I gave a presentation on a holistic approach to ratemaking using predictive models yesterday to the Lebanese Insurance Association (ACAL, the acronym for the association in French). Over a hundred people attended, and there certainly seemed to be interest in the topic. A common response though was that Lebanon isn’t yet ready for that, because …
Category archives: regression
Don’t use Altman’s Z-score for managing a turnaround
I attended workshop presented by the famous credit analyst and model builder, Professor Edward Altman. He is probably most famous for the invention of the seemingly immortal Z score, which is still in use 40 years after its creation in 1968. During the workshop, Professor Altman recounted a story about how a company managed themselves …
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Directors’ Dealings – Information, Noise and the role of Randomness
I was reading an article about the directors of Imperial and Steinhoff purchasing shares in their respective companies. Steinhoff directors made the news when the CEO originally used Single Stock Futures to gear his exposure to a significant position in the company. (This position has since been converted into a direct position with about the …
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Additional Analysis of SEOmoz web popularity data
SEOmoz.org provide some great resources on search engine optimisation (“SEO”). Recently, they performed a really interesting analysis comparing actual site traffic for 25 sites that volunteered their data against indicators from a range of competitive intelligence metrics from sources such as Google PageRank, Technorati Rank, Alexa Rank and SEOmoz.org’s very own Page Strength Tool. The …
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