In case you missed them, here are some articles from last month of particular interest to R users. We announced the availability of Revolution R Community 3.2 (based on R 2.10.1), now 100% open source, and including a new doMC package for parallel computing on Windows. We announced that Revolution R Enterprise is now available free of charge to...
548 search results for "finance"
Basket Option Pricing: Step by Step
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I find options fascinating because they deal with the abstract ideas of volatility and correlation, both of which are unobservable and can often seem like wild animal spirits (take the current stock market as an example). Understanding these subtle concepts is never easy, but it is essential in pricing some of the more exotic
Revolution’s 2010 roadmap
As part of all the news from yesterday, we also announced our vision and roadmap for the Revolution R product line for 2010. You can see a short summary of our vision in this two-minute video, or see more details in the roadmap whitepaper available for download. But here's a quick overview of our plans: First, we intend to...
R/Finance 2010 … and unicorns
At the Information Management blogs, Steve Miller has posted a great roundup of last weekend's R/Finance 2010 conference in Chicago. Here's Steve's overall take: This year's conference was even better than the 2009 inaugural, the in-excess-of-200 participants consumed by more than 20 consecutive high-powered presentations over the fast-paced day and a half. And while I'm a quantitative finance welterweight...
R / Finance 2010 presentations
Last Friday and Saturday the second R / Finance conference took place in Chicago on the UIC campus. As a co-organizer, it was a great pleasure to see so many users of R in Finance---from both industry and academia---come to Chicago to discuss and sh...
R / Finance 2010 presentations
Last Friday and Saturday the second R / Finance conference took place in Chicago on the UIC campus. As a co-organizer, it was a great pleasure to see so many users of R in Finance---from both industry and academia---come to Chicago to discuss and sh...
R / Finance 2010 presentations
Last Friday and Saturday the second R / Finance conference took place in Chicago on the UIC campus. As a co-organizer, it was a great pleasure to see so many users of R in Finance---from both industry and academia---come to Chicago to discuss and shar...
R and the Next Big Thing
I've been travelling for the past few days (for the R/Finance 2010 conference in Chicago), so I'd missed much of the reaction to AnnMaria De Mars' article last week where she claimed that "R is an epic fail". Understandably, that inflammatory statement provoked many reactions from the R community on Twitter and in the blogosphere. (I suspect the fact...
Thoughts on LSPM from R/Finance 2010
I just got back from R/Finance 2010 in Chicago. If you couldn't make it this year, I strongly encourage you to attend next year. I will post a more comprehensive review of the event in the next couple days, but I wanted to share some of my notes spec...
Simulating Dart Throws in R
Back in November 2009 Wired wrote an article about some grad students who decided to try to stochastically model throwing darts. Because I don’t actually read printed material I didn’t see the article until a couple of months ago. My immediate thought was, “hey, I drink beer. I throw darts. I build stochastic models. Why
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
