According to Bank International Settlements (2019), the foreign exchange market (or forex market) is the largest and the most liquid financial market in the world with global daily trading of $6.6 trillion in April 2019. Among leading currencies, the British pound sterling (GBP) is ranked fourth in line as one of the most widely traded currencies in the world and the pound has a …
In this blog post, I will show an R application of a Topological Data Analysis tool called Ball Mapper (BM), to visualise the distribution of the bank’s customers that have stayed or exited the bank across the joint distribution of the customers’ characteristics. BM is a useful tool to visualise datasets with multiple dimensions, to do so, BM summarises points that are close to each …
With the basic analysis on the univariate time series on last blog post “Univariate Time Series Analysis -Oil Prices”. This blog post will continue the analysis on multivariate time series. First is using Henze-Zirklers test to check the multivariate normality. The mvnTest = ”hz” in the mvn function can perform the Henze-Zirklers test. The last column indicates whether data set follows a multivariate normality or …
This blog post will try to modeling and forecasting univariate time series dataset with ARMA-GARCH model and exam the goodness of fit with some basic tests. The oil prices dataset is the log returns of four benchmarks(West Texas Intermediate (WTI), Brent Blend, Dubai Crude and Maya) from 10/1/1997 to 4/6/2010. In this data set, each benchmark contains 698 observations, each of them was divided between …
Created in 2009, Bitcoin now is the most accepted cryptocurrency in the world and is traded on over 40 exchanges worldwide. Several innovative features of the Bitcoin such as decentralized peer-to-peer payment network without central banks, anonymity and greater accessibility relative to traditional currencies make it appealing to investors and traders. Thus, there is an increasing number of research that study the time series of …
In this blog post, I will perform a House Property Sales forecast using a Random Forest technique with a Linear Regression and a Time Series. To conduct these models, it was used two databases: The Raw data: 29580 observations of recorded sales data from 2007 to 2019. The MA data: 347 observations of Moving Average of Median Price grouped by quarterly intervals per property type …
By Maria Fernanda Ibarra Gutiérrez and Thu Trang Dinh In this blog post, we will describe the database about House Property Sales, which can be downloaded from: https://www.kaggle.com/htagholdings/property-sales?select=raw_sales.csv According to the first Figure, this database describes some characteristics of the property sales into 5 variables and 29,580 observations from the 7th of February 2007 to the 26 of July 2019. This database does not have …
By Maria Fernanda Ibarra Gutiérrez The Coronavirus disease (Covid-19) is a worldwide health problem that according to the World Health Organization (WHO) has spread in 213 countries. Up to the 13th of April 2020, there were 1,807,308 cases around the world according to the Our World in Data database (Ritchie, 2020). At the current moment, the United States has the higher number of cases …
In this Blogpost, I would like to introduce the Atlas of economic complexity. It is a powerful data visualisation tool developed by the Harvard growth lab. Even at first glance, there is an abundance of information presented in a compelling way on the homepage. If we take more time to dive into the data and tweak different settings, the website delivers even more knowledge and …
The first dataset we would like to discuss is the Atlas of Economic Complexity, derived from http://atlas.cid.harvard.edu/explore. After exploring and appreciating those pretty charts and graphs in the post of Part A, we are also interested in the meta datasets under those graphs. The data sources of global goods trade and service trade are United Nations Statistical Division and Direction of Trade Statistics database (IMF) …
Introduction According to Bank International Settlements (2019), the foreign exchange market (or forex market) is the largest and the most liquid financial market in the world with global daily trading of $6.6 trillion in April 2019. Among leading currencies, the British pound sterling (GBP) is ranked fourth in line as one of the most widely traded currencies in the world and the pound has a …
Data and Methods Exploration Group 