BzST | Business Analytics, Statistics, Teaching
A blog by Prof. Galit Shmueli
Showing posts with label
performance metrics
.
Show all posts
Showing posts with label
performance metrics
.
Show all posts
Saturday, September 04, 2010
Forecasting stock prices? The new INFORMS competition
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Image from www.lumaxart.com The 2010 INFORMS Data Mining Contest is underway. This time the goal is to predict 5-minute stock prices. Th...
Tuesday, March 10, 2009
What R-squared is (and is not)
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R-squared (aka "coefficient of determination", or for short, R 2 ) is a popular measure used in linear regression to assess the st...
Tuesday, October 07, 2008
Sensitivity, specificity, false positive and false negative rates
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I recently had an interesting discussion with a few colleagues in Korea regarding the definition of false positive and false negative rates ...
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