681 search results for "finance"

R / Finance 2013 Call for Papers

December 17, 2012
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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, USAThe ...

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Pull Yahoo Finance Key-Statistics Instantaneously Using XML and XPath in R

October 29, 2012
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Pull Yahoo Finance Key-Statistics Instantaneously Using XML and XPath in R

This two-part blog post I published a day ago required key-stats from Yahoo Finance for all the companies in the control group I created for my research.  I wanted all the key-stats pulled, arranged in a data-frame and then present them side-...

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The fear-index: is the VIX efficient to be warned about high volatility? (Finance & Systematic Processus)

September 24, 2012
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The fear-index: is the VIX efficient to be warned about high volatility?   (Finance & Systematic Processus)

Computational Finance with R on Coursera

September 12, 2012
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If you haven't signed up for the Introduction to Computational Finance and Financial Econometrics course taught by Eric Zivot on Coursera, it's not too late.  The second week just started and the first assignments aren't due until September 18th.J...

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Review of “Numerical Methods and Optimization in Finance” by Gilli, Maringer and Schumann

September 12, 2012
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Review of “Numerical Methods and Optimization in Finance” by Gilli, Maringer and Schumann

Previously This book and the associated R package were introduced before. Executive Summary A very nice — and enlightening — discussion of a wide range of topics. Principles The Introduction to the book sets out 5 principles.  This is probably the most important part of the book.  The principles are: We don’t know much in … Continue reading...

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Highlights of R in Finance 2012

August 13, 2012
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Highlights of R in Finance 2012

I unfortunately was not there, but we can vicariously enjoy it via the presentations that are posted on the conference website. Below is my take on the highlights (in chronological order). Peter Carl and Brian Peterson “Constructing Strategic Hedge Fund Portfolios” is wonderful from my perspective.  Promoting random portfolios is sure to win my heart.  … Continue reading...

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Slides for R/Finance 2012

May 23, 2012
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Slides for R/Finance 2012

Another succeessful* year of R/Finance is behind us. It was certainly more: a larger crowd, a longer session, more seminars, more presentations, more sponsors – perhaps even to the point where we’ve reaching a certain capacity. What began as an interesting idea among a few friends has more than credible momentum – it’s now more

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Registration for R/Finance 2012 is Open

April 15, 2012
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Registration for R/Finance 2012 is Open

Registration has been open for a while, but I wanted to point out the pre-conference seminars. Registrations are strong this year, so if you’re interested you’ll need to sign up before they sell out. Register here… As you probably know by now, the fourth annual R/Finance conference for applied finance using R will be held

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Quantitative finance and computational systems

April 1, 2012
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Quantitative finance and computational systems

I’m writing a book proposal based on the lecture notes for my R for Quants workshop I conducted at the …Continue reading »

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R/Finance 2012 program announced, registration open

March 21, 2012
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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....

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