This post is a slightly revised (and "blogified") version of the message Brian Peterson has sent to various R mailing lists.Once again, R has been accepted as a mentoring organization for the Google Summer of Code (2012). We invite students inter...
401 search results for "finance"
Low (and high) volatility strategy effects
Does minimum variance act differently from low volatility? Do either of them act like low beta? What about high volatility versus high beta? Inspiration Falkenblog had a post investigating differences in results when using different strategies for low volatility investing. Here we look not at a single portfolio of a given strategy over time, but … Continue reading...
R/Finance 2012 program announced, registration open
Registration is now open for R/Finance 2012 in Chicago, the conference devoted to applications of R in the financial sector. The program has also been announced, with topics including: modelling insurance claim reserves; risk management in power markets; peer performance of hedge funds; hedging event risk; operational risk measurement with R and RevoScaleR; and many other applications of R....
R/Finance 2012 Registration Open
You can find more information on the R/Finance conference website. Hope to see you in Chicago in May!The registration for R/Finance 2012 -- which will take place May 11 and 12 in Chicago -- is NOW OPEN!Building on the success of the three previou...
R / Finance 2012 Open for Registration
The annoucement below just went to the R-SIG-Finance list. More information is as usual the the R / Finance page: Now open for registrations: R / Finance 2012: Applied Finance with R May 11 and 12, 2012 Chicago, IL, USA The registration for R/Fi...
Revolution Newsletter: March 2012
The most recent edition of the Revolution Newsletter is out. The news section is below, and you can read the full March edition (with highlights from this blog and community events) online. You can subscribe to the Revolution Newsletter to get it monthly via email. Download Revolution R Enterprise, free for Academics. The new features of Revolution R Enterprise...
Review of “The Origin of Financial Crises” by George Cooper
The subtitle is “Central banks, credit bubbles and the efficient market fallacy”. Executive summary This is much too important of a book to remain as obscure as it is. Besides, it is quite a fun read. It talks about two subjects: Why markets for goods and services tend toward equilibrium but financial markets do not. … Continue reading...
Call for chapters: Data Mining Applications with R
Data Mining Applications with R A book to be published by Elsevier http://www.RDataMining.com/books/book2 Proposal Submission Deadline: April 30, 2012 Introduction R is one of the most widely used data mining tools in scientific and business applications, among dozens of commercial … Continue reading →
Video: Using R in Academic Finance
The slides and replay for Dr Sanjiv Das's webinar, Using R for Analyzing Loans, Portfolios and Risk: From Academic Theory to Financial Practice are now available. I've embedded the slides below: they tell a great story of how Das, after being mistaken for the then-CEO of Citibank (with whom he shares a name) was then led to research (using...
Japan Trade by Geographic Region
To further the analysis presented in Japanese Trade and the Yen, I thought I would take the more granular data provided by the Japanese Ministry of Finance on trade by geographic region. Of course, I will use R to read, analyze, and plot the .csv...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
