I just got back from R/Finance 2010 in Chicago. If you couldn’t make it this year, I strongly encourage you to attend next year. I will post a more comprehensive review of the event in the next couple days, but I wanted to share some of my notes specific to LSPM. How sensitive are optimal-f values to the method used to construct the joint probability table? Is there an optimizer better suited for this problem (e.
As posted by Dirk Eddelbuettel on R-SIG-Finance: R / Finance 2010: Applied Finance with R April 16 & 17, Chicago, IL, US The second annual R / Finance conference for applied finance using R, the premier free software system for statistical computation and graphics, will be held this spring in Chicago, IL, USA on Friday April 16 and Saturday April 17. Building on the success of the inaugural R / Finance 2009 event, this two-day conference will cover topics as diverse as portfolio theory, time-series analysis, as well as advanced risk tools, high-performance computing, and econometrics.
Posted to the R-SIG-Finance mailing list today: For those who missed it, the slides for the R/Finance 2009 tutorials and presentations are now available on RinFinance.com http://www.RinFinance.com/presentations We want to thank everyone who traveled to Chicago to make this happen. With nearly 200 attendees, coming from 8 countries and 20+ states in the US, the conference exceeded all of our expectations. A very big thank you to our presenters for taking the time to join us, UIC’s International Center for Futures and Derivatives for hosting the event, and our sponsors REvolution Computing and Microsoft for their support.
The first international R/Finance 2009 conference in Chicago, IL was a huge success! David Smith from REvolution Computing has written a great summary of the entire event. I’ll take the lazy route and point you to his blog post. :) The first international conference dedicated to the use of R in the finance industry, R/Finance 2009, was a great success. With over 150 attendees (my poor estimation skills notwithstanding), sold-out tutorials, and an outstanding lineup of invited and contributing speakers from around the world, this event really demonstrated the importance of R in the world of financial analysis.
The conference website has details on: the agenda and speakers, travel accommodations, registration, and sponsors, who made the conference possible. Hope to see you there!
Call for Papers The Finance Department of the University of Illinois at Chicago (UIC), the International Center for Futures and Derivatives at UIC, and members of the R finance community are pleased to announce R/Finance 2009: Applied Finance with R on April 24 and 25, 2009, in Chicago, IL, USA Confirmed keynote speakers include: Patrick Burns (Burns Statistics) David Kane (Kane Capital) Roger Koenker (U of Illinois at Urbana/Champaign) David Ruppert (Cornell)
Krishna Kumar, Jan Vecer and the great folks at REvolution computing put on a great event at the beautiful Columbia University campus on the Upper West Side of New York. Presentations by Whit Armstrong, Anthony Brockwell, Bryan Lewis, Scott Payseur, Peter Carl, Brian Peterson, and our own Jeff Ryan made for an impressive display of the power of R in quant finance. Jeff’s presentation slides can be found here. Some great things are happening in this community, and we are certainly glad to be part of them.