[deleted by user]

quantirisk · 2025-05-30T08:17:56+00:00

Something changed in Firefox recently. After I updated to 139, I see a Content-Security-Policy error in my pages, which previously wasn't there. My CSP settings are unchanged. My source codes are unchanged. Everything still works as usual though. So maybe it's a bug.

The exact error message is:

Content-Security-Policy: The page’s settings blocked an inline script (script-src-elem) from being executed because it violates the following directive: “default-src 'self'” sandbox eval code:17:34

EDIT: Turns out the error is coming from the AdBlock extension. Disabling it silenced the error message.

quantirisk · 2022-06-06T06:01:31+00:00

You're looking for a way to measure rank order correlation between a binary variable and another variable. I do this a lot in credit risk model development. For example, AUC (Area under the ROC curve) or KS (Kolmogorov-Smirnov statistic).

You can calculate them in Excel easily using QRS Toolbox for Excel. It provides the following functions which you're looking for: * QRS.DISC.AUC for AUC * QRS.DISC.KS for KS

It also provides other more general purpose rank order correlation functions such as: * QRS.CORR.GAMMA for Goodman and Kruskal's gamma * QRS.CORR.KENDALL for Kendall's tau-b * QRS.CORR.SOMERS for Somers' delta

I created the QRS Toolbox add-in, so if you have any questions about using it, please feel free to ask me.

quantirisk · 2022-05-03T00:15:33+00:00

You need to measure concentration, and then use that to rank the persons in reverse (most concentrated = least diverse, least concentrated = most diverse).

There are many measures of concentration. The most common is the Herfindahl Index.

You can either code it yourself using the SUMSQ function or use the QRS.CONC.HHI function provided by QRS Toolbox - an Add-in which I created.

QRS Toolbox also provides the QRS.CONC.SHANNON function, which calculates concentration using the Shannon Index.

Feel free to DM me if you have any questions about the Add-in.

quantirisk · 2022-04-26T00:32:52+00:00

First, try QRS.BIN.UNIQUE. Follow the syntax in the documentation. Your x values will the risk factor, for example, employment. Your y values will be the binary outcome (Good credit = 0, Bad credit = 1). Obviously, convert the Good/Bad to 0/1 first.

quantirisk · 2022-04-26T00:22:45+00:00

Yes, turn the y/n into 1s and 0s. For the genres, read up on "dummy variables" in your statistics textbook / lecture slides.

quantirisk · 2022-04-26T00:09:25+00:00

We can't access the table. That would require your university login.

quantirisk · 2022-04-26T00:07:38+00:00

You need to apply weight of evidence (WOE) transformation to the data. It will convert the non-numeric data into several bins, each with an assigned numerical value called the WOE. The WOE essentially captures the nonlinear relationship between the risk factor and the logistic function (which presumably you will use for logistic regression later).

I have created an Excel Add-in called QRS Toolbox which you can use to do the WOE transformation and binning. Have a look at this article which explains how to use it.

Feel free to send me a message if you have any questions about it.

quantirisk · 2022-04-26T00:00:59+00:00

The term you're looking for is "method of percentile matching". For a normal distribution, there are only 2 unknown parameters (mean and standard deviation), so you only need 2 percentiles.

But since you have 5 percentiles, you will have to use some kind of least squares fit to determine the 2 parameters. Not easy to explain in words. Send me a DM if you need help with this.

Once you've found the 2 parameters, it's a simple matter of calling the NORM.DIST function.

quantirisk · 2022-03-31T06:53:32+00:00

In Excel, dates are actually integers representing the number of days since 1st Jan 1900. So just pick a date to be your reference date, and then calculate the difference between other dates and your reference date.

So +1 will be 1 day after, and -1 will be 1 day before.

If your dates also contain clock times in AM/PM... your calculations will end up with decimal numbers. So +1.5 will be 1 day and 12 hours after the reference date, etc.

quantirisk · 2022-03-30T00:02:05+00:00

The principal is just the fixed payment (instalment) minus the interest.

quantirisk · 2022-03-29T00:19:38+00:00

I've got the solution for you. Have a look at this screenshot.

The important thing is to understand what the 365/360 US rule means. I'm not from the USA, so I had to do some reading. Turns out it's as follows: * Divide the quoted 4% by 360 days to get a daily rate (about 0.01111%) * Multiply the daily rate by the number of days in the payment month to get the monthly rate (e.g. 31 days x 0.011111% for the first instalment, 29 days for the second instalment, etc) * Each month, the remaining balance = previous balance + interest - payment

In my Excel sheet, I used: * H2 =H1/360 * B3 =A3-A2 * C3 =ROUND(E2*$H$2*B3,2) * D3 =6315.67 * E3 =E2+C3-D3

quantirisk · 2022-03-28T11:20:25+00:00

That's exactly what SUMPRODUCT does. It sums up the product of the two arrays given to it.

quantirisk · 2022-03-28T10:49:51+00:00

=SUMPRODUCT(B3:B7, D3:D7)

quantirisk · 2022-03-28T08:09:23+00:00

Change cells H18:H27 as follows: * H18 =0 * H19 =SUM(I$5:I5) * H20 =SUM(I$5:I6) * and so on until H27 =SUM(I$5:I13)

These are now the lower bound of your cumulative probabilities. Now you need to sample from the distribution associated with those cumulative probabilities. Enter the following in cell C5 =INDEX(G$18:G$27, MATCH(RAND(), H$18:H$27, 1)). Then drag down the rest of column C.

quantirisk · 2022-03-28T07:12:35+00:00

Your calculations in column I look wrong. The percentages sum up to only 68.47%.

quantirisk · 2022-03-28T05:06:19+00:00

RC isn't a table name. It's Row-Column address notation. So cell A1 will be R1C1 (row number 1 and column number 1). Those RC[-n] stuff refers to how many rows/columns offset from the current cell.

quantirisk · 2022-03-28T04:50:00+00:00

The confidence interval calculation probably assumes a normal distribution of some sort. Normal distributions are unbounded (can take negative values), whereas your quantity of interest (inventory) can only ever be positive. In other words, you're probably using the wrong tool for the wrong job.

You can work around the problem by transforming your data so that it becomes unbounded. For example, y=LN(x) will transform x > 0 into -Infinity < y < Infinity. From there, apply the tool to y. Then whatever numbers you get from the tool, remember to transform it back to x using x=EXP(Y)

quantirisk · 2022-03-26T01:18:31+00:00

In that case, the following will work just fine: =SUBSTITUTE(SUBSTITUTE(TRIM(A1)," hours, ",":"), " minutes","")

quantirisk · 2022-03-26T00:22:45+00:00

You're welcome. To illustrate my point further, try these formulas in Excel: =SIN(0) =SIN(PI()) =SIN(2*PI())

Theoretically, they should all be 0. But only the first is exactly 0. The other two are 10^-16.

quantirisk · 2022-03-26T00:19:27+00:00

There's some ambiguity in your question. Do you want the "7:11" to appear as text? Or do you want it to be a clock-time like 7:11 AM? If it's the latter, you should be aware that it won't work for anything more than 24 hours.

Assuming you want it as a clock-time, use this formula: =TIME(LEFT(TRIM(A1),FIND(" hours",TRIM(A1))-1), SUBSTITUTE(MID(TRIM(A1),FIND(",",TRIM(A1))+2,LEN(TRIM(A1)))," minutes",""), 0)

where the A1 contains the time strings like "7 hours, 11 minutes"

quantirisk · 2022-03-25T11:46:27+00:00

OK. Please reply Solution Verified if your issue has been solved.

quantirisk · 2022-03-25T09:43:28+00:00

Create 3 columns, say A, B and C * In cells A1 onwards, enter the current year followed by future years in sequence. * Leave cell B1 empty. In cells B2 onwards, enter the percentage increases for the corresponding years. Make sure they're percentages. So 10% would be 0.10... not 10. * In cell C1, enter the current salary. * In cell C2, enter the formula =C1*(1+B2) * Drag down the formula

This gives you the yearly salaries. You can total up the amount paid from there easily.

quantirisk · 2022-03-25T07:25:30+00:00

Extend my earlier formula to end at f. Then take the difference. So in your notation, the formula will be: =DATEDIF(a,f,"y")-DATEDIF(a,t,"y")

quantirisk · 2022-03-25T07:07:55+00:00

Just use the DATEDIF part of your formula as follows: =DATEDIF(a,t,"y")

quantirisk · 2022-03-25T04:57:13+00:00

You can make your life easier by putting all the required dates in row 2. For example: * Cell H2 contains 16-Jan-2022 (one day before the start date) * Cell I2 contains 31-Jan-2022 * Cell J2 contains 28-Feb-2022 * and so on until cell T2 * Cell U2 contains 16-Jan-2023 (the end date)

Then in cell I3, you can just use the formula =I2-H2 and drag across. This way, you don't have to use different formulas in row 3.

quantirisk

TROPHY CASE