Does my stock trading strategy work?
I recently realized that I have a certain habit when it comes to stock trading even though I used to tell myself that “every trading strategy is useless because the …
Some informations
About the Author
Curriculum vitae
Heiko Wagner
Bonn
Hello and Welcome at thebigdatablog.com. My name is Heiko Wagner and this Website is about stuff which is somewhat related to my research. However, this website has a different focus. While my research is mostly about theoretical properties of various estimators, this website is focussed on implementation details, in particular if we are facing a large amount of data. Beside I also want to present different projects I carried out in my spare time to a larger audience.
Publications:
- Heiko Wagner and Alois Kneip “Nonparametric Registration to Low-Dimensional Functionspaces” published in Computational statistics & data analysis 2019, Vol. 138, 49-63. R Code
- Maria Grith, Heiko Wagner, Wolfgang K. Härdle and Alois Kneip “Functional Principal Component Analysis for Derivatives of Multidimensional Curves” published in Statistica Sinica 2018 Vol. 28, 2469-2496. Matlab Code
- Dominik Poß and Heiko Wagner “Analysis of juggling data: Registering data to principal components to explain amplitude variation” published in the Electronic Journal of Statistics 2014, Vol. 8, No. 2, 1825-1834.
Coding Skills:
Matlab, R, SQL, PL/SQL, Oracle Apex , C++, Java, JavaScript, Pascal, PHP, CSS, Unity3d, Cuda and others
Conference Participations:
- CMStatistics 2016, Sevilla Spain, Dec 2016
- Annual Meeting of the SSC 13, Edmonton Canada, May 2013
- CTW: Statistics of Time Warpings and Phase Variations, Columbus USA, Nov 2012
- Workshop on Neuroeconomics at CENs, Bonn Germany, 2010
Peer-Reviewed Journal Articles:
- Biometrics, 2019, 2020
Notable non scientific projects:
- Engineering, Programming: Tunisian “Wahl-O-Mat” tunivote.net (PHP, MySQL, Javascript, Ajax)
- Idea, Engineering, Programming: add-ons.de (PHP,MySQL)
- Engineering, Programming: Exams database for statistic department Bonn (Oracle, Apex, PL/SQL)
Reccomandations by the author
Books i like
The Elements of Statistical Learning
This book gives a good overview at various machine learning techniques. It lacks of a deeper theoretical foundation and proofs, but can be considered as the best entry point for beginners.
Introductory Real Analysis
Still my favorite math book. This book requires no prior knowledge and is a very good introduction of the underling basic concepts that eventually lead to probability theory.
Markov Chains
A clear and mathematically exact introduction to markov chains.
Functional Data Analysis
An excellent and fun to read introduction into the field of functional data analysis. Lack of proofs and a deeper theoretical foundation, also perhaps a bit outdated, but still one of the best books to start with.recently added
Latest Articles
Estimating the extrema of noisy curves and optimization using spline surface approximation
Estimating maxima and minima of a noisy curve turns out to be very hard and to a large part is still an open question. In this blog post we will discover some strategies …
A WordPress Plugin to embed raw.githubusercontent
Working at my post about the dask cluster, I realized that the code snippets presented in the post will eventually change in my GitHub Repo. I wanted to avoid having …