This year's R/Finance conference on applied finance with R is scheduled for May 17-18 in Chicago, and promises once again to be the go-to conference for anyone using R in the finance industry. The keynote speakers have been announced, and it's a great lineup: Sanjiv Das, Professor of Finance and Chair of Finance Dept, Santa Clara University’s Leavey School...
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Market predictions for year 2013
Calibrations of 2013 predictions for 18 equity indices — plus some publicly available predictions. Orientation The distributions are an attempt to see the variability if there were no market-driving news for the whole year. Another way of thinking: mentally moving the distribution to center on a prediction gives a sense of the variability of results … Continue reading...
R/Finance 2013 Call for Papers
It’s that time of year again – we’ve just posted our Call for Papers for the R/Finance 2013 conference, which focuses on applied finance using R. This is our fifth annual conference, again organized by a group of R package authors and community contributors and hosted by the International Center for Futures and Derivatives (ICFD) 
Software engineer’s guide to getting started with data science
Many of my software engineer friends ask me about learning data science. There are many articles on this subject from renowned data scientists (Dataspora, Gigaom, Quora, Hilary Mason). This post captures my journey (a software engin...
Learn to use R for FREE with Coursera
Coursera is offering free courses about R among other interesting subjects. The first one on the application of R in financial econometrics is happening this week (but you can still enroll). There are two more courses starting in January 2013 are more about using R to analyse the data. The differences between the two are 
Shiny/R Conversion of Another One of My Favorite Mike Bostock d3 Examples
Mike Bostock has revolutionized visualization with his d3 and his seemingly infinite examples. In another adaptation of his amazing work, I will adapt one of my favorite examples to supplement the interactive scatterplot with data supplied by R t...
R in Insurance Conference, London, 15 July 2013
The first conference on R in Insurance will be held on Monday 15 July 2013 at Cass Business School in London, UK.
The intended audience of the conference includes both academics and practitioners who are active or interested in the applications of R in insurance.
This one-day conference will focus on applications in insurance...
R / Finance 2013 Call for Papers
The text below just went out to r-sig-finance along with updates to the R/Finance website and its Call for Papers page. Call for Papers: R/Finance 2013: Applied Finance with R May 17 and 18, 2013 University of Illinois, Chicago, IL, USA The ...
A look at historical Value at Risk
Historical Value at Risk (VaR) is very popular because it is easy and intuitive: use the empirical distribution of some specific number of past returns for the portfolio. Previously “The estimation of Value at Risk and Expected Shortfall” included an R function to estimate historical VaR. Generating portfolios A useful tool to explore risk models … Continue reading...
Shiny, R, d3 Adaptation of Mike Bostock’s Calendar
The idea with all the posts http://timelyportfolio.blogspot.com/search/label/shiny was to learn both d3 and shiny by iterating through multiple experiments. This example adaptation was my quickest yet at about 30 minutes. Mike Bostock had d...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
