APR 22, 2010 6:16am ET

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R/Finance 2010: Applied Finance with R


It's not often in the spring that I'm glad to live in Chicago, but the weekend of April 16-17 was one of those times. Friend and neighbor Gib Bassett, Associate Dean at the College of Business, University of Illinois, Chicago (UIC), and Director, Center for Futures and Derivatives (ICFD), invited me to an international conference on the latest developments from the R Project for Statistical Computing for applications in applied quantitative finance. Friday was a gorgeous 80 degree day in Chicago, and while Saturday was cool, my home commute was 30 minutes from UIC. Contrast that with the many European conference presenters, some of whom are still in Chicago almost a week later, victims of the continuing volcanic ash cloud problems.

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Comments (3)
Thanks for the great summary of the conference, Steve!

I found this comment very interesting: "the larger mandate is to make such considerations as transparent as possible, assuring that core R packages and functions scale with little intervention, thus protecting investments in the established R code base."

I agree that is critical, but I am curious--are you basing this on your own experiences, or based on what you are hearing from others?

Posted by Lou B | Tuesday, April 27 2010 at 8:27PM ET
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