similar to: [Reminder] R/Finance 2010: Applied Finance with R

R/Finance 2010: Applied Finance with R April 16 & 17, Chicago, IL, US www.RinFinance.com <http://www.RinFinance.com> 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, 2010. Registration is still open and

R/Finance 2009: Applied Finance with R April 24 & 25, Chicago, IL, US The first 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 24 and Saturday April 25. The two-day conference will cover topics as diverse as portfolio theory,

R/Finance 2009: Applied Finance with R April 24 & 25, Chicago, IL, US The first 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 24 and Saturday April 25. The two-day conference will cover topics as diverse as portfolio theory,

R community: We're excited to post a preliminary agenda for the upcoming 3rd conference on R and Applied Finance, to be held in Chicago on April 29th and 30th. In addition to keynotes from John Bollinger, Mebane Faber, Stefano Iacus and Louis Kates, we are excited to have 31 additional talks covering the state of R and applied finance. This represents a phenomenal opportunity to meet and

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

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

I've googled and RTFM'ed, but still can't solve this one. I hope you folks can. This affects my entire computer cluster, but let's start simple: I've got a computer running NUT; OS is Scientific Linux 5.5; kernel 2.6.18-274.12.1.el5xen. It connects to an APC SMART-UPS via an APC SmartCard using the snmp-ups driver. It generally works: upsmon will detect if the battery is low

Hello, We are currently running SAMBA 2.07 on our AIX 4.3.3 UNIX systems. We just received the following: OpenPKG Security Advisory OpenPKG-SA-2003.028: samba - remote root exploit Does this affect SAMBA 2.07? This is all that I see affected: OpenPKG Security Advisory The OpenPKG Project http://www.openpkg.org/security.html http://www.openpkg.org

I am trying to make a plot using the plot command in which I would like the plotting characters to be two-character strings (they're two-letter abbreviations of country names). I've tried the pch argument and this, of course, only produces 1-character strings. Looking through Intro to R and the reference manual, I can't find any obvious way around this. Would anyone have any

Call for Papers: R/Finance 2011: Applied Finance with R April 29 and 30, 2011 Chicago, IL, USA The third annual R/Finance conference for applied finance using R will be held this spring in Chicago, IL, USA on April 29 and 30, 2011. The two-day conference will cover topics including portfolio management, time series analysis, advanced risk tools, high-performance computing, market microstructure

I've noticed that the implementation of Kendall's Tau in R is O(N^2). The following reference describes how it can be done in O(N log N): A Computer Method for Calculating Kendall's Tau with Ungrouped Data William R. Knight Journal of the American Statistical Association, Vol. 61, No. 314, Part 1 (Jun., 1966), pp. 436-439 http://www.jstor.org/pss/2282833 I'm interested in

2005 APPLIED QUANTITATIVE ANALYTICS IN FINANCE EVENT o OCTOBER 6, 2005 o LONDON Please join us at the Museum of London for a series of guru-led presentations, networking, and demonstrations by academic and business thought leaders in finance from Basel II Committee, Swiss Union of Raiffeisen Banks, Swiss Federal Institute of Technology (ETH) in Zurich, UBS Warburg, Ingenious Media Plc. and

This works, where zz is a dataframe: for(i in 1:nrow(zz)) { zzz[i,1]<-paste(zz[i,1],zz[i,2],sep="_") } I would like to use "apply" to concatentate two columns of text along with a separator. How? Chet [[alternative HTML version deleted]]

This doesn't work, what should I do? sudo apt-get install r-base [sudo] password for cseligman: Reading package lists... Done Building dependency tree Reading state information... Done r-base is already the newest version. 0 upgraded, 0 newly installed, 0 to remove and 0 not upgraded. Also: > .libPaths() [1] "/export/home/cseligman/local/library/R" [2]

Hi, I have setup a IPSEC VPN using Openswan to connect a Draytek router to a CentOS 5.2/Shorewall 4.2.9 firewall. The VPN establishes OK but I''m getting a problem with packets from the left hand subnet getting masqueraded rather than routed down the IPSEC VPN as though they were going out onto the net. I''ve spent the last day searching Google and so far I''ve hit a

Hello All, I'm deploying NUT in a data center and I'm curious to know how others have gone about staging the shutdown of various systems. The systems are broken down into groups of importance, group1 being the most important group4 being the least. In the event of an outage take down group4 after 5 minutes, group3 after 10 minutes, group2 after 15, and finally group4 after 20. I've

http://bugs.freedesktop.org/show_bug.cgi?id=16088 Summary: Google Finance doesn't work Product: swfdec Version: 0.6.6 Platform: x86-64 (AMD64) URL: http://finance.google.com/finance?q=intl OS/Version: Linux (All) Status: NEW Severity: enhancement Priority: medium Component: library

On 30 December 2011 10:21, Michael <comtech.usa at gmail.com> wrote: > But are there reasonably good and realistic methods of identifying > outliers/errornous quotes ?in tick data in R? Check out the OutlierD package at http://www.bioconductor.org/packages/release/bioc/html/OutlierD.html. -- Sent from my mobile device Envoyait de mon portable

In addition to the below, we are heavy users of R. Lion Cave Capital, a proprietary, algorithmic trading start-up, is seeking a top-flight, innovative, recent Ph.D. in Mathematics, Physics, Machine Learning, or Statistics. Programming excellence required, particularly involving large data sets and real-time systems. Lion Cave's real-time market analysis poses significant mathematical and

Hello All: We are looking for various web development choices out there and many have suggested RoR to be a good way to go with, especially its ease to use and faster development. The end result of the web app will look something similar to Yahoo finance - so I am wondering if existing RoR views capability will be able to deliver this to me. My friends who are in .NET are Java tells me that its