Lectures and Courses

Lectures and Courses

2014

February 10, 2014, High Performance R Programming, Mumbai

Bringing High Performance Computing and Parallel R to your Laptop.
IGIDR, Indira Gandhi Institute of Research and Development, Mumbai, India

February 6-7, 2014, Advanced R Programming, Zürich

A two-day training with the aim to get deeper insights into the power of R.

2013

November 28-29 2013, Introduction to R Programming, Zürich

A two-day training to get acquanted with the essentials of R.

October 3+24+31, 2013, Advanced Programming With R for Financial Institutions, Vienna

A three-day in-house course given to an international operating bank in Austria, Vienna.

June 30 - July 4,  2012, 7th R/Rmetrics Meielisalp Summer School

7th R/Rmetrics Summerschool in "Computational Finance and Financial Engineering", organized together with the Rmetrics Meielisalp User and Developer Workshop, Switzerland.

June 30 - July 4 2013, 7th R/Rmetrics User/Developer Workshop

7th R/Rmetrics User and Developer Workshop in "Computational Finance and Financial Engineering", organized together with the Rmetrics Meielisalp Summer School, Switzerland.

May 22-25 2013, Advanced Time Series Analysis, Mumbai

Financial Data Analysis with R
Bringing the Power of R/Rmetrics to the Financial Community in India
Jointly organized by Rmetrics Association Zurich, IGIDR and Neural Risk Consulting Mumbai

March 28-30 2013, Portfolio Optimization, Mumbai

Financial Data Analysis with R
Bringing the Power of R/Rmetrics to the Financial Community in India
Jointly organized by Rmetrics Association Zurich, IGIDR and Neural Risk Consulting Mumbai

January 3 - February 2 2013, Advanced Panel Data Analysis, Mumbai

Financial Data Analysis with R
Bringing the Power of R/Rmetrics to the Financial Community in India
Jointly organized by Rmetrics Association Zurich, IGIDR and Neural Risk Consulting Mumbai

 

2012

November 29 - December 1 2012, Business Analytics, Mumbai

Financial Data Analysis with R
Bringing the Power of R/Rmetrics to the Financial Community in India
Jointly organized by Rmetrics Association Zurich, IGIDR and Neural Risk Consulting Mumbai

November 29 - December 1 2012, Business Analytics, Bangalore

Financial Data Analysis with R
Bringing the Power of R/Rmetrics to the Financial Community in India
Jointly organized by Rmetrics Association Zurich, IGIDR and Neural Risk Consulting Mumbai

September 27-29 2012, Panel Data Analysis, Mumbai

Financial Data Analysis with R
Bringing the Power of R/Rmetrics to the Financial Community in India
Jointly organized by Rmetrics Association Zurich, IGIDR and Neural Risk Consulting Mumbai

August 9-11 2012, Time Series Analysis, Mumbai

Financial Data Analysis with R
Bringing the Powe of R/Rmetrics to the Financial Community in India
Jointly organized by Rmetrics Association Zurich, IGIDR and Neural Risk Consulting Mumbai

June 24-28 2012, 6th Meielisalp Summer School and User/Developer Workshop:

6th Summerschool in "Computational Finance and Financial Engineering with
R/Rmetrics", organized together with the Rmetrics Meielisalp Workshop, Switzerland.

May 23 2012, Zurich:

ZurichR User Meeting
Diethelm Wuertz
Stability in Financial Time Series Analysis - Does it Matter?

February 14 2012, Zurich:

Presentation at STOXX Zurich
Diethelm Wuertz, ETH Zurich and Rmetrics Association
Stability Budgeting and Stability Parity Indexation

Januar 19 2012, Zurich:

Rmetrics Presentation at the ZurichR Meeting:
Tobias Setz, ETH Zurich and Rmetrics Association
Wavelet Analysis on Financial Time Series
Thesis | Presentation Full | Presentation CSE Case Studies | Presentation ZurichR

Januar 6 2012, Ahmedabad, India:

Rmetrics Asia Chapter, Seminar at the IMM Phd Course:
Mahendra Mehta and Diethelm Wuertz
A Gentle Introduction to R/Rmetrics


2011

November 8 2011, Mumbai:

1 Day Public Course at Indira Gandhi Institute in Mumbai, India:
Diethelm Wuertz,
Stability Analytics and Portfolio Optimization

August 13 2011, Zurich:

Seminar Presentation at the Econophysics Group at ETH Zurich: 
Tobias Setz, ETH Zurich and Rmetrics Association
Wavelet Analysis on Stochastic Time Series

June 2011, Meielisalp Summer School:

5th Summerschool in "Computational Finance and Financial Engineering with
R/Rmetrics", organized together with the Rmetrics Meielisalp Workshop,
Switzerland.

Lectureres and Topics:

  • Professor Roger Koenker - Topic: Quantile Regression 
    Department of Economics, University of Illinois, Urbana-Champaign, USA
  • Professor Guy Nason - Topic: Wavelet Methods in Statistics
    Department of Mathematics, University of Bristol, Bristol, UK
  • Professor Ganti Prasada Rao - Topic: Continuous-Time Systems
    Inventive Pathways-Management Consultancy, UAE
  • Professor Gerhard Stahl - Topic: Measuring Model Risk
    Talanx Hanover, and University of Hanover, DE
  • Professor Ruey Tsay - Topic: Financial Time Series Analysis
    Booth School of Business, The University of Chicago, Chicago, USA

Date: June 26-30, Meielisalp

June 2011, Zurich, Advanced Rmetrics Portfolio Course:

2 Day Public Course "Modern Portfolio Design with Rmetrics" for Portfolio
Managers and Decision Makers in Zurich organized together with the
Rmetrics Meielisalp Workshop 2011, Switzerland.

Topics:

  • Lecture 1 - Portfolio Optimization from Scratch:
    Mean Variance Portfolio, MAD Scenario Portfolio
  • Lecture 2 - Portfolio Solver Factory:
    Mathematical Programming, R/AMPL Interface, Coin-Or Infrastructure
  • Lecture 3 - Rmetrics' General Portfolio Framework:
    Robust
    Portfolios, Factor Models, Risk Budget Constraints, Copulae Tail Risk
    Constraints, Mean-CVaR Portfolios, General Risk Measues
  • Lecture 4 - Portfolio Backtesting Framework:
    Rolling Windows, Investment Strategies, Rebalancing Concepts, Performance Analysis

Lecturers: Diethelm Wuertz, Yohan Chalabi, Mahendra Mehta
Dates: June 24/25, Zurich.

May 2011, Vienna, Advanced Econometrics Lectures:

Lectures and Exercises for Graduate Students at University of Economics and Business Administration Vienna, Austria.

Topics:

  • Lecture 1: Financial Time Series and their Characteristics
  • Lecture 2: Analysis of Extreme Values in Financial Time Series
  • Lecture 3: Volatility Modeling and Forecasting of Financial Time Series
  • Lecture 4: Mean Variance Portfolio Optimization
  • Lecture 5: Portfolio Estimation Errors and Robustification
  • Lecture 6: Scenario Optimization and Nonlinear Risk Measures
  • Lecture 7: Portfolio Performance Analysis

Lecturer: Diethelm Wuertz.
Dates: May 5/6, May 12/13, May, 19/20, May 25, Vienna.

March 2011, Kuala Lumpur:

3 Day in-House Course for an Investment Bank in Kuala Lumpur, Malaysia.
"Programming with R/Rmetrics, Day 2/3 "Portfolio Optmization".

March 2011, Mumbai:

3 Day Public Course at Indira Gandhi Institute in Mumbai, India. Day 1
"Programming with R/Rmetrics, Day 2/3 "Portfolio Optmization".

 

2010

November 2010, Mumbai:

2 Day Public Course "Basic R for Finance" at Indira Gandhi Institute in Mumbai, India.

November 2010, Zurich:

3 Day Course "Basic R for Finance" for Graduate Students at University of Zurich and Swiss Federal Institute of Technology ETH Zurich, Switzerland.

June 2010, Meielisalp:

4th Summerschool in "Computational Finance and Financial Engineering with
R/Rmetrics", organized together with the Rmetrics Meielisalp Workshop,
Switzerland.

February 2010, Singapore:

2 Day Public Course "Basics R for Finance" for Portfolio Managers and Decision Makers, organized together with the "Rmetrics Asia Workshop" at RMI NUS Singapore.


2009

November 2009, Zurich:

2 Day Course "Basic R for Finance" for Graduate Students at University of Zurich and Swiss Federal Institute of Technology ETH Zurich, Switzerland.

June 2009, Meielisalp:

3rd R/Rmetrics Workshop in "Computational Finance and Financial Engineering with
R/Rmetrics", Meielisalp Lake Thune, Switzerland.


2008

June 2008, Meielisalp:

2nd R/Rmetrics Workshop in "Computational Finance and Financial Engineering with
R/Rmetrics", Meielisalp Lake Thune, Switzerland.


2007

June 2007, Meielisalp:

1st R/Rmetrics Workshop in "Computational Finance and Financial Engineering with
R/Rmetrics", Meielisalp Lake Thune, Switzerland.

 

For further Information please contact: info [at] rmetrics.org