1. .
.
+WEB (Tokyo.Webmining #9)
2011/01/23

2. AGENDA
1
2
.
3
4
.
5
.
.
.

3. ID : yokkuns
:
: Web
http://twitter.com/yokkuns
/ /
NLP/ / /
C/C++/Perl/Ruby/PHP/R/JS/JAVA/Android

4. - 1
R Tokyo.R
http://groups.google.co.jp/group/r-study-tokyo

5. - 2
http://groups.google.co.jp/group/grinning-math

6. 1
:
:
CAPM
= +

7. 2
0

8. 3

9. 1
2
.
3
.
.

10. 2

12. cov(r A , r B )
d(A, B) = |ρ| = √
var(r A )var(r B )

14. yt = yt + yt
zt = zt + zt
yt = γ× zt
γ

15. r A − γr B = (r − γr )
A B
+(r − γr )
A B
rp = rp

16. r A − γr B = (r A − γr B )
+(r A − γr B )
rp = rp + rp
rp

17. :
:
p = p + p

18. S/N
σ
SNR =
σ ,t

19. &&

20. -
∆ −∆
T
= 2T∆P(X ≥ ∆)
∆P(X ≥ ∆) ∆

21. -
∆
∆
∆

22. R

23. R

24. R

25. 15

26. 30

27. 60

28. I
II
( )
(
)
R