similar to: Course Announcement - Quantitative Risk Analysis with R

Quantitative Risk Analysis with R May 1-4, 2018 Fort Collins, Colorado, USA Join us this spring for our QRA with R training. Our class will focus on applied risk modeling methods using the R statistical language and will cover the core principles of QRA and Monte Carlo simulation modeling. Both Bayesian and frequentist methods will be discussed. This class is very popular with a variety of

Quantitative Risk and Decision Analysis Consultant Deadline for applications: May 31, 2016 Location: Boulder, CO We are currently looking for a motivated and talented senior consultant in Quantitative Risk and Decision Analysis who desires to use quantitative skills to make a difference in real-life problems. Responsibilities: - Framing and scoping of projects, and

Quantitative Risk and Decision Analysis Consultant Position open until filled Location: Boulder, CO We are currently looking for a motivated and talented consultant in Quantitative Risk and Decision Analysis who desires to use quantitative skills to make a difference in real-life problems. Responsibilities: - Framing and scoping of projects, and proposing of appropriate analytical

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 all, I am using the bigglm package to fit a few GLM's to a large dataset (3 million rows, 6 columns). While trying to fit a Poisson GLM I noticed that the coefficient estimates were very different from what I obtained when estimating the model on a smaller dataset using glm(), I wrote a very basic toy example to compare the results of bigglm() against a glm() call. Consider the

Dear Specialists in R, May be somebody has experiment in using pakage for the book Quantitative Risk Management by McNeil? This package is writen in R. I have run this package for fitting the data to Nornal Inverse Gaussian distribution and fased with following problem. > Return<-read.csv("data.csv") > Transpose<-t(Return) > fit.NH(Transpose, case="NIG",

Statistical and Risk Consultant January 2013 We are currently looking for a motivated and talented Statistical and Risk Consultant who desires to use quantitative skills to make a difference in real-life problems. Required qualifications: - Advanced degree (MSc. or PhD) in applied statistics, or proven equivalent experience; - At least 2 years of working experience in quantitative modeling; -

Quantitative Risk Analysis with R Fort Collins, Colorado, USA December 4-7, 2017 This course will cover the core principles of quantitative risk analysis and Monte Carlo simulation modeling. The focus of the course is on how to conduct accurate and effective quantitative risk analyses, including best practices of risk modeling, selecting the appropriate distribution, using data and expert

Hi Sir, Thanks for making package available to us. I am facing few problems if you can give some hints: Problem-1: The model summary and residual deviance matched (in the mail below) but I didn't understand why AIC is still different. > AIC(m1) [1] 532965 > AIC(m1big_longer) [1] 101442.9 Problem-2: chunksize argument is there in bigglm but not in biglm, consequently,

Hello, I would like to post the below position on your site. Thanks, Quantitative Analyst/Quantitative Developer MSIM Global Risk & Analysis, Quantitative Research & Model Review group Morgan Stanley Investment Management (MSIM), together with its investment advisory affiliates, has more than 680 investment professionals around the world and approximately $279 billion in assets under

Stevens Capital Management LP ("SCM") is a registered investment adviser with more than sixty employees that manages a multi-billion dollar hedge fund that has been in business for 20+ years. SCM specializes in the rigorous development and disciplined implementation of empirically based quantitative trading strategies. Our highly productive team works in a fast-paced collegial

Job Description: Stevens Capital Management LP ("SCM") is a registered investment adviser that manages a multi-billion dollar hedge fund that has been in business for 20+ years. SCM specializes in the rigorous development and disciplined implementation of empirically based quantitative trading strategies. Our highly productive team works in a fast-paced collegial environment,

Stevens Capital Management LP ("SCM") is a registered investment adviser that manages a multi-billion dollar hedge fund that has been in business for 20+ years. SCM specializes in the rigorous development and disciplined implementation of empirically based quantitative trading strategies. Our highly productive team works in a fast-paced collegial environment, utilizing extensive data

Quantitative Research Analyst Description Boxwood Means Inc., a quantitative research firm that specializes in real estate automated valuation modeling and evaluation, risk analysis, and debt/equity portfolio management, and market analysis is seeking a Quantitative Analyst. The candidate will work closely with the firm's Principals to develop and maintain quantitative models to

Marine Spatial Modeler/Quantitative Ecologist position Full-Time/Exempt (Salaried) contract position with CSS-Dynamac (40 hrs per week) Job ID: 2016-1790 Location: Silver Spring, MD, USA; National Oceanic and Atmospheric Administration (NOAA) National Centers for Coastal Ocean Science (NCCOS) Posted Date: 11/29/2016 Category: Science/Engineering Security Clearance Level: National Agency Check

We are currently in the process of developing and expanding our quantitative analytics function. Led by commitment from the Head of Global Markets and senior management across all asset classes, the function was centralised in June with the view that the quantitative analytics platform should be omnipresent and part of the decision making process throughout the bank. As a result the focus and

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

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

Hi all, I want to conduct a cluster analysis with quantitative variables. More precisely, it concerns binary and non-ordered categorical variables. For such data, various similarity measures have been proposed, such as the Jaccard index or the simple matching index. So, is there a package such as mva or multiv in the case of quantitative variables? Could you indicate me reviews, papers or

Quantitative Research Analyst (New York, NY) Description The Millburn Corporation, a money management firm in the alternative investment business, is seeking a Quantitative Research Analyst to work in our New York City office. The firm trades financial and commodity futures and currency forwards using systematic trading methodologies. The candidate will work within the research group, which is