Registration closing for UseR! 2011

July 18, 2011

Friday July 22 is the last day on which you can register for UseR! 2011 at the University of Warwick.  The conference will be 2011 August 16-18.

You can peruse the book of abstracts and view the draft schedule.

I am scheduled to give a talk on “Random input testing with R”.  The abstract is:

Traditional software testing uses specific inputs and then sees if the results are correct. This is necessary but not always sufficient to have faith that the software operates properly.  When the number of inputs is large, the combinatorial explosion means that full coverage is impossible.

An alternative form of testing is to create random inputs and then infer the suitability of the result. This means many more combinations can be tested, and in particular avoids bias that may be in the traditional test suite. Another advantage of this type of testing is that it exercises the code throwing errors and warnings, which is seldom the case for traditional tests.

R is an excellent environment both for generating random inputs, and for examining the resulting output. We’ll highlight a specific example of portfolio optimization.

Subscribe to the Portfolio Probe blog by Email

Leave a Reply

Related posts

  • February 4, 2013

    More risk does not necessarily mean bigger Value at Risk. Previously "The incoherence of risk coherence" suggested that the failure of Value at Risk (VaR) to be coherent is [...]

  • January 28, 2013

    How to fit and use the components model. Previously Related posts are: A practical introduction to garch modeling Variability of garch estimates garch estimation on impossibly long series Variance [...]

  • January 21, 2013

    An exploration of the usefulness of sectors. Previously This subject was discussed in "S&P 500 sector strengths". Idea Stocks are put into groups based on the sector that the [...]