similar to: Applied Quantitative Analytics in Finance

Hi, UBS Investment Bank are looking for a skilled R programmer, seeking a career that combines computer science, applied statistics and finance. This position requires a person with a strong background in - R programming and R package maintenance. - Software development. - Design and implementation of efficient algorithms. especially for handling large datasets. - Data visualisation and

Quantitative Health Risk Analysis Consultant Position open until filled Location: Boulder, CO We are a Colorado-based specialist risk and decision modeling consulting and research firm, with diverse experience and skills, including in the fields of human and veterinary health and epidemiology. We are currently seeking to fill a full-time position as a Quantitative Health Risk Analysis

Dear Recipient, It has been noticed that you have been receiving internal e-mails addressed to you at the @wdr.com internet address. On 31st August 2001, this internet address will no longer be applicable to the bank, and you will therefore not receive the e-mail. Please ensure that any people or applications sending e-mails to you using the @wdr.com address, change to using the @ubsw.com

This is the first time I've noticed this with Samba 3.2.8 on Irix: [2009/02/19 16:40:15, 1] smbd/service.c:make_connection_snum(1194) eowyn (161.253.154.245) signed connect to service warburg initially as user warburg (uid=123, gid=20) (pid 13408) [2009/02/19 17:20:06, 0] lib/util_sock.c:read_socket_with_timeout(936) [2009/02/19 17:20:06, 0]

Hi, I would like to use the segments command within a lattice graph. Is this allowed in R in the same way as in SPlus? If not, what is the alternative? For example, the following produces vertical line segments between points in SPlus but in R the line segments are not shown. (I want to replicate in R what I see in SPlus.) What is my mistake? library(lattice) set.seed(123) dat <-

Hi, The solution to my problem is to use 'lsegments' instead of 'segments' within lattice commands. (Although I wont forget again, a comment in the segments help file referring to 'lsegments' might help others not to make the same mistake in the future.) My thanks to Renaud Lancelot. Regards, John. John Gavin <john.gavin at ubsw.com>, Quantitative Risk Models

Hello, The company is in the final stages of implementing in a production environment it economic capital model in order to comply with Solvency II using a partial internal model. The core modelling infrastructure consist of component written in R for pre- and post- processing, and a Java component for Monte Carlo simulation and applying risk mitigation (reinsurance). We are looking for the right

Hi, Here is a summary of the replies to my question yesterday about documenting a long function with Sweave. My thanks to those who replied. Friedrich Leisch suggested a work around which was copied to the mailing list so I wont repeat it here. This worked well. (I made a minor addition by adding braces around each chunk of code to make the output in the pdf file look a bit prettier. This seems

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.

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

Hi, I would like to use Sweave to document a long function. Is it possible to split the function's code into chunks such that Sweave will accept each chunk without complaining. I have tried various approaches without sucess but I feel sure that someone has done this already. Here is one attempt ============== % First, define the funciton header <<defFunHdr, eval=FALSE>>= x <-

Hi, The following job advert was already incorrectly sent to r-help so I am reposting here. We are looking for a skilled statistician/programmer seeking a career at the intersection of finance, applied statistics and computer science. This position requires a person with a strong background in - data analysis, - design and implementation of algorithms, - software development - statistical

Hi, We are looking for a skilled statistician/programmer seeking a career at the intersection of finance, applied statistics and computer science. This position requires a person with a strong background in - data analysis, - design and implementation of algorithms, - software development - statistical methodology. The primary responsibilities are to develop software, using the R

Analysis of Microarray Data Using S-PLUS, R and S+ArrayAnalyzer 23rd March 2006 Presenter: Adam Diaz Venue: Insightful UK, Network House, Basing View, Basingstoke, Hants RG21 4HG This is the last chance to register for this unique course being run by a member of Insightful's microarray development team from the US. Extract Microarray technology is complex, and experiments using

[ 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

Senior Quantitative Research Analyst Based in Irish Life Investment Managers, Lower Beresford Place, Dublin 1 Irish Life Investment Managers (ILIM), the investment management company within the Irish Life & Permanent Group manages assets of circa EUR30bn and provides fund management services to a large domestic and multi-national client base. We provide investment products to both

S-PLUS ESSENTIALS 24-27th April 2006 Venue : Insightful UK Office, Network House, Basing View, Basingstoke, Hants RG21 4HG We are pleased to be taking registrations for the next scheduled S-PLUS Essentials course being held in Basingstoke 24-27th April 2006. If you are unfamiliar with S-PLUS or have been meaning to upgrade your S-PLUS skills, this is the course for you. This course will be

Hi, I recently compiled 1.6 on NT4 but I am having a problem with Sweave. Using the inbuilt 'Sweave-test-1.Rnw' file as an example: ------- > library(tools) > testfile <- file.path(.path.package("tools"), "Sweave", "Sweave-test-1.Rnw") ## create a LaTeX file Sweave(testfile) testfile <-

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,