Lectures and Courses

Lectures and Courses

2015

June 25-26, 2015, R/Rmetrics Summer School, Zürich

The well-known Rmetrics Summer School and Workshop will take place in Zürich, in the exclusive Villa Hatt.

February 26, 2015, R Crash Course, Zürich

Tobias Setz and Diethelm Würtz offer an R crash course for students from ETH and University Zurich.The course takes place as part of the lecture in "Computational Physics and Econophysics" and the "Seminar in Computational Finance for CSE"

February 19 - May 28, 2015, Computational Physics and Econophysics Lecture

The Spring Lecture is a weekly returning lecture intened for ETH Students.

2014

November 4-11, 2014, R Crash Course, Zürich

The R Crash Course for students covered the following topics: Introduction to RStudio, Language Elements, Writing R Functions, Plots and R Graphics.

October 16, 2014, R meets Excel: Integrating spreadsheets and advanced statistics, Zürich

Professor Erich Neuwirth presented his RExcel environment which is an R-addin for Microsoft Excel. The course concerned topics such as integrating R and Excel, using R as an extension library of Excel, and deploying solutions hiding R from Excel end users.

October 14 2014, Working Group: Risk- and Stability Concepts, Zürich, Villa Hatt

The talk and discussion concerned the monitoring and optimization of investments with the means of stability catogories, organized together with THETA AG, Zurich.

June 26-28, 2014, R/Rmetrics Summer School, Paris

The 8th R/Rmetrics Summerschool in "Computational Finance and Financial Engineering" took place in Paris.

June 20-21, 2014, Advanced R Programming Training, Zürich

The first training helped to approach the performance limits of R, the second training gave advanced knowledge about RStudio and Shiny.

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