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 ReturnsTutorials:
- 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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