Diethelm Würtz from ETH Zurich will give a two-day master class on Portfolio Selection and Optimization in Practice. Prof Würtz leads the Rmetrics project, and will provide in-depth instruction on using R and the suite of Rmetrics packages for financial portfolio construction, optimization, backtesting, and much more. This one-hour on-line webinar (slides here) will give you a good sense of the topics that will be covered, and it's not to be missed by anyone who wants to learn about the latest advances in portfolio optimization research. See the course flyer (PDF) for more details, and register to attend the course on September 8-9 in New York City.
Dirk Eddelbuettel will present a one-day master class on Programming with Rcpp. Dirk has made many contributions to the R project, not least of which is the Rcpp package, which makes it easy to combine R and C++ code for fast statistical computing. (Learn about some of Dirk's other contributions in this profile.) This training will begin with an a hands-on introduction to R and C++, and lead into advanced R and C++ topics. This course is ideal for anyone who wants to learn how to get optimum performance from applications in the R language. See this Google TechTalk video for more details of what Dirk will cover in the training, and register to addend the course on Saturday September 24 in New York City, or Saturday October 8 in San Franciso.
Revolution Analytics: R Training