Conclusion of R/Finance and Thanks To Diethelm
[MP4] [0:04:14] [2017/05/24]Applied Finance with RFrom the inaugural conference in 2009, the annual R/Finance conference in Chicago has become the primary meeting for academics and practioners interested in using R in Finance.…
Closing Session: Bryon Lewis - Project and Conquer
[MP4] [0:18:48] [2017/05/24]Bryan Lewis: Project and conquer Prizes and Feedback Conclusion
Detecting Fraud at 1 Million Transactions per Second
[MP4] [0:23:25] [2017/05/24]Applied Finance with RFrom the inaugural conference in 2009, the annual R/Finance conference in Chicago has become the primary meeting for academics and practioners interested in using R in Finance.…
Risk Fast and Slow
[MP4] [0:48:08] [2017/05/24]Applied Finance with RFrom the inaugural conference in 2009, the annual R/Finance conference in Chicago has become the primary meeting for academics and practioners interested in using R in Finance.…
The PE package: Modeling private equity in the 21st century
[MP4] [0:21:32] [2017/05/24]Applied Finance with RFrom the inaugural conference in 2009, the annual R/Finance conference in Chicago has become the primary meeting for academics and practioners interested in using R in Finance.…
The Market for English Premier League (EPL) Odds
[MP4] [0:17:42] [2017/05/24]Applied Finance with RFrom the inaugural conference in 2009, the annual R/Finance conference in Chicago has become the primary meeting for academics and practioners interested in using R in Finance.…
Lightning Talks II (Day 2)
[MP4] [0:32:11] [2017/05/24]Michael Weylandt: Convex Optimization for High-Dimensional Portfolio Construction Lukas Elmiger: Risk Parity Under Parameter Uncertainty Ilya Kipnis: Global Adaptive Asset Allocation, and the Possible…
Riccardo Porreca and Maisa Aniceto
[MP4] [0:11:45] [2017/05/24]Riccardo Porreca: Efficient, Consistent and Flexible Credit Default Simulation Maisa Aniceto: Machine Learning and the Analysis of Consumer Lending
MLEMVD: A R Package for Maximum Likelihood Estimation of Multivariate Diffusion Models
[MP4] [0:16:57] [2017/05/24]Applied Finance with RFrom the inaugural conference in 2009, the annual R/Finance conference in Chicago has become the primary meeting for academics and practioners interested in using R in Finance.…
Forecasting Performance of Markov-Switching GARCH Models: A Large-Scale Empirical Study
[MP4] [0:16:19] [2017/05/24]Applied Finance with RFrom the inaugural conference in 2009, the annual R/Finance conference in Chicago has become the primary meeting for academics and practioners interested in using R in Finance.…
Lightning Talks I (Day 2)
[MP4] [0:32:17] [2017/05/24]Stephen Bronder: Integrating Forecasting and Machine Learning in the mlr Framework Leopoldo Catania: Generalized Autoregressive Score Models in R: The GAS Package Guanhao Feng: Regularizing Bayesian…
Reproducible Finance with R: A Global ETF Map
[MP4] [0:16:50] [2017/05/24]Applied Finance with RFrom the inaugural conference in 2009, the annual R/Finance conference in Chicago has become the primary meeting for academics and practioners interested in using R in Finance.…
Markov-Switching GARCH Models in R: The MSGARCH Package
[MP4] [0:13:46] [2017/05/24]Applied Finance with RFrom the inaugural conference in 2009, the annual R/Finance conference in Chicago has become the primary meeting for academics and practioners interested in using R in Finance.…
Scenario Analysis of Risk Parity using RcppParallel
[MP4] [0:18:44] [2017/05/24]Applied Finance with RFrom the inaugural conference in 2009, the annual R/Finance conference in Chicago has become the primary meeting for academics and practioners interested in using R in Finance.…
A Bayesian Multivariate Functional Dynamic Linear Model
[MP4] [0:17:26] [2017/05/24]Applied Finance with RFrom the inaugural conference in 2009, the annual R/Finance conference in Chicago has become the primary meeting for academics and practioners interested in using R in Finance.…
yuimaGUI: A graphical user interface for the yuima package
[MP4] [0:12:32] [2017/05/24]Applied Finance with RFrom the inaugural conference in 2009, the annual R/Finance conference in Chicago has become the primary meeting for academics and practioners interested in using R in Finance.…
Syberia: A development framework for R
[MP4] [0:21:28] [2017/05/24]Applied Finance with RFrom the inaugural conference in 2009, the annual R/Finance conference in Chicago has become the primary meeting for academics and practioners interested in using R in Finance.…
Lightning Talks III (Day 1)
[MP4] [0:29:57] [2017/05/24]Oliver Haynold: Practical Options Modeling with the sn Package, Fat Tails, and How to Avoid the Ultraviolet Catastrophe Shuang Zhou: A Nonparametric Estimate of the Risk-Neutral Density and Its…
No-Bullshit Data Science
[MP4] [0:42:11] [2017/05/24]Applied Finance with RFrom the inaugural conference in 2009, the annual R/Finance conference in Chicago has become the primary meeting for academics and practioners interested in using R in Finance.…
Lightning Talks II (Day 1)
[MP4] [0:32:43] [2017/05/23]Francesco Bianchi: Measuring Risk with Continuous Time Generalized Autoregressive Conditional Heteroscedasticity Models Eina Ooka: Bunched Random Forest in Monte Carlo Risk Simulation Matteo Crimella:…
Closing Sessions: Matt Dancho, Leonardo Silvestri
[MP4] [0:12:04] [2017/05/23]Matt Dancho: New Tools for Performing Financial Analysis Within the 'Tidy' Ecosystem Leonardo Silvestri: ztsdb, a time-series DBMS for R users
Nearest Comoment Estimation with Unobserved Factors and Linear Shrinkage
[MP4] [0:18:56] [2017/05/23]Applied Finance with RFrom the inaugural conference in 2009, the annual R/Finance conference in Chicago has become the primary meeting for academics and practioners interested in using R in Finance.…
Text analysis using Apache MxNet
[MP4] [0:16:16] [2017/05/23]Applied Finance with RFrom the inaugural conference in 2009, the annual R/Finance conference in Chicago has become the primary meeting for academics and practioners interested in using R in Finance.…
R package: mcrp: Multiple criteria risk contribution optimization
[MP4] [0:22:26] [2017/05/23]Applied Finance with RFrom the inaugural conference in 2009, the annual R/Finance conference in Chicago has become the primary meeting for academics and practioners interested in using R in Finance.…
Zero-Revelation RegTech: Detecting Risk through Linguistic Analysis of Corporate Emails and News
[MP4] [0:15:57] [2017/05/23]Applied Finance with RFrom the inaugural conference in 2009, the annual R/Finance conference in Chicago has become the primary meeting for academics and practioners interested in using R in Finance.…
Equity Factor Portfolio Case Study
[MP4] [0:23:15] [2017/05/23]Applied Finance with RFrom the inaugural conference in 2009, the annual R/Finance conference in Chicago has become the primary meeting for academics and practioners interested in using R in Finance.…
Revealing High-Frequency Trading Provisions of Liquidity with Visualization in R
[MP4] [0:19:48] [2017/05/23]Applied Finance with RFrom the inaugural conference in 2009, the annual R/Finance conference in Chicago has become the primary meeting for academics and practioners interested in using R in Finance.…
Kickoff and Lightning Talks I (Day 1)
[MP4] [0:37:07] [2017/05/23]Marcelo Perlin: GetHFData: An R package for downloading and aggregating high frequency trading data from Bovespa Jeffrey Mazar: The obmodeling Package Yuting Tan: Return Volatility, Market…