Displaying 20 results from an estimated 9000 matches similar to: "R/Finance 2009: Applied Finance with R -- Registration now open"
2010 Feb 17
0
[Reminder] R/Finance 2010: Applied Finance with R
[ Registration for R/Finance 2010 is going strong: after only ten days
of registrations one tutorial is already at 65% of capacity, and two
others are approaching the 50% mark. Tutorials are capped at fourty
participants each, the conference itself may be capped at three
hundred registrations. Conference details are provided below. ]
R/Finance 2010: Applied Finance
2010 Mar 12
0
R/Finance 2010
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
2008 Dec 19
0
R/Finance 2009: Applied Finance with R -- Call for Papers
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
2008 Dec 19
0
R/Finance 2009: Applied Finance with R -- Call for Papers
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
2010 Sep 20
0
R/Finance 2011 - Call for Papers
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
2011 Apr 01
0
R/Finance 2011 Conference Agenda
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
2005 Sep 12
0
Applied Quantitative Analytics in Finance
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
2019 May 27
0
rbind has confusing result for custom sub-class (possible bug?)
Follow-up (inline) on my comment about a potential issue in `[<-.Date`.
On Mon, May 27, 2019 at 9:31 AM Michael Chirico
<michaelchirico4 at gmail.com> wrote:
>
> Yes, thanks for following up on thread here. And thanks again for clearing things up, your email was a finger snap of clarity on the whole issue.
>
> I'll add that actually it was data.table's code at fault
2017 Aug 10
0
Zoo rolling window with increasing window size
Replace "sum" with your custom function's name. I don't see any
reason why that wouldn't work, and the problem with my solution is not
clear in your response.
r <- rollapplyr(x, seq_along(x), yourCustomFunctionGoesHere)
On Thu, Aug 10, 2017 at 1:39 PM, Christofer Bogaso
<bogaso.christofer at gmail.com> wrote:
> Hi Joshua, thanks for your prompt reply. However
2019 May 27
0
rbind has confusing result for custom sub-class (possible bug?)
On Sun, May 26, 2019 at 6:47 AM Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:
>
> On Sun, May 26, 2019 at 4:06 AM Michael Chirico
> <michaelchirico4 at gmail.com> wrote:
> >
> > Have finally managed to come up with a fix after checking out sys.calls()
> > from within the as.Date.IDate debugger, which shows something like:
> >
> > [[1]]
2018 May 04
0
adding overall constraint in optim()
On Thu, May 3, 2018 at 2:03 PM, Michael Ashton
<m.ashton at enduringinvestments.com> wrote:
> Thanks Bert. But everyone on that forum wants to use finance tools rather than general optimization stuff! And I am not optimizing a traditional Markowitz mean-variance problem. Plus, smarter people here. :-)
>
I'm very confused by these statements. Most of the "finance tools"
2012 May 06
2
unlist crashes 32-bit R on WinXP when use.names=TRUE
Hi all,
I experienced a crash in R-2.15.0 on 32-bit Windows XP (sessionInfo
below) when running the piece of code below. I cannot replicate the
error on 64-bit Linux, 64-bit Windows, or 32-bit R running under
64-bit Windows. I do not have, and could not find, a 32-bit version
of Linux to test this.
> NOW <- Sys.time()
> FUTURE <- NOW+1:1e7
> crash <- as.character(FUTURE)
2008 Apr 02
0
[R-SIG-Finance] Bayesian estimation of jump-diffusion processes andself-exciting counting processes
Sincerely,
Jeffrey Todd Lins
Executive Director
Quantitative Analysis
Saxo Bank A/S
(Sent from my BlackBerry)
----- Original Message -----
From: r-sig-finance-bounces at stat.math.ethz.ch <r-sig-finance-bounces at stat.math.ethz.ch>
To: r-help <R-help at stat.math.ethz.ch>; r-sig-finance at stat.math.ethz.ch <r-sig-finance at stat.math.ethz.ch>
Sent: Wed Apr 02 06:49:54 2008
2007 Aug 03
0
[R-SIG-Finance] question on analyzing of correlation structure
I don't understand your question but there is a package called VARs
that may be helpful to you.
-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of liu lu
Sent: Friday, August 03, 2007 8:39 AM
To: r-sig-finance at stat.math.ethz.ch
Subject: [R-SIG-Finance] question on analyzing of correlation structure
2018 May 06
1
adding overall constraint in optim()
Hi Michael,
A few comments
1. To add the constraint sum(wgt.vect=1) you would use the method of
Lagrange multipliers.
What this means is that in addition to the w_i (the components of the
weight variables) you would add an additional variable, call it lambda.
Then you would modify your optim.fun() function to add the term
lambda * (sum(wgt.vect - 1)
2. Are you sure that you have defined
2013 Mar 26
0
as.Date.POSIXct
Would it make sense for as.Date.POSIXct to not assume tz="UTC" if the
POSIXct object has a valid tzone attribute? Current behavior may be
confusing in certain cases, for example:
> (d <- structure(1090450800, tzone="Europe/Berlin",
+ class=c("POSIXct","POSIXt")))
[1] "2004-07-22 01:00:00 CEST"
> as.Date(d)
[1] "2004-07-21"
>
2008 May 25
1
[Bug 16088] New: Google Finance doesn't work
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
2007 Feb 09
0
R/SPLUS Finance Consultant - Mango Solutions (UK)
Mango Solutions, providers of S-PLUS and R consulting, development and
Training Services, are looking for consultants to join their UK-based
technical team. We are looking for highly motivated individuals to work
in a customer-focused environment. This is a unique opportunity to
develop within a dynamic company which has been expanding rapidly and
profitably since it's inception in 2002.
2006 Oct 10
0
[R-SIG-Finance] regarding bootstrapping... REVISITED
hi Thomas/All,
I went through the thread(
https://stat.ethz.ch/pipermail/r-sig-finance/2006q1/000682.html which
concerns with swaps). Yeah it is correct that i would like to quote both
David and Krishna that the curve interpolation may vary considerably (for
e.g. any polynomial/parametric fit is very different from and curve
fitting whether it is free hand or by NURBS ( complex version of
2004 Jun 01
0
New 'R in Finance' mailing list
Thanks again to everybody who participated in the finance sessions at the
recent useR! 2004 conference. During the discussions, the idea of a mailing
list for R and Finance came up. Thanks to Martin, such a list has now been
created and can be accessed via the page
https://www.stat.math.ethz.ch/mailman/listinfo/r-sig-finance
from which subscription requests can be made using the usual