similar to: R/Finance 2011 - Call for Papers

Displaying 20 results from an estimated 1000 matches similar to: "R/Finance 2011 - Call for Papers"

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
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
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
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
2009 Feb 23
0
R/Finance 2009: Applied Finance with R -- Registration now open
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,
2009 Feb 23
0
R/Finance 2009: Applied Finance with R -- Registration now open
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,
2013 Sep 18
1
Design for classes with database connection
Dear R-Devels, I am designing right now a package intended to simplify the handling of market microstructure data (tick data, order data, etc). As these data is most times pretty huge and needs to be reordered quite often (e.g. if several security data is batched together or if only a certain time range should be considered) - the package needs to handle this. Before I start, I would like to
1999 Jun 27
1
NT User Account Locked Out By Samba
I am currently using Samba on several unix servers, and have numerous users accessing them from NT workstation machines. I have my samba security set equal to DOMAIN. And I have successfully added the unix servers to the domain and created the domain accounts. The problem I have is not a constant problem, but it is a major inconvenience. Sometimes, when a user attempts to access the samba share,
2005 Oct 25
0
tux
Anyone able to get tux working on centos 4 ? Tux causes a kernel panic after a few minutes when running on a CentOS 4 box. Mark Bassett Omaha World Herald Firewall Administrator Certified Ethical Hacker mark.bassett at owh.com -------------- next part -------------- An HTML attachment was scrubbed... URL:
2017 Mar 20
2
Need help
I am also using CentOS, but to get a bug fixed, you have to go upstream to RedHat. I think John Pierce is right, I had to change my run level to get the alternate consoles to work. I still have the machine at run level 3 hoping that a bug fix lets me go back to run level 5. Other machines work fine, just the 2 with the MACH64 video on the motherboard will no longer run X. Bob S.
2017 Mar 20
0
Need help
This is a wild guess since the problem I had occurred on Ubuntu 16.04 LTS but the symptoms are identical. Try 'systemctl enable console-getty.service' then 'systemctl start console-getty.service' or, if it is headless (serial console only), 'systemctl enable serial-getty at ttyS0.service' then 'systemctl start serial-getty at ttyS0.service' assuming it's
2005 Nov 01
2
centosplus php
Anyone working on the updates for php to the centosplus repository and an eta? The php5 stuff is the only thing I use out of the centosplus repo. TIA Mark Bassett Omaha World Herald Firewall Administrator Certified Ethical Hacker -------------- next part -------------- An HTML attachment was scrubbed... URL:
2010 May 11
2
Problems plotting date and time column from excel using R
I am using R to read from an excel(csv) file. Within the excel file is a column with the date set that looks likes this: 53:40.2 and in the Insert function box it looks likes this: 9/21/2006  4:53:40 PM I tired separating the time and date using the function below and then plotting again which fail to read properly =TEXT(B2,"hh:mm:ss")   and  =TEXT(B9,"mm/dd/yyyy")   The
2004 Jul 22
0
RE: Comparison of correlation coefficients - Details
Dear Ioannis Thank you very much for pointing me to meta-analysis. Although it may not solve my problem with the normalization, it gives me some other options to display the different correlation coefficients. One possibility is the use of Funnel plots, which are even available in library(rmeta). Another possibility is the use of forest-plots, as implemented in rmeta as metaplot. Sorrowly,
2017 Mar 20
0
Need help
I did try other console and it did not work. I did go from 6.7 to 6.8 but with centos not redhat. On Mon, Mar 20, 2017 at 4:59 PM, Styma, Robert (Nokia - US) < robert.styma at nokia.com> wrote: > Try another console like ALT-F2. See if you have a black screen login > prompt. I opened a bug with RedHat for a system that when I went from 6.7 > to 6.8 booted but would not start
2017 Mar 20
3
Need help
Try another console like ALT-F2. See if you have a black screen login prompt. I opened a bug with RedHat for a system that when I went from 6.7 to 6.8 booted but would not start the X server. Problem was in the MACH64 driver. It is missing an external symbol that the X server requires. -----Original Message----- From: CentOS [mailto:centos-bounces at centos.org] On Behalf Of Leroy Tennison
2004 Feb 12
1
Kernel Density Estimator for 2D Binned Data
Dear All, I am researching financial market microstructure and have approx 4 x 10^7 multivariate 2D data samples which I have counted into a 250 x 390 bin matrix (frequency counted 2D histogram) in order to more efficiently manage the volume of data. I now wish to construct a smooth kernel density estimate (Gaussian kernel function) using this binned data. Does anyone in the R community know
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