Estimation, prediction, and evaluation of logistic regression models

I provide an introduction to using logistic regression for prediction (binary classification) using the Titanic data competition from www.Kaggle.com as an example. I use models to predict in missing data, estimate a logistic regression model on a training data set, and use the estimated model to predict survival on a test data set. The video covers just about everything you need to know to estimate, predict, and evaluate logistic regression models in R.

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Estimation and simulation of the geometric Ornstein-Uhlenbeck process

The Ornstein-Uhlenbeck process is mean reverting process commonly used to model commodity prices. I demonstrate how to estimate the process using a set of price data and provide a function for simulation.