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 parti...
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
Tutorials:
Basics and Fundamentals:Nicolas Polson, University of Chicago, School of Business, USA Bayesian Inference, Gibbs Sampling and Markov Chain Monte CarloStefano 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 RDiethelm 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 PlatformWolfgang 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