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

  • October 10, 2012

    Which sectors are coherent, and which aren't? Previously The post "S&P 500 correlations up to date" looked at rolling mean correlations among stocks.  In particular it looked at rolling [...]

  • October 9, 2012

    Featured I'll be leading two courses in the near future: Value-at-Risk versus Expected Shortfall 2012 October 30-31, London. 30th: "Addressing the critical challenges and issues raised by the Basel [...]

  • October 8, 2012

    I haven't heard much about correlation lately.  I was curious about what it's been doing. Data The dataset is daily log returns on 464 large cap US stocks from [...]