B**W
发帖数: 2273 | 1 For some people, snowflakes falling from the sky on Christmas may actually
satisfy your requirement of a white Christmas. However, did you know the
National Climatic Data Center (NCDC) has actually come up with a standard
definition that the forecast map above is based on? A white Christmas is
defined as having one inch of snow on the ground on Christmas morning. No
snow actually has to fall on Christmas Day.
Areas shaded white on the map above are most likely to see a white Christmas
. A white ... 阅读全帖 |
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a*********a
发帖数: 3656 | 2 it would be wrong for me to say or preview in this legislative chamber how I
would cast my vote on questions the Supreme Court may be called upon to
decide. Were I to rehearse here what I would say and how I would reason on
such questions, I would act injudiciously.
Judges in our system are bound to decide concrete cases, not abstract issues
; each case is based on particular facts and its decision should turn on
those facts and the governing law, stated and explained in light of the
particular ... 阅读全帖 |
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u****d
发帖数: 2578 | 3 Goldman Says China Stocks Remain ‘Bright Spot,’ Lifts Forecasts
Share | Email | Print | A A A
By Hanny Wan
Aug. 31 (Bloomberg) -- China stocks remain “a bright spot” among global
equities because of its strong growth potential, Goldman Sachs Group Inc.
said.
Goldman Sachs set its targets for the Hang Seng China Enterprises Index at
16,800 and CSI 300 Index at 4,300 for end- 2010, according to a research
note today.
“We think the market concerns about a near-term ‘exit strategy’ appear
premature |
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J**Z
发帖数: 72 | 4 Industry: financial service
Location: Greater Chicago Area.
Visa: Green Card Sponsored
要求: ( Sorry: NO fresh gradulate)
- MUST HAVE 1+ years of forecasting experience;
- MUST HAVE 2+ years of professional experience with a strong background in
data and financial analysis and statistical modeling;
- A Master’s degree in Economics, Mathematics, Statistics, Operations
Research, Business Administration, or other quantitative analysis degree is
a must.
- Strong SAS, SQL & Excel skills are required.
I... 阅读全帖 |
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J**Z
发帖数: 72 | 5 ndustry: financial service
Location: Greater Chicago Area.
Visa: Green Card Sponsored
Skills:
- MUST HAVE 1+ years of forecasting experience;
- Minimum 3 years of professional experience with a strong background in
data and financial analysis and statistical modeling;
- Master degree in Statistics,Mathematics, Operations
Research, Business Administration, or other quantitative analysis degree is
a must.
- Strong SAS, SQL & Excel skills are required.
- Title/Comp based on working experience & edu... 阅读全帖 |
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a*****n
发帖数: 14370 | 6 Net income was $416 million, or 91 cents a share — up from $384 million, or
85 cents a share, a year earlier.
Revenue rose 36 percent to $12.95 billion, but analysts had forecast $13.
01 billion. |
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J**Z
发帖数: 72 | 7 Industry: financial service
Location: Greater Chicago Area.
Visa: Green Card Sponsored
要求: ( Sorry: NO fresh graduate)
- MUST HAVE 1+ years of forecasting experience;
- MUST HAVE 2+ years of professional experience with a strong background in
data and financial analysis and statistical modeling;
- A Master’s degree in Economics, Mathematics, Statistics, Operations
Research, Business Administration, or other quantitative analysis degree is
a must.
- Strong SAS, SQL & Excel skills are required.
- ... 阅读全帖 |
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J**Z
发帖数: 72 | 8 ndustry: financial service
Location: Greater Chicago Area.
Visa: Green Card Sponsored
Skills:
- MUST HAVE 1+ years of forecasting experience;
- Minimum 3 years of professional experience with a strong background in
data and financial analysis and statistical modeling;
- Master degree in Statistics,Mathematics, Operations
Research, Business Administration, or other quantitative analysis degree is
a must.
- Strong SAS, SQL & Excel skills are required.
- Title/Comp based on working experience & edu... 阅读全帖 |
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g********k
发帖数: 838 | 9 我在准备下周面试，主要是做forecasting的，之前学过一些方法，不过不系统。
网上搜了些，不过也不是特别明白。主要idea就是利用history data做分析，对吧？有
没有别的方法呢？谢啦 |
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c*******r
发帖数: 610 | 10 你说什么forecasting啊？Prediction? |
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g********k
发帖数: 838 | 11 不一样吗，我感觉forecast和prediction是一个东东。。。 |
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g********k
发帖数: 838 | 12 对，我的问题也是想请教forecast的系统方法，分类（classification）用的不多。
我好好复习下time series和regression。 |
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t********a
发帖数: 423 | 13 用朋友ID发的。
我team招人，各个level，director，manager iii，manager ii，在Irvine CA。需要
credit risk modeling experience，loss forecasting and modeling analytics in
general。公司不sponsor，所以需要有绿卡。有兴趣的朋友可以email你的resume到邮
箱 [email protected]
/* */。谢谢 |
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Y*****o
发帖数: 1173 | 14 Visa dropped 4.4 percent. The world’s largest payments network said revenue
for the accounting year ending Sept. 30 may climb 9 percent to 10 percent
from a year earlier. That’s lower than an April forecast of 10 percent to
11 percent.
-------------
5 years ago, all visas/masters in my wallet. Now almost all amex. |
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w*******o
发帖数: 6125 | 15 S&P 500 forecast(update to Sept 9,2010)
Current: 1104
3 months: 1160 (by the end of 2010?)
6 months: 1200
12 months: 1250 |
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z**k
发帖数: 945 | 17 BTU may go to $14 based on earning forecast of .20 to .45 a share next
quarter
all coal stocks may soon begin another round of slide
JRCC and ANR may go bankruptcy
Target date to the beginning of winter this year
大家有何高见 |
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g****t
发帖数: 31659 | 19 大盘10天或者1天forecast的range,以及这个range每100天差几天，
其实是有数的。
现在各大银行和监管机构，这种预测在什么水平线，比较具体的资料
网上其实也有。我是很晚才知道这件事，看了看，确实比自己的forcast
强一些。
我现在感觉炒股还是要和标准水平的预测比。
FA的如果预测比华尔街consenus estimation 的earning,profit差，
那多半就还要学习公司财务什么的。
TA的如果1天,10天的range大盘预测差很多，那可能就还是需要读书学习
TA。
个人炒股，如果赢不了行业标准水平，那长时间下来会收敛的。
散户的优势在单笔交易里面很大，但是时间长了，和机构比起来优势就小了。
一来钱多了，二来多次累积的成交量大了。
以上只是个人感想。不喜勿碰。 |
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B****n
发帖数: 1404 | 21 http://www.mlive.com/business/index.ssf/2009/11/economists_predict_michigans_r.html
DETROIT -- Michigan's nearly decade-long string of job losses will continue
for at least 18 more months when a recovery will start to take hold,
University of Michigan economists predict.
After losing 283,000 jobs this year -- the most in at least 70 years --the
state will shed 85,000 jobs next year and lose another 36,000 jobs in 2011,
according to a forecast released Friday by U-M economists George Fulton,
Joan |
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G****a
发帖数: 10208 | 22 Employers added a disappointing 148,000 jobs in September, extending a
summer slowdown in payroll growth.
The unemployment rate fell to 7.2% from 7.3%, the Labor Department said
Tuesday.
The closely-watched survey was scheduled to be released Oct. 4, but was
delayed by the federal government shutdown.
Economists' consensus forecast had estimated that 180,000 jobs were added
last month.
Businesses added just 126,000 jobs, while federal, state and local
governments added 22,000. Professional and b... 阅读全帖 |
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d*2
发帖数: 2053 | 23 http://news.yahoo.com/s/nm/20110131/bs_nm/us_intel
NEW YORK (Reuters) – Intel Corp cut its first quarter revenue forecast by $
300 million on Monday due to the costs associated with correcting a design
flaw it discovered in one of its chips.
Intel said it has stopped shipments of the chip and has implemented a fix.
It will begin delivering an updated version of the chip to customers in late
February. Total cost to repair and replace the chip is expected to be
around $700 million, it said.
(Repor... 阅读全帖 |
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S********e
发帖数: 620 | 24 [the Washington Post]
Various real estate entities have weighed in with their prognostications for
the 2017 housing market. Most observers expect home sales and prices to
moderate in the coming year. They say suburbs will make a comeback while the
days of low mortgage rates are over.
Of course, a lot depends on the actions of the new administration. Although
President-elect Donald Trump said little about housing during the campaign,
some of the issues he highlighted will have an effect on the re... 阅读全帖 |
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h*********e
发帖数: 6226 | 25 http://news.yahoo.com/forecasters-drought-may-persist-another-2
SAN ANTONIO (AP) — The drought that has turned Texas and parts of the
Plains into a parched moonscape of cracked earth could persist into next
year, prolonging the misery of farmers and ranchers who have endured a dry
spell that is now expected to be the state's worst since the 1950s. |
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h*********e
发帖数: 6226 | 26 No relief in sight for Texas heat and drought
http://news.yahoo.com/no-relief-sight-texas-heat-drought-181251
WASHINGTON (Reuters) - The nation's triple digit heat wave -- which hit its
34th day on Friday -- could last until the end of August, while extensive
drought in and around Texas may last into October, forecasters said. |
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a*****o
发帖数: 45 | 28 我刚毕业上班，在一家上市科技公司做Financial Analyst，老板布置的第一个任务是
让我建一个forecast model for outstanding shares. 公司除了给管理高层发option
外，还给员工发restricted share units。
请问前辈们有谁知道的，能指点一下么？我以前没接触过，压力很大。多谢了！！！ |
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a*****o
发帖数: 45 | 29 Can you explain it a bit in details?
We have RSU vesting schedule from HR, might be able to pull out Option
exercised data from a third party database, called equity edge.
So far we have quarterly data in last two years and need to forecast trend
in next five years.
Thanks a lot for replying!!!!! |
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d*********e
发帖数: 3835 | 31 Rolls Royce is predicting a near-term recovery of the civil helicopter
market and is confident of long-term growth over the next 10 years.
Presenting the company's 10 year forecast at the Heli-Expo exhibition in
Houston, Rolls-Royce Helicopter Engines president Ken Roberts said the
underlying requirement to replace the aging airframes in use today would
supplement demand for helicopters in the civil market.
"In recent years the OEMs have been running a full capacity. There has
definitely been a |
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l********e
发帖数: 349 | 32 【 以下文字转载自 Quant 讨论区 】
发信人: liangstone (stone), 信区: Quant
标 题: 求助：HEDGE FUND RETURN FORECAST
发信站: BBS 未名空间站 (Tue Jul 27 23:44:20 2010, 美东)
在做一个HEDGE FUND ASSET ALLOCATION（STRATEGIC)的项目，看了些PAPER，但是对于
用什么方法做RETURN DISTRIBUTION的预测没有拿定主意。 有经验的能给说说吗？谢谢
。 |
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c****s
发帖数: 63 | 33 很像求教几本关于对finance的数据进行分析的方面的书。最好是关于
“To determine the appropriate forecasting method, predictor variables and
statistical model validation techniques” 现在在找工作，觉得这方面还是有些糊
涂。如果大家觉得有比较好理解的，或者讲解比较透彻的那种，能否推荐一下。万分感
谢！！ |
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h******s
发帖数: 11 | 34 Forecasting interest rates volatilities by GARCH (1,1) and stochastic
volatility models
期刊 Statistical Papers
出版社 Springer Berlin / Heidelberg
ISSN 0932-5026 (Print) 1613-9798 (Online)
期 Volume 41, Number 4 / 2000年10月
5*******[email protected]
thanks |
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l********e
发帖数: 349 | 35 not easy to make a reasonable forecast, or might be just mission impossible.
Individual fund is totally unpredicable, however, you may do something about
the style index.
hedge
is
the |
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z****g
发帖数: 1978 | 36 For hedge fund, factor model makes sense.
For forecasting, you need to understand the source of their profit, which is
actually an important part in hedge due diligence.
Factor model based on investment style, asset, market, sector and currency
makes whole lot of sense. Academic papers focus more on the extreme behavior
of their returns, which directly contributes to the maximum drawdown. Hedge fund's
return distribution is highly asymmetric and skewed, hence portfolio allocation for
hedge fund |
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h******5
发帖数: 58 | 37 最简单的话就sticky strike 或sticky delta。short term vol还是比较有粘性的。不
知道你要forecast的时间区间是多长？
另，你的数据是免费的还是买的？买的话价格是多少，哪个vendor？
有过去几年的股票价格，间隔是5分钟。每天的最后一个数据跟第二天的第一数据总有
个明显的gap。这种数据预测volatility用什么模型比较好？我想到的是garch。但是一
般ga........ |
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w********5
发帖数: 54 | 38 【 以下文字转载自 Statistics 讨论区 】
发信人: wuming2015 (wuming2015), 信区: Statistics
标 题: 问个time series forecasting的问题
发信站: BBS 未名空间站 (Sat Jun 27 21:56:08 2015, 美东)
有两个时间序列，一个是股票daily价格，一个是未知来源的数据（也是daily）。两个
序列长度一样，怎么判断这个未知来源的数据对股票价格有预测作用？
假设做一个简单的regression，需要把两个时间序列的trend去掉吗？ |
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v*******g
发帖数: 334 | 39 谁有Brockwell的Introduction to Time Series and Forecasting, 2ed (2002)的连习
题答案？谢谢了。 |
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x******e
发帖数: 1428 | 40 那个holt winters seasonal forecasting的推导公式是：
a(i+1) = 0.01*(Y(i+1)-c(i-11))+0.99*(a(i)+b(i));
b(i+1) = 0.13*(a(i+1)-a(i))+0.87*b(i);
c(i+1)=(Y(i+1)-a(i+1));
EY(i+1)=a(i)+b(i)+c(i+1);
想问一下初值应该取什么？
我们学的是introduction to time series 一书，上面给的是
a(13)=Y(13);
b(13)=(Y(13)-Y(1))/12;
for i=1:13
c(i)=Y(i)-(Y(1)+b(13)*(i-1));
但是我觉得这种初值给法是错的，拿matlab编完程序算完果然就是错的,而且seasonal
得变量c应该c1加到c12等于0的（假设周期是12）。在网上搜索了很多也没搜到
谁知道呢，谢谢了 |
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EA
发帖数: 3965 | 41 Sales
Aug '08 1250
Sep '08 965
Oct '08 838
Nov '08 747
Dec '08 895
Jan '09 657
Feb '09 689
Mar '09 858
Apr '09 820
May '09 926
Jun '09 860
Jul '09 998
Aug '09 1262
Sep '09 ?
I am not very familar with Time series, can I just use moving average? how
to get Sep '09 forecast? |
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q**j
发帖数: 10612 | 43 这个logistics forecasting和logistics regression是什么关系呢？ |
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S****h
发帖数: 558 | 44 well. Too bad I did not get an offer in amazon supply chain. Or do you mean I can late go into places like
Amazon supply chain? What would you think about the future for a smaller company that gave me the offer?
BTW:
I have some statistics classes. I know finance fairly well though. And I am good at programming. I am actually
inclined for finance. But I just like the people I met in the company doing logistic forecasting and their VP
pitched a very bright picture. I am just wondering ho... 阅读全帖 |
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d*******y
发帖数: 1154 | 45 看你个人兴趣了。
如果去金融公司能做到programmer以上的话那当然很好。
去物流肯定能用到analytic的东西，不只是做coder这么简单，个人觉得更有挑战性。
mean I can late go into places like
company that gave me the offer?
am good at programming. I am actually
doing logistic forecasting and their VP |
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j*******e
发帖数: 39 | 46 和把他们独立出来做模型，分别forecast比，是不是会提高准确率呢？这个答案对这两
个time series的correlation有要求吗？比如如果他们的correlation为0或者1的时候
，好像就不会提高？
谢谢 |
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X*****O
发帖数: 78 | 47 在做一个SKU Unit的time series monthly forecasting project，用了Winters,
Exponential Smoothing, ARIMA等model之后，效果不怎么样，R-square在0.5左右，
MAPE也较高。明显model不fit...请版上大牛指教在建model过程中是哪里出了问题，多
谢多谢 |
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b*****d
发帖数: 7166 | 48 【 以下文字转载自 Quant 讨论区 】
发信人: biokold (kold), 信区: Quant
标 题: volatility forecasting的问题
发信站: BBS 未名空间站 (Sun May 18 16:05:14 2014, 美东)
有过去几年的股票价格，间隔是5分钟。每天的最后一个数据跟第二天的第一数据总有
个明显的gap。这种数据预测volatility用什么模型比较好？
我想到的是garch。但是一般garch的时间间隔是固定的。那是不是只用每天的最后一个
价格做daily price去算.但是这样大量的intra day数据就没有用了。特别是在某些天
中间会有jump发生。如果只取一个daily price就会丢掉很多信息。
另一个问题是如果数据基本是pure jump process，就是大多时候是常数，中间有随机
的jump。这种数据用什么方法分析比较好？或者有连续几天数据丢失，发生若干次，这种
情况怎么处理好？
有没有这方面的书或是文章推荐一下？我手上只有Tsay，但书里只讲基本方法。谢谢。 |
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p*******4
发帖数: 12 | 49 【 以下文字转载自 DataSciences 讨论区 】
发信人: majiaaaa (别问我是谁), 信区: DataSciences
标 题: Re: 问个time series forecasting的问题 (转载)
发信站: BBS 未名空间站 (Wed Jul 1 01:40:14 2015, 美东)
真服了你们这帮学统计的
本来很简单的东西
非得造出一堆没用的名词
要不是有 WIKI 在
还不得把你们敬成神了 |
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