735 search results for "finance"

Slides from most recent R and HPC tutorial

April 29, 2009
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A little earlier I put the slides from my Introduction to High-Performance Computing with R tutorial at the R / Finance conference last week onto my talks / presentation page. Other tutorials, talks and keynotes are also being posted on the conference program page. This tutorial was a shorter format of just an hour which did not allow for any parallel...

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Slides from most recent R and HPC tutorial

April 29, 2009
By

A little earlier I put the slides from my Introduction to High-Performance Computing with R tutorial at the R / Finance conference last week onto my talks / presentation page. Other tutorials, talks and keynotes are also being posted on the conference...

Read more »

Google Summer of Code 2009: R / Quantlib

April 28, 2009
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With everything that has been going on of late, I have yet to mention that Khanh Nguyen, a Ph.D. student in Computer Science at U Mass / Boston, will be working with me on RQuantLib as part of the Google Summer of Code program this year. We had twenty-two applications to review for the R project, including three for the RQuantLib...

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Google Summer of Code 2009: R / Quantlib

April 28, 2009
By

With everything that has been going on of late, I have yet to mention that Khanh Nguyen, a Ph.D. student in Computer Science at U Mass / Boston, will be working with me on RQuantLib as part of the Google Summer of Code program this year. We had twenty...

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Testing RSI(2) with R, First Steps

April 13, 2009
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Testing RSI(2) with R, First Steps

This is the first of a series of posts that will demonstrate how to build, test, and implement a trading strategy using my favorite FOSS, R. I chose the RSI(2) strategy because it has gotten considerable attention on trading blogs over the past 6 mont...

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SNA with R: Loading your network data

April 1, 2009
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SNA with R: Loading your network data

We are interested in Social Network Analysis using the statistical analysis and computing platform R. As usual with R, the documentation is pretty bad, so this series collects our notes as we learn more about the available packages and how they work. We use here the statnet group of packages, which seems to be the...

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R in The Windy City

February 27, 2009
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In honor of me moving to Chicago, the powers who abide have decided to hold the first annual “R/Finance conference for applied finance using R” conference in Chicago this year. The dates are April 24-25, 2009. R/Finance 2009: Applied Finance with R To those who made the decision on location, I’m pleased but slightly embarrassed that you

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Sorry, you said you want a stats revolution?

February 23, 2009
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Sorry, you said you want a stats revolution?

ALL ABOUT REVOLUTION COMPUTING’S R DISTRIBUTION Decision Science News was intrigued by a company called REvolution Computing that got some attention of late for spinning their own mix of the R language for statistical computing and giving it away for free. So DSN asked to interview them to see what it’s all about Decision Science

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Maximum likelihood estimation in R

Maximum likelihood estimation can be implemented like Quasi-maximum likelihood in Matlab, You can also write an R function which computes out the likelihood function. As always in R, this can be done in several different ways.One issue is that of rest...

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R featured in New York Times article

January 7, 2009
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Today's New York Times carries a decent article about R. Predictably, this lead to one (short), two (longest), three (short) threads on the main R mailing list. One aspect merits further highlighting. The reporter asked whether R would pose a threat to SAS: "I think it addresses a niche market for high-end data analysts that want free, readily...

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