morning snapshot | 31 july 2010

July 31, 2010
  • Just discovered mathbin
  • Student t-distribution instead of Gaussian in loss function for small-sample regression scenarios
  • http://kaggle.com/informs2010 – INFORMS Data mining contest – predicting short-term movements in stock prices (testing short-term market efficiency ?). 5-minute-sampled 6k-entries dataset. Total of 609 columns representing (open/high/low/last_price) for each stock in 5-min window.
  • http://i2pi.com/rez/ml_talk/ml_demo.R – quick demonstration of several ML techiques in R
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