Upcoming events

October 9, 2012
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(This article was first published on Portfolio Probe » R language, and kindly contributed to R-bloggers)

Featured

I’ll be leading two courses in the near future:

Value-at-Risk versus Expected Shortfall

2012 October 30-31, London.

30th: “Addressing the critical challenges and issues raised by the Basel proposal to replace VaR with Expected Shortfall”

31st: “Variability in Value-at-Risk and Expected Shortfall” led by Patrick Burns

Details at CFP Events.

Finance with R Workshop

2012 November 6-7, London.

Presenters will be Patrick Burns and Ronald Hochreiter.

The brochure and the regististration form.  When you register, please indicate that you were sent by Burns Statistics.

New Events

QWAFAFEW (Princeton)

2012 October 9 (real soon now).
Aakarsh Ramchandani on “How Industry Classification Standards Can Erode Alpha”

Details at the qwafafew website.

Thalesians (London)

2012 October 10.  Geoffrey Kendrick on “Introduction to FX and beta in FX”.

Details at the Thalesians website.

London School of Economics

2012 October 15.  Tim Harford on “Adapt: Problem solving in a complex world”.

Details at the LSE website.

QWAFAFEW (Stamford)

2012 October 17.  A bunch of people speaking at the Quantitative Hedge Fund Risk Management Forum:  “Where Theory Meets Practice”.

Details on the qwafafew website.

 PRMIA

2012 October 30-31 in New York.  David Rowe leading “Risk Management beyond VaR”.

Details at the PRMIA website.

London Quant Group

2012 November 6.  Speakers include Oleg Ruban on “Manager Crowding: Do Risk Models Cause Managers to Herd?”

Free but you need to register.  Details at the LQG website.

Quantide

2012 November 15-16 in Milano.  “Advanced R” (taught in Italian).

Details at Milano R net.

Previously Announced

14-10 Club

2012 October 11.

Rosemary Bailey

Details at the 14-10 website.

CambR

2012 October 29, Cambridge, UK.  Martin Morgan on “Writing R your friends can use”.

Details at the CambR website.

Value-at-Risk versus Expected Shortfall

2012 October 30-31, London.

30th: “Addressing the critical challenges and issues raised by the Basel proposal to replace VaR with Expected Shortfall”

31st: “Variability in Value-at-Risk and Expected Shortfall” led by Patrick Burns

Details at CFP Events.

14-10 Club

2012 November 1.

Andy Haldane, Gordon Woo

Details at the 14-10 website.

Quant Invest

2012 November 5-7.  Paris.  Details.

Finance with R Workshop

2012 November 6-7, London.

Presenters will be Patrick Burns and Ronald Hochreiter.

The brochure and the regististration form.  When you register, please indicate that you were sent by Burns Statistics.

City Book Fair

2012 November 12-15. London.

Something that seems to be completely different.

The website is http://www.citybookfair.co.uk/

Performance, Risk and Regulation

2012 November 14-15, London.

Details at http://www.icbi-events.com/event/Parm-conference

R course with Heather Turner

2012 November 19-20, Cambridge, UK.

Day 1 is “Getting started with R”, day 2 is “R programming”.

Details at Prism Training.

Computational and Financial Econometrics

2012 December 1-3, Oveido, Spain

The conference website is http://www.cfe-csda.org/cfe12/

LondonR

2012 December 4, The Counting House.

Details and (free) registration  at http://www.londonr.org/

14-10 Club

2012 December 6

Jon Danielsson, James Sefton

Details at the 14-10 website.

PMAR North America

Performance Measurement, Attribution and Risk.

2013 May 16-17, Philadelphia.

Details at the Spaulding Group.

PMAR Europe

Performance Measurement, Attribution and Risk.

2013 June, London.

Details at the Spaulding Group.

useR! 2013

2013 July 10-12, La Mancha.

The conference website is http://www3.uclm.es/congresos/useR-2013/

Even more events

MoneyScience has an events calendar.

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