Introduction to statistical finance with R

During the first part of our meeting, Nicolas Christou gave an introduction of statistical finance in R, and presented a package he co-authored with previous PhD student David Diez (2010). Video of the talk is below:

During the second part, we accommodated shorter talks outlining R users’ experiences with statistical finance in R.

Kyle Matoba, a Finance PhD student from UCLA Anderson School of Management, presented on Algorithmic Trading with R.

Bryce Little, UCLA alum, presented on Constructing Minimum Variance Portfolios with R.

Taking R to the Limit: Large Datasets; Predictive modeling with PMML and ADAPA

During the first part of our meeting, Ryan Rosario presented on the topic of large datasets in R. Video, slides and code of the talk “Taking R to the Limit: Large Datasets” by Ryan Rosario at the Los Angeles area R Users Group in August 2010 are below.



Slides are also available for PDF download here.
R code is available here.
More information about the talk can be found here.

During the second part, Trividesh Jena presented on creating models in R for use with the Zementis ADAPA product in the cloud. The video of his talk is below.