R / Finance 2010 presentations

April 20, 2010

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Last Friday and Saturday the second R / Finance
conference took place in Chicago on the
UIC campus.

As a co-organizer, it was a great pleasure to see so many users of R in Finance—from both industry and academia—come to
Chicago to discuss and share recent work. There is a lot going on, and it is always good to exchange ideas with others sharing the same
infrastructure. Participants appeared to enjoy the conference. My thanks to everybody who helped to put it together, from the
local committee to the helping hands at UIC and of course the sponsors.

I just put my slides from the
Extending and Embedding R with C++
tutorial preceding the conference, as well as the RQuantLib: Interfacing QuantLin from R
presentation (with Khanh Nguyen), up onto my
presentations page. I do have a usb-drive with all conference
presentations and will provide them via the R / Finance site in a few days.

The only truly sour note is the fact that several presenters from Europe had their travels schedules turned
upside down by the disruption to international air travel caused by the Icelandic volcano eruption and the resulting ash clouds.
While we are glad to have had them for a little longer in Chicago, we understand that they are getting eager to return home. I
hope this extended stay in the Windy City does not take away from the overall usefulness of the trip.

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