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.
Talk: The R Package rbtc: Implementation of the Core Bitcoin’s API, download.
Talk: R package: mcrp - Multiple criteria risk contribution optimization, download.
Talk: Portfolio Selection with Multiple Criteria, download.
Talk: The sequel of cccp: Solving cone constrained convex programs, download.
Talk: The R package cccp: Solving Cone Constrained Convex Programs, download.
Talk: Portfolio Selection with Probabilistic Utility: Revisited, download.
Talk: Diversification Reconsidered: Minimum Tail Dependence, download.
Talk: Interfacing NEOS from R, download.
Keynote: Risk Modeling with R, download.