I've been a bit busy lately with a few big things, however, I wanted to stop by and mention a fantastic book for those who have been following along the R examples. Anyone who's followed my blog knows that I'm big on practical books with examples. There are also three main open source tools I've discussed with regards to prototyping trading systems: Weka, Python, and R. Of the three tools mentioned, I've been able to recommend Witten and Frank's book on Data Mining for Weka, and Stephen Marsland's book on Machine Learning as the Python bible for hands on Machine Learning. Well now, I can thankfully complete the trinity, with Luis Torgo's new book, 'Data Mining with R, Learning with Case Studies.'
Both R novices and experts will find this a great reference for Data Mining. The opening chapter has a useful intro to get you started on R (Factors, Vectors, and Data Frames, as well as other useful objects are covered with examples). Additional chapters cover both classification and regression type prediction schemes.
The most useful chapter to readers here, however, is the chapter on 'Predicting Stock Market Returns.' Many of the readers who have been looking for example scripts on some of the topics I've covered, will find them here. Not only is gathering and processing data (CSV, quantmod and yahoo finance, and MySQL) well covered, but various prediction and evaluation schemes (cross validation, sliding and growing windows, PerformanceAnalytics package) are discussed along with access to the author's code. Many topics I haven't discussed yet are available here as well, including MARS (Multivariate Adaptive Regression Splines), SVMs, and various validation techniques along with handy tabulation of results. Having read a previous draft, I'm still working into the examples, and welcome any feedback and thoughts I can address.
The book can be accessed via the amazon book showcase on the right and instructions for R code access are available in the book.
2 days ago
Awesome, I'll be checking that out!
ReplyDeleteSuper cool!
ReplyDeleteGood to see you posting again too.
As author of the book I'm very happy that you are enjoying the it! I just wanted to add a few words on the associated book R package. Unfortunately, the package is still not available through CRAN for easy installation in R. I'm doing all my best to solve this temporary problem as soon as possible. In between I plan to have it available for download and "manual" installation at the book Web page, no later than the end of this week. I'm sorry for any inconvenience this delay might be causing to the book readers.
ReplyDeletePlease feel free to send me an email with any comments/remarks on the book.
Best regards,
Luis Torgo
Great to see you posting again. Definitely will check the book.
ReplyDeleteBest regards
Anton
Just a short follow-up with respect to my previous post to let you know that the book R package is already available at the R CRAN respositories and can thus be installed as any other package.
ReplyDeleteBest regards,
Luis Torgo
Luis,
ReplyDeleteThank you for stopping by and posting the updated information. I look forward to working with the package.
IT
I'm looking forward to reading the rest of the book but I have to say the start is very frustrating. The book talks about beginning R and beginning mySQL, which is fine. But try to use and install RMySQL (referred to on page 2) to connect them has been nothing buy hours of chasing information which is less than helpful. No binaries. Something about Rtools, which you install and then ...what? Very frustrating.
ReplyDeleteHi anon,
ReplyDeleteI haven't specifically tested the RSQL interface yet, but you might want to directly contact the author for more specifics.
Thanks for letting me know and please let me know if you get it resolved. You can also try to get help from the nabble R forum, there are many experienced users there.
IT