February 2012
3 posts
The Last Post
This really is the last post. I’m shutting down the Tumblr blog, switching to a new platform, and focusing my writing to topics related to my sector. I will also continue the Cooking with Data posts through a redesign of my personal web site.
Thanks for reading. This blog was a great outlet and discussion point while I was working in my Ph.D. program, but it’s time to move on.
Considering False Discovery Rate in Financial Data...
When searching for investment opportunities using data mining and high throughput science, most people are concerned with losses that will occur from making a wrong pick rather than opportunity lost from missing a marginal pick. Smart data scientists therefore use some variant of the False Discovery Rate (FDR) test to ignore finding investment opportunities that are truly trivial and instead find...
Google's 2004 Investor Letter Describing the... →
Posting for easy access during a talk.