The Analytics Edge

This repository contains my work implementing the various analytics applications discussed in The Analytics Edge by Dimitris Bertsimas, Allison K. O'Hair, and William R. Pulleyblank. More information about the book itself and a link to download the corresponding datasets at Dynamic Ideas.

Note

While the authors of the book implement their methods using R, here I will focus on doing so using Python and Julia where appropriate (i.e., for the integer and linear programming components). Nonetheless, the resources for R are included within this repository for reference and all credit for these resources are given to the authors of the text.

Contents

• Part I: Humans and Machines
  • 1. Models Versus Experts
  • 2. How Do You Make a Grandmaster Blink?
  • 3. What is Watson?
• Part II: Sports and Games
  • 4. How to Evaluate Championship Players
  • 5. Optimizing Sports League Structures
  • 6. The MIT Blackjack Team
• Part III: Healthcare
  • 7. The Framingham Heart Study
  • 8. Predicting Healthcare Costs
  • 9. Medical Monitoring and Predictive Diagnosing
  • 10. Analytics for Kidney Allocation
• Part IV: The Internet
  • 11. The Heart of Google's Search Engine
  • 12. How Online Advertising Changed the Internet
  • 13. Recommendations Worth a Million
• Part V: Combating Crime
  • 14. Fraud Detection
  • 15. Predictive Policing
  • 16. Network Science and Policing
• Part VI: Management of Operations
  • 17. Increasing Revenue with Analytics
  • 18. A Life-Saving Analytics Operation
• Part VII: Finance
  • 19. An Analytical Valuation of Stock Options
  • 20. The Analytics Edge in Asset Management
• Part VIII: Methods and Exercises
  • 21. Analytics Methods
  • 22.1 Linear Regression Exercises
  • 22.2 Logistic Regression Exercises
  • 22.3 CART and Random Forests Exercises
  • 22.4 Clustering Exercises
  • 22.5 Visualization Exercises
  • 22.6 Linear Optimization Exercises
  • 22.7 Integer Optimization Exercises

Citation

@book{bertsimas2016analytics,
    title={The Analytics Edge},
    author={Bertsimas, Dimitris and O'Hair, Allison K. and Pulleyblank, William R.},
    year={2016},
    publisher={Dynamic Ideas}
}