My favorite software is Matlab, but partly because R is free, more and more people & companies choose to use R as a major working language. Nothing wrong with that, I am at the moment changing some of my Kalman Filter Matlab codes to R.
One bothering issue is each software has its own...
548 search results for "finance"
R for Matlab Users
June 20, online Registration deadline for useR! 2010
useR!2010 is coming. I am going to give two talks there (I will write more of that soon), but in the meantime, please note that the online registration deadline is coming to an end. This was published on the R-help mailing list today: ————- The final registration deadline for the R User Conference is June 20, 2010, one week...
An Interest Rate R Package Plan
I recently have done some empirical studies on zero-coupon bond modelling and pricing, and plan to create an interest rate R package in order to make it re-usable, as I find there are only two R package on it, one is http://cran.r-project.org/web/pack...
How to Create an R Package in Windows
There are many reasons to create an R package, such as codes protection, convenient usage, etc. However, creating an R package in Unix is not hard, it IS in Windows, as R is designed in a Unix environment which includes a set of compilers, programming utilities, and text-formatting routines while Windows lacks those. I used to build an R...
Rmetrics 2010
The 4th User/Developer Meeting on computational Finance and Financial Engineering (Rmetrics 2010) will take place once again in Meielisalp. This is the first time I'll attend the conference, but I'm not coming empty handed. I'll present the wo...
WU Wien presentations
Last week I had the opportunity to spend a few days at the Institute for Statistics and Mathematics of the WU Vienna / Wirtschaftsuniversitaet Wien. On Thursday, I gave a seminar on Rcpp and RInside introducing all the recent work with Romain on makin...
WU Wien presentations
Last week I had the opportunity to spend a few days at the Institute for Statistics and Mathematics of the WU Vienna / Wirtschaftsuniversitaet Wien. On Thursday, I gave a seminar on Rcpp and RInside introducing all the recent work with Romain on makin...
WU Wien presentations
Last week I had the opportunity to spend a few days at the Institute for Statistics and Mathematics of the WU Vienna / Wirtschaftsuniversitaet Wien. On Thursday, I gave a seminar on Rcpp and RInside introducing all the recent work with Romain on making...
Introducing IBrokers (and Jeff Ryan)
Josh had kindly invited me to post on FOSS Trading around the time when he first came up with the idea for the blog. Fast forward a year and I am finally taking him up on his offer.
I'll start by highlighting that while all the software in this post is indeed free (true to FOSS), an account with...
Introducing IBrokers (and Jeff Ryan)
Josh had kindly invited me to post on FOSS Trading around the time when he first came up with the idea for the blog. Fast forward a year and I am finally taking him up on his offer.
I'll start by highlighting that while all the software in this post is indeed free (true to FOSS), an account with...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
