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2010 Feb 17
0
[Reminder] R/Finance 2010: Applied Finance with R
...Ralph Vince, Author, Leverage Space Portfolio Model
* Marc Wildi, Author, Signal Extraction. ZHAW, Zurich, Switzerland
* Achim Zeileis, Author, Applied Econometrics with R. Universitaet
Innsbruck, Austria
Plus additional talks over two days from:
Maria Belianina, Kris Boudt, Josh Buckner, Peter Carl, Jon Cornelissen,
Dirk Eddelbuettel, Robert Grossman, Saptarshi Guha, Mike Kane, Ruud
Koning, Bryan Lewis, Wei-han Liu, James "JD" Long, Brian Peterson,
Soren MacBeth, Khanh Nguyen, Michael North, Stefan Theussl, Josh
Ulrich, Tony Plate, J...
2010 Mar 12
0
R/Finance 2010
..., Monitoring and Dating Structural Change in FX
Regimes
David Smith: Analysing Large-Scale Financial Data Sets in R
Tony Plate: Mean-variance Portfolio Optimization: Do Historical
Correlations Help or Hinder Risk Control in a Crisis?
*Ralph Vince/Soren MacBeth: Leverage Space Portfolio Model
Kris Boudt: Portfolio Optimization with Conditional Value-at-Risk Budgets
Steve Kane/Jeff Lewis: The esperr package and the Esper API
Lightning talks:
Peter Carl: The blotter / instrument / strategy toolchain
Wei-han Liu: Improved Generalized Gram-Charlier Expansions based on
Multivariate Skew Distributi...