similar to: JOB: Financial Software Engineering position at Insightful

Insightful is seeking a pre-doctoral student and an undergraduate student for two internship positions. The primary responsibilities are to assist in the development of software for high-dimensional regression and machine learning applications using least angle regression (LARS). The pre-doctoral candidate should have a background and interest in statistical methodology, algorithms, data

Insightful are now taking bookings for the Financial Time Series Modelling course to be held at Carlton Terrace in London SW1 on 12th and 13th April 2005. We are also pleased to offer the 1 day Advanced Time Series Modelling course on April 19th at the same location. Extract for Financial Time Series Modelling : This two day course will provide participants with a working knowledge of a range

Computational Finance and Financial Engineering 1st R/Rmetrics Summer School and 4th User/Developer Meeting Meielisalp, Lake Thune Switzerland, June 27 - July 1, 2010 Late Registration: https://www.rmetrics.org/meielisalp2010-registration Students: Apply for Student Scholarships www.rmetrics.org *** Rmetrics 2010 - Don't miss it ! ***

Insightful are now taking bookings for the Advanced Time Series Modelling course to be held at Carlton Terrace in London SW1 on 20th September. Advanced workshop Extract for Financial Time Series Modelling : The Advanced Time Series Course focuses on the most up to date theory and its application around the following topics (note that not all topics will be covered during the workshop) 1.

Andrew Davidson & Co., Inc. (ADCo) is looking for a talented modeler with a strong background in finance, statistics, or econometrics to join its team of financial engineers in the San Francisco Bay Area. The position involves applying the R language to mortgage data in support of ADCo's prepayment and default modeling businesses. In particular, the role would entail estimation

I'm trying: R CMD Rdconv file.Rd --type=Ssgm If file.Rd contains \code{x} then this is currently translated as <s-expression>x</s-expression> I suggest instead translating to <code>x</code> (provided that R CMD Sd2Rd is changed to support the <code> tag; I just submitted that bug separately). Note that this is an enhancement, not a bug. This change would

Insightful AG and Seminar for Statistics of ETH Z?rich present: Statistical Data Mining by PROF. BRIAN D. RIPLEY click here for all details: http://www.insightful.com/services/training/datamining_by_Ripley.asp *Zuerich April 3/4* Data Mining has become popular in science, engineering and in traditionally data-rich industries such as banking, insurance and market research. There are emerging

Finmetrics (in S-PLUS) has teh functions "positions" (return the positions of an ordered data object). Is there an equivalent to it in Remtrics? I am applying it to teh data of a time series.

Hi, I am trying to create a perspective plot with Time on the x-axis, Underlying Price on the y-axis, and Option Price on the z-axis. But I don't like the way my x-axis is setup. Right now, Time is this sequence. Time = seq(from = 1/52, to = 1, by=1/52) That results in the x-axis going from 0 at the back, to 1 near the foreground corner.(If that makes any sense) I want to do the

Hello List, I've done some cursory searching but (so far) have struck out. Does anyone know if the R version of the S+ FinMetrics package is available? Best, Bill Vedder

Hi, (apologies for cross-posting) SolutionMetrics is presenting Introductory & Intermediate R and S+ courses in Brisbane, Melbourne & Sydney - March & April 2013. S+ FinMetrics course in Sydney - June 2013. More info below. Course Schedule - Click Here<http://bit.ly/13lJ4ag> To book, please email enquiries@solutionmetrics.com.au<mailto:enquiries@solutionmetrics.com.au>

Hi, SARC System Performance Architecture is seeking a full time compiler engineer to join a world class compiler team supporting Samsung ARM microprocessor designs. Responsibilities include research, design, development, analysis, and optimization of open-source LLVM compiler and Android open-source runtime libraries. The compiler engineer will assist in establishing Samsung’s direction and

Event: 2005 Insightful User Conference Dates: Oct 26-27, 2005 Location: Princeton, NJ URL: http://www.insightful.com/news_events/2005uc/ for details on pricing, hotel accommodations and to register for this event. The Insightful 2005 User Conference is being held October 26th-27th in Princeton, NJ. This year's conference focuses on the techniques and methodologies pivotal to the

I am presenting two courses for Insightful Corporation in Washington D.C. in June. 0.95 of the material presented is applicable to R. The announcement from Insightful is found below. -Frank Harrell ------------------------------------------------------------------------------ The following two hands-on courses are being presented by Dr. Frank Harrell in Washington, DC. Reserve your seat now!

Dear all, S+Finmetrics has a number of very specilised functions. I am particularly interested in the estimation of cointegrated VARs (chapter 12 of Zivot and Wang). In this context the functions coint() and VECM() stand out. I looked at package "dse1", but found no comparable functionality. Are there any other packages you could point me to? In general, are there efforts for

Dear all, I'm having a problem with debugger() in both R 2.8.0 and R 2.12.0. Probably also versions in-between. I don't see it logged in the bug database, but it's hard for me to imagine that no-one else has encountered it. So my question is whether it's a known problem with a workaround, or do I log it as a new problem? The situation is that if I use

Hi, I apologize in advance if this is the wrong area to post this message. I would like to know if there is an "R" equivalent for the "S+finMetrics" package? I'd like to be able to use "R" to go through the examples provided in the book "Modeling Financial Time-Series with S-Plus" (E. Zivot and J. Wang). I was told that "R" and

Hi all, The LondonR meeting is finally approaching and I am pleased to say that the venue and agenda have been finalised. Thank you to everyone who has already confirmed their places, and a little reminder to those who have yet to do so. I really hope you can all make it, and I look forwards to seeing you there. Please don't hesitate to contact me if you have any queries.

Dear R-users, I've enhanced the "xtable" package, adding numerous features that have been requested by users. The changes are listed below. The objective throughout has been to avoid any breaking changes. However, as "xtable" is widely used and is a dependency of many packages I'd like to have others try it out before I post it to CRAN. Both bug reports and design

Hello I am new to R and am coming from a Perl background. I have had trouble figuring out from the documentation how to interpolate a variable into a quoted string (if it's possible). This seems to be necessary when writing a script that must print out strings (for example plot legends) whose content is calculated during the execution of the script. In perl I could write: $name =