7th R/Rmetrics workshop in Switzerland, June 30-July 4

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The 7th annual R/Rmetrics Workshop om Computational Finance and Financial Engineering will take place June 30-July 4 in the beatiful alpine setting of Lake Thune, Switzerland. This is an intimate workshop limited to around 50 participants, and features tutorials from leading practitioners in finance with R, with a special focus on the Rmetrics suite of R packages. This year's program includes in-depth material from experts in academia and the finance industry, as you can see below:

Key Note Speaker:

Gunter Loeffler – University of Ulm, Institute of Finance
    Tower Building and Stock Market Returns


  • Basics and Fundamentals:
    Nicolas Polson, University of Chicago, School of Business, USA
         Bayesian Inference, Gibbs Sampling and Markov Chain Monte Carlo
    Stefano Iacus, University of Milano, Department of Economics and Statistics, Milano, Italy
        Quasi Likelihood Inference and Model Selection for Stochastic Differential Equations
  • Modern Portfolio Design:
    Bernhard Pfaff, Invesco Research Frankfurt, Germany
        Portfolio Selection, Optimization and Design with R
    Diethelm Wuertz, Swiss Federal Institute of Technology, Zurich, Switzerland
        Portfolio Diversification and Stability Strategies
  • Advanced Computing in R:
    Stefan Theussl, Raiffeisen Research and Vienna Univeristy of Economics, Austria
        High Performance Computing and Parallel R
  • Building Platforms:
    Charles Roosen, Zurich Re Insurance, Zurich, Switzerland
        Behind the Zurich Re Insurance Platform
    Wolfgang Breymann, Zurich University of Applied Sciences, Switzerland
        The Unified Financial Modeling Platform

For more information about the workshop, follow the link below.

Rmetrics.org: 2013 Meielisalp Workshop and Summer School 

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