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Introduction to statistical finance with R

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During the first part of our meeting, Nicolas Christou gave an introduction of statistical finance in R, and presented a package he co-authored with previous PhD student David Diez (2010). Video of the talk is below:

< embed src="http://blip.tv/play/hoYTgoWzIAA%2Em4v" type="application/x-shockwave-flash" width="450" allowscriptaccess="always" allowfullscreen="true">

During the second part, we accommodated shorter talks outlining R users’ experiences with statistical finance in R.

Kyle Matoba, a Finance PhD student from UCLA Anderson School of Management, presented on Algorithmic Trading with R.

< embed src="http://blip.tv/play/hoYTgoW5IgA%2Em4v" type="application/x-shockwave-flash" width="450" allowscriptaccess="always" allowfullscreen="true">

Bryce Little, UCLA alum, presented on Constructing Minimum Variance Portfolios with R.

< embed src="http://blip.tv/play/hoYTgoW6CgA%2Em4v" type="application/x-shockwave-flash" width="450" allowscriptaccess="always" allowfullscreen="true">

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