Keynote Presenters
- Patrick Burns Random Portfolios: Theory and Practice
- Robert Grossman Cloud-based Architectures for Financial Applications using R
- David Kane Matching Portfolios
- Roger Koenker Quantile Regression in R: For Fin and Fun
- David Ruppert Statistics for Financial Engineering: Some Examples
- Diethelm Wuertz Portfolio Analysis and Optimization with R/Rmetrics
- Eric Zivot Making the Transition from S-PLUS and S+Finmetrics and Using R in a Hedge Fund of Funds Environment
Tutorials
- Peter Carl PerformanceAnalytics
- Dirk Eddelbuettel HPC with R
- Brian Peterson PerformanceAnalytics
- Dale Rosenthal Market Microstructure
- Jeffrey Ryan xts/quantmod
Contributing Presenters
- Yohan Chalabi: Econometrics and Practice: Mind the Gap
- Hedibert Lopes: Particle Learning and Smoothing
- Krishna Kumar: Numerical Integration and Exotics
- Christoph Leitner and Paul Hofmarcher: Latent Variable Approach to Validate Credit Rating
- Wei-han Liu: Detecting Structural Breaks
- Bryan Lewis: Backtesting Trading Rules with ParallelR
- David Matteson: ICA for Multivariate Nonlinear Financial Time Series
- Klaus Rheinberger: VEC and GVAR Models using R
- Brian Rowe: Filtering noise in correlation matrics
- Guy Yollin: R tools for Portfolio Optimization
- Joon-Hui Yoon: Event Study: Change-Point Model