Talks 📝

• Session Recordings 📹 
  R/Finance

• Revealing High-Frequency Trading Provisions of Liquidity with Visualization in R 📹 
  Michael Hirsch   trading 

• Equity Factor Portfolio Case Study 📹 
  Ross Bennett   portfolio 

• Zero-Revelation RegTech: Detecting Risk through Linguistic Analysis of Corporate Emails and News 📹 
  Seoyoung Kim   linguistic analysis 

• R package: mcrp: Multiple criteria risk contribution optimization 📹 
  Bernhard Pfaff   risk contribution optimization 

• Text analysis using Apache MxNet 📹 
  Qiang Kou   mxnet 

• Nearest Comoment Estimation with Unobserved Factors and Linear Shrinkage 📹 
  Dries Cornilly   nearest comoment estimation 

• No-Bullshit Data Science 📹 
  Szilard Pafka   data science 

• Syberia: A development framework for R 📹 
  Robert Krzyzanowski   syberia 

• yuimaGUI: A graphical user interface for the yuima package 📹 
  Emanuele Guidotti   gui 

• A Bayesian Multivariate Functional Dynamic Linear Model 📹 
  Daniel Kowal   bayesian linear model 

• Scenario Analysis of Risk Parity using RcppParallel 📹 
  Jason Foster   rcppparallel 

• Forecasting Performance of Markov-Switching GARCH Models: A Large-Scale Empirical Study 📹 
  Keven Bluteau   garch 

• Reproducible Finance with R: A Global ETF Map 📹 
  Jonathan Regenstein   finance 

• Markov-Switching GARCH Models in R: The MSGARCH Package 📹 
  David Ardia   garch 

• MLEMVD: A R Package for Maximum Likelihood Estimation of Multivariate Diffusion Models 📹 
  Matthew Dixon   MLE 

• Consistent and Flexible Credit Default Simulation 📹 
  Riccardo Porreca and Maisa Anicento   credit default simulation 

• The Market for English Premier League (EPL) Odds 📹 
  Guanhao Feng   EPL 

• The PE package: Modeling private equity in the 21st century 📹 
  Thomas Harte   PE 

• Risk Fast and Slow 📹 
  Dave DeMers   risk 

• Detecting Fraud at 1 Million Transactions per Second 📹 
  David Smith   production 

Packages and Resources 📝

• R/Finance 2017 Website, R/Finance