Pfaffikus

R/Rmetrics (Meielisalp)

Overview

The R/Rmetrics conferences consist 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. More information can be found on the Rmetrics web-site.

Talks

• 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.
• 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.
• The 3rd International R/Rmetrics User and Developer Workshop, 28th June-2nd July 2008, Meilisalp, Lake Thune, Switzerland. Talk: Package Development in R: Implementing GO-GARCH models.
• 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.
• 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.

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