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Holger K. von Jouanne-Diedrich
Works at University of Applied Sciences Aschaffenburg
Attended University of St. Gallen
Lived in Hamburg
1,992 followers|162,703 views
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This is the best interactive demonstration of the K-means algorithm that I have ever seen
WHAT IS IT? Often, when we have data about a large set of objects, we want to identify groups of similar objects within that set. For example, if we have many news articles, we may want to identify groups of articles that all have the same topic. In statistics, this task is called “cluster ...
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Please help me answer this one - Thank you!
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Current Data Science & BI: Salary & Skills Report free today
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Fascinating! (I mean this special effect, the movie... well, I wasn't impressed)
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By Andrie de Vries At around 5pm (British Standard Time) on July 22, 2015, the total question count for R questions on StackOverflow went past the significant milestone of 100,000. I was curious to know more about the pattern of growth of questions. Fortunately it is easy to use StackOverflow itself to create a query that produces data about usage. You can do this by creating a SQL query on the StackExchange data explorer. My query, R Trends (# Q...
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My latest question - please help me answer it - Thank you!
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Just replicated the following paper which implements an artificial stock market by means of multi-agent simulation: http://www.uni-bamberg.de/fileadmin/uni/fakultaeten/sowi_lehrstuehle/vwl_finanzwissenschaft/Forschung/BERG/Nr.61_F.Westerhoff.pdf

There are two types of traders: technical and fundamental traders who interact in two ways: They trade through the stock exchange and they talk to each other so that they can see which strategy is superior. This raises their propensity to reconsider their trading style. It is interesting to see the dynamics of the market: That e.g. technical tradings (basically trend followers or momentum traders) destabilize the market while fundamental traders stabilize it by their rebalancing (=contrarian) behavior.

What is also interesting to see is that many well known stylized facts can be reproduced like excess volatility, volatility clustering, fat tails, no autocorrelation in returns but significant autocorrelation in absolute returns.

I used NetLogo to run the model which was controlled by R (through the excellent RNetLogo package) so that I could use the full power or R to analyze and plot the resulting data.

That was fun! I always wanted to have something like that :-)

(...but the real work starts now!)
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Thank you +Richard Green ! I added +Neil Carvin  to my circles :-)
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I just found another Fields medalist active on #mathoverflow :

http://mathoverflow.net/users/38566/martin-hairer

(or just found out now, after other people already knew...)
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My latest question on Quant.SE - please help me answer it - Thank you
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╲\╭┓ 
╭★ ╯ ★  ♥  ★ 
┗╯\╲ Wuppertal Schwebebahn Germany's Hanging Train
Wuppertal Schwebebahn or Wuppertal Floating Tram is a suspension railway in Wuppertal, Germany. It is the oldest electric elevated railway with hanging cars in the world and an almost unique system.
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People
Have him in circles
1,992 people
WIRED's profile photo
ajit bairagi's profile photo
Gio Miqeladze's profile photo
Sri Soraya's profile photo
Trudy Gunderson's profile photo
Shirley Green's profile photo
Series Move's profile photo
Naval Arora's profile photo
Enago Germany's profile photo
Work
Occupation
Professor
Employment
  • University of Applied Sciences Aschaffenburg
    Professor, present
  • Atos
    Executive Director
  • Siemens
    Principal Management Consultant
  • Lufthansa
    Product Manager
  • Skandinaviska Enskilda Banken
Places
Map of the places this user has livedMap of the places this user has livedMap of the places this user has lived
Previously
Hamburg - Aschaffenburg - St. Gallen - London - Frankfurt - München
Story
Introduction
"Reality is that which, when you stop believing in it, doesn't go away."
Philip K. Dick

"I have always imagined that paradise will be some kind of library"
Jorge Luis Borges

If it seems too good to be true, it probably is.
Education
  • University of St. Gallen
    Ph.D. (Dr. oec.)
  • University of Cambridge
    English
  • University of Hamburg
    Business Administration
Basic Information
Gender
Male
Birthday
March 29
Other names
vonjd
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  • MARVEL Contest of Champions