Tuesday, September 30, 2014

Facebook most Googled brand September 2014, followed by Google and Yahoo

Using the trendsRank algoritm, I have ranked the 500 most valuable brands in 2014 from the Global 500 2014 report. The trendsRank algoritm searches through a list of keywords and finds the one with most searches using Google Trends.

And the winner is...

Facebook




Facebook's brand value is listed at 9.8 billion USD, which places it at number 122 in terms of value. In terms of searches however, it is a winner.The second place goes to Google, which has less than half of Facebook's search volume. Searches for Facebook peaked in December 2012, while Google is on a positive trend. In terms of brand value, Google is number three with a total brand value of 68 billion USD. At third place, we find Yahoo.

10 most Googled European capitals




The most Googled capital in Europe is London, followed by Paris and Madrid. The trend for both London and Paris is downward, The biggest gainer has been Madrid, that has broken through to the top spot a couple of times. The list has been compiled using the trendsRank algoritm. It assigns 100 to the most Googled result, and a relative score to the rest based on their relative popularity.

 

1. London

With its 7 million inhabitants, London is the second largest city in Europe. The most common related search for London is "wheather".

2. Paris

Paris scored 88.46 out 100. The weather is also what people want information about when they Google Paris, "Meteo" being one of the most popular search terms in combination with "Paris".

3. Madrid

Madrid scored 76.92 in the ranking .It is Real Madrid that is driving interest in the city. Real Madrid is apparently very popular in Tchad.

4. Berlin

Berlin comes in at 57.69 in the scoring, far behind the top three.

5. Amsterdam

Amsterdam scored 28.85.

6. Sofia

The Bulgarian capital gets to number six, but might there be something else pushing the searches for "Sofia" up? It turns out that Sofia reaches so high up in the ranking because of the actress Sofia Vergara. Sofia scored 19.23 in the ranking.
 

7. Dublin

That Dublin beats Rome seems a little strange. If we use Google Trend's filter option to select only the capital of Italy, Rome's search volume is actually higher. trendsRank gives Dublin a score if 16.48.


8. Rome

Most capitals get the majority of Google searches from the same country. Rome is an exception. Malta is the place where most searches for Rome are coming from. The raw, unmodified rankig of Rome is 15.38.

9. Stockholm

Stockholm scores 11.54. The second most popular search together with Stockholm is "Stockholm Syndrome".

10. Budapest

Budapest is neck and neck with Stockholm as number nine thanks to the movie Budapest Hotel that was released this year. With a score of 11.33, Budapest is not far from climbing to the ninth position.

The full list can be found here. The ranking was made using the ranking algoritm trendsRank.




Sunday, September 28, 2014

Rugarch paramter printout in a GARCH(1, 1)-model

The data, FTSE 100 daily return

The mean model used is ARMA(1, 1)



The variance model

 

The results from a GARCH(1, 1) model in Rugarch


The parameters explained in terms of the model presented above



Interpretation of the parameters

Omega is the interceipt of the variance regressoin and represents the constant level of volatility. Aplha1 is the GARCH reacton parameters and is usually about 0.1. Alpha1 of 0.09 in the specified model is therefore quite high. Beta1 is the persistance parameter of the model and it typically ranges between 0.85 and 0.98. 0.89 is in that range.

Plot of sigma



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