Moderna: Modeling Volatility with GARCH
Today, we’ll model and forecast Moderna equity volatility (ticker: MRNA) using generalized autoregressive conditional heteroskedacity(GARCH). I was inspired by a…
Tag: Data Science
Imputing Time Series Missing Values
Today, let’s see how different missing value impute methods stack up for various types of time series. It was inspired…
Berlin Temperatures 2009-2019
Extreme temperature is an increasingly important topic to understand. As Berlin is my home, it would be great to visualize…
Going Bananas
Today, we’ll predict (in-sample) and forecast (out-of-sample) banana prices using time series data from January 1, 1990 through July 1,…
Building a Value-Weighted Telehealth Index
Telehealth – remote care delivery, patient monitoring, and education / engagement via a broad range of digital technologies such as…
Simulating Netflix Equity Price and Returns
In the coming weeks, we’ll focus on some super-fun time-series data, including accessing and working with time-indexed data and building…
Berlin’s Airbnb Market & Venue Clusters by Neighborhood
As one of Europe’s fastest-growing economies, Berlin has quickly grown into a tourism and residential real estate magnet. Imagine a…
Mapping, Segmenting, and Clustering Brooklyn’s Neighborhoods
Imagine you’re a retailer, restaurant, bar, or salon looking for the best spot for a new location in Brooklyn. Or,…
Cancer Cell Samples: 4 Classification Models
What is the likelihood that a patient’s cancer is malignant? Today, we’ll look into this question. We’ll optimize, train, make…
KNN, Decision Tree, SVM, and Logistic Regression Classifiers to Predict Loan Status
Hi Crawbears, Today, we’ll look into the question: Will a new bank customer default on his or her loan? We’ll…
Multivariate Linear & Polynomial Models to Predict Home Price
Hi Crawbears, Are you getting a fair value for your home? Let’s think about this question by working with a…
Predicting Whether You’ve Smoked 100 Cigarettes: a Marginal Logistic Model
Hi Crawbears, Last time, we constructed linear models, including OLS, marginal, and multilevel, with the NHANES national health and nutrition…
Marginal & Multilevel Linear Models
Hi Crawbears, In a previous post, we dug into the NHANES national health and nutrition data set to answer some…
Bayesian Simulation
Hi Crawbears, In a previous post, we applied chained Bayesian logic to interpret a positive COVID-19 test result. We’ve also…
Chained Bayesian: Interpreting a Positive COVID-19 Test Result
Hi Crawbears, Bayesian logic can be used to compute probabilities in your daily life. It makes your subjective belief (prior…
Exploring & Visualizing Gapminder
Hi Crawbears, In my previous analysis of the NBA 3 Pointer’s dramatic evolution, I walked through data subsetting, time series…
Simulating the Effects of Non-Representative Sampling and Sample Size
What I find exhilarating about constructing Python simulations is that they can bring to life concepts and frameworks of how…
Detlef Schrempf in the 3 Point Era
Following my analysis The NBA 3 Pointer’s Staggering Rise, a reader asked how Detlef Schrempf stacks up. As Schrempf is one…
The NBA 3-Pointer’s Staggering Rise
Today’s NBA game is, in many ways, unrecognizable from it’s mid-90s self. One of the most prominent shifts has been…
Danae & Shaelo on Strawberry Summit
Hi Crawbears, For Crawstat’s inaugural post, I built a fun, basic simulation with Python that you could try yourself. A…
Welcome to Crawstat!
Hi Crawbears, Does data make your heart beat faster? Do you get a thrill out of building statistical models and…