1. The document outlines an agenda for a web data mining meetup with topics including natural language processing, R programming for data analysis, and statistical modeling techniques like CAPM and cointegration analysis. 2. Statistical concepts discussed include signal-to-noise ratio, hypothesis testing, and analyzing the probability distribution of random variables exceeding certain thresholds. 3. Contact information is provided for the organizer of the meetup and links to related meetup groups and resources.

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

2. AGENDA
1
2
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4
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5
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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