Talks 📝

• Session Recordingschannel9.msdn.com 📹  ( channel9.msdn.com ) 
  R/Finance

• Revealing High-Frequency Trading Provisions of Liquidity with Visualization in Rchannel9.msdn.com 📹  ( channel9.msdn.com ) 
  Michael Hirsch   trading 

• Equity Factor Portfolio Case Studychannel9.msdn.com 📹  ( channel9.msdn.com ) 
  Ross Bennett   portfolio 

• Zero-Revelation RegTech: Detecting Risk through Linguistic Analysis of Corporate Emails and Newschannel9.msdn.com 📹  ( channel9.msdn.com ) 
  Seoyoung Kim   linguistic analysis 

• R package: mcrp: Multiple criteria risk contribution optimizationchannel9.msdn.com 📹  ( channel9.msdn.com ) 
  Bernhard Pfaff   risk contribution optimization 

• Text analysis using Apache MxNetchannel9.msdn.com 📹  ( channel9.msdn.com ) 
  Qiang Kou   mxnet 

• Nearest Comoment Estimation with Unobserved Factors and Linear Shrinkagechannel9.msdn.com 📹  ( channel9.msdn.com ) 
  Dries Cornilly   nearest comoment estimation 

• No-Bullshit Data Sciencechannel9.msdn.com 📹  ( channel9.msdn.com ) 
  Szilard Pafka   data science 

• Syberia: A development framework for Rchannel9.msdn.com 📹  ( channel9.msdn.com ) 
  Robert Krzyzanowski   syberia 

• yuimaGUI: A graphical user interface for the yuima packagechannel9.msdn.com 📹  ( channel9.msdn.com ) 
  Emanuele Guidotti   gui 

• A Bayesian Multivariate Functional Dynamic Linear Modelchannel9.msdn.com 📹  ( channel9.msdn.com ) 
  Daniel Kowal   bayesian linear model 

• Scenario Analysis of Risk Parity using RcppParallelchannel9.msdn.com 📹  ( channel9.msdn.com ) 
  Jason Foster   rcppparallel 

• Forecasting Performance of Markov-Switching GARCH Models: A Large-Scale Empirical Studychannel9.msdn.com 📹  ( channel9.msdn.com ) 
  Keven Bluteau   garch 

• Reproducible Finance with R: A Global ETF Mapchannel9.msdn.com 📹  ( channel9.msdn.com ) 
  Jonathan Regenstein   finance 

• Markov-Switching GARCH Models in R: The MSGARCH Packagechannel9.msdn.com 📹  ( channel9.msdn.com ) 
  David Ardia   garch 

• MLEMVD: A R Package for Maximum Likelihood Estimation of Multivariate Diffusion Modelschannel9.msdn.com 📹  ( channel9.msdn.com ) 
  Matthew Dixon   MLE 

• Consistent and Flexible Credit Default Simulationchannel9.msdn.com 📹  ( channel9.msdn.com ) 
  Riccardo Porreca and Maisa Anicento   credit default simulation 

• The Market for English Premier League (EPL) Oddschannel9.msdn.com 📹  ( channel9.msdn.com ) 
  Guanhao Feng   EPL 

• The PE package: Modeling private equity in the 21st centurychannel9.msdn.com 📹  ( channel9.msdn.com ) 
  Thomas Harte   PE 

• Risk Fast and Slowchannel9.msdn.com 📹  ( channel9.msdn.com ) 
  Dave DeMers   risk 

• Detecting Fraud at 1 Million Transactions per Secondchannel9.msdn.com 📹  ( channel9.msdn.com ) 
  David Smith   production 

Packages and Resources 📝

• R/Finance 2017 Websitewww.rinfinance.com, R/Finance  ( rinfinance.com )