![[Event] R / Finance 2010: Applied Finance with R](http://feeds.wordpress.com/1.0/comments/statsravingmad.wordpress.com/819/)
One of the greatest event on R is under way…
R / Finance 2010: Applied Finance with R
April 16 & 17, Chicago, IL, US
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 
As posted by Dirk Eddelbuettel on R-SIG-Finance: R / Finance 2010: Applied Finance with R April 16 & 17, Chicago, IL, US The second annual R / Finance conference for applied finance using R, the premier free software system for statistical comput...
Consider this an introduction to how we need to pre-process the data.I mentioned earlier that a financial time series is typically a unit root or non-stationary signal, what this means is that if you sample statistical properties over time, they will o...
Ok, now that we have seen how well the perfect sine wave signal was learned, let's turn it up a notch and see how well the complex sine wave was learned.Fig 1. Summary of Actual Vs. Predicted out of sample complex sine waveformUh Oh. What happened, the...
As a brief follow up to the series, I want to take a moment to describe a bit about Weka, which is the machine learning tool that we will be using to implement the neural network. It is a fantastic open source JAVA based tool that was developed at the...
The following introduction is to allow viewers to understand the basic concepts and practical implementation of neural nets towards a financial time series. I will not go too deep into detail about the mathematics behind the neural net at the moment. ...
My last post provided examples of how to use the LSPM package. Those who experimented with the code have probably found that constrained optimizations with horizons > 6 have long run-times (when calc.max >= horizon).This post will illustrate how the s...
One of the many issues with systems trading is trying to make sense of the vast amounts of data you accumulate with the backtest of a system. Historical backtesting is the first step in testing your trading idea. If it is a trading idea that ought to w...
I have received several requests for additional LSPM documentation over the past couple days and a couple months ago I promised an introduction to LSPM. In this long-overdue post, I will show how to optimize a Leverage Space Portfolio with the LSPM pa...
Today is the last day to submit abstracts for the R/Finance 2010 conference to be held in Chicago on April 16-17. If you're not planning on speaking, but are interested in applications of R in Finance, be sure to add this to your calendar -- last year's conference was an outstanding event. Here's some more information about the conference...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
