R in Finance

Overview

This two-day conference takes place in early Spring at the UIC, Chicago. Pre-conference tutorials are offered. More information about the last conference can be found here.

Talks

• Applied Finance with R, 1st - 2nd June 2018, Chicago, IL, USA.

Talk: The R Package rbtc: Implementation of the Core Bitcoin’s API, download.

• Applied Finance with R, 19th - 20st May 2017, Chicago, IL, USA.

Talk: R package: mcrp - Multiple criteria risk contribution optimization, download.

• Applied Finance with R, 21th - 21st May 2016, Chicago, IL, USA.

Talk: Portfolio Selection with Multiple Criteria, download.

• Applied Finance with R, 29th - 30th May 2015, Chicago, IL, USA.

Talk: The sequel of cccp: Solving cone constrained convex programs, download.

• Applied Finance with R, 16th - 17th May 2014, Chicago, IL, USA.

Talk: The R package cccp: Solving Cone Constrained Convex Programs, download.

• Applied Finance with R, 17th - 18th May 2013, Chicago, IL, USA.

Talk: Portfolio Selection with Probabilistic Utility: Revisited, download.

• Applied Finance with R, 11th - 12th May 2012, Chicago, IL, USA.

Talk: Diversification Reconsidered: Minimum Tail Dependence, download.

• Applied Finance with R, 29th - 30th April 2011, Chicago, IL, USA.

Talk: Interfacing NEOS from R, download.

• Applied Finance with R, 16th - 17th April 2010, Chicago, IL, USA.

Keynote: Risk Modeling with R, download.