To R or not to R, and other events

June 21, 2012

New events

To R, or not to R, that is the question

The Statistical Computing Section of the Royal Statistical Society presents a one-day event on 2012 June 29.

The details of the day.  See in particular the abstract for “Teaching statistics: a pain in the R?” by Andy Field — it involves a sheepdog named Rex.

High frequency data analysis

The London Quant Group will have an evening event 2012 July 10 on high frequency trading.  Details of the event are forthcoming.

London Quant Group Autumn Seminar

2012 September 9-12 in Oxford.  The event page.

Even more events

MoneyScience has an events calendar.

Subscribe to the Portfolio Probe blog by Email

Latest posts

Leave a Reply

  1. Magdalena 2012-07-03 at 12:33 - Reply

    Hello,
    Would you be interested in promoting and could you write the article for SDJournal? Our next issue will be entitled R language. I think that you can contribute relevant materials for our magazine. Please let me know if you are interested in contributin.

    Cheers,
    Magdalena Marczynska,
    Editor of SDJournal

    my @ magdalena.marczynska1@o2.pl

Related posts

  • Not fooled by randomness

    September 10, 2012

    The paper is "Not Fooled by Randomness: Using Random Portfolios to Analyze Investment Funds" by Roberto Stein.  Here is an explanation of the idea of random portfolios. Favorite sentence [...]

  • Thalesians, and other events

    September 5, 2012

    Featured Thalesians, London 2012 September 12. Chia Tan on "Practical Financial Modeling". Abstract: Financial modelling is not a competition in the mastery of complexity. Rather, the aim is to [...]

  • A look at Bayesian statistics

    September 3, 2012

    An introduction to Bayesian analysis and why you might care. Fight club The subject of statistics is about how to learn.  Given that it is about the unknown, it [...]