Computational Finance with R

Presented: December 4th, 2008
Rotunda, Low Library, Columbia University in the City of New York

 

REvolution Computing and the Department of Statistics at Columbia University presented an informative workshop about using statistical computing with R in finance. The conference brought together both academics and practitioners, and was open to public.

 

Download conference presentations:

• Discount Curve Construction with fts, RLIM, and RFincad
  Whit Armstrong, KLS Diversified Asset Management
• Quantitative Trading in Practice
  Anthony Brockwell, Horton Point LLC
• High Performance R with RPro
  Bryan Lewis, REvolution Computing (Flash with audio)
• Comparing Multivariate GARCH models using Realized Covariance
  Scott Payseur, UBS Asset Management
• Performance Analysis in R
  Peter Carl and Brian Peterson, PerformanceAnalytics
• Quantmod Package
  Jeff Ryan, Quantmod

Organizers:
Krishna Kumar, Barclays
Libor Pospisil, Columbia University
Jan Vecer, Columbia University
Linda Heinig, REvolution Computing