Basic R Course - Program - Rmetrics

Rmetrics Training Courses Basic R for Finance, Singapore, 17 - 18 February 2010 Time & date:

Wed, 17 February: 9.30 - 17.00 Thu, 18 February: 9.30 - 17.00

Location:

Peninsula.Excelsior Hotel Singapore 5 Coleman Street Singapore 179805 Tel: (65) 6337 2200 URL: ytchotels.com.sg

Dress code:

Casual

Course Program:

Wed, 17 February:

9.30 - 12.30

Part I: Introduction to R (Yohan Chalabi) Introduction, getting started, data structures, built-in functions, excercises

12.30 - 14.00

Lunch

14.00 - 17.00

Part II Programming with R (Andrew Ellis) Introduction to programming, writing efficient code, object orientation, excercise: Black-Scholes option pricing

Thu, 18 February: 9.30 - 12.30

Part III Plotting with R (Andrew Ellis) Graphics devices, high-level plotting, excercise: Black-Scholes option pricing, low-level plotting

12.30 - 14.00

Lunch

14.00 - 17.00

Part IV Statistics with R (Diethelm Würtz and Christine Dong) Basic statistical functions, exploratory data analysis, linear time series analysis, regression models, dissimilarities of data records, excercises

Rmetrics Training Courses Basic R for Finance, Singapore, 17 - 18 February 2010 How to get there:

For directions on getting to the hotel (Google maps): http://tinyurl.com/yj97kyx

Preparation:

Bring your own laptop, preferably with R already installed. Everything else will be provided.

A.

Peninsula.Excelsior 5 Coleman Street, Singapore 179805​6337 2200​ 581 reviews

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Rmetrics Training Courses Basic R for Finance, Singapore, 17 - 18 February 2010 About the speakers:

Dr. Diethelm Würtz, ETH Zurich and Rmetrics Association: Diethelm is private lecturer at the Institute for Theoretical Physics, ITP, and for the Curriculum Computational Science and Engineering, CSE, at the Swiss Federal Institute of Technology in Zurich. He teaches Econophysics at ITP and supervises seminars in Financial Engineering at CSE. Diethelm is senior partner of Finance Online, an ETH spin-off company in Zurich, and co-founder of the Rmetrics Association. ([email protected]) Yohan Chalabi, ETH Zurich and Rmetrics Association: Yohan has a master in Physics from the Swiss Federal Institute of Technology in Lausanne. He is currently doing a PhD in the Econophysics group at ETH Zurich at the Institute for Theoretical Physics. Yohan is a co-maintainer of the Rmetrics packages. ([email protected]) Andrew Ellis, ETH Zurich and Rmetrics Association: Andrew read cognitive neuroscience and mathematics at the University of Zurich. He is currently working for the Rmetrics Association and is in charge of the documentation project. ([email protected]) Christine Dong, University of Auckland and ETH Zurich: Christine has a master in statistics and an honours degree in finance from University of Auckland. She is currently working in the Econophyics group at ETH in Zurich on modelling and forecasting volatility of financial time series. She is also employed by the University of Auckland as a statistician. ([email protected])