Rmetrics

Overview

The R/Rmetrics conferences consisted of tutorial sessions and user/developer presentations as well whereby the focus is on the use of R for topics related to computational finance and financial engineering. This conference series is not any longer organized, but a Europe-based new conference series has been initiated, namely, the Data Science in Finance with R, short DSF-R.

Talks

• The 7th R/Rmetrics Meielisalp Workshop and Summer School on

Computational Finance and Financial Engineering, 30th June-4th July 2013, Meilisalp, Lake Thune, Switzerland. Talk: Portfolio Selection: Recent Approaches, Optimization and Design with R, download.

• The 6th R/Rmetrics Meielisalp Workshop and Summer School on

Computational Finance and Financial Engineering, 24th June-28th June 2012, Meilisalp, Lake Thune, Switzerland. Talk: Diversification reconsidered: Minimum Tail Dependency, download.

• The 5th R/Rmetrics Meielisalp Workshop and Summer School on

Computational Finance and Financial Engineering, 26th June-30th June 2011, Meielisalp, Lake Thune, Switzerland. Talk: Interfacing NEOS from R, download.

• The 3rd International R/Rmetrics User and Developer Workshop, 28th

June-2nd July 2009, Meilisalp, Lake Thune, Switzerland. Talk: Package Development in R: Implementing GO-GARCH models, download.

• The 2nd International R/Rmetrics User and Developer Workshop, 29th

June-3rd July 2008, Meilisalp, Lake Thune, Switzerland. Talk: Tactical Asset Allocation: Putting the Pieces Together, download.

• The 1st International R/Rmetrics User and Developer Workshop, 8-12th

July 2007, Meilisalp, Lake Thune, Switzerland. Talk: Analysis of Integrated and Cointegrated Time Series, download.