Lectures and Courses

Lectures and Courses

This page contains an uncomplete list of previous events that were organized by the Rmetrics Association in Zürich, or where Rmetrics Association has contributed with tutorials and lectures

2015

November (to be announced) 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 ETH/CSE seminar in "Financial Engineering".

October16/25,  2015 Big Data and Analytics, Mumbai

Tobias Setz and Diethelm Würtz will lecture 2 days on Statistics with R as part of the "Big Data & Analytics" program of the S P Jain School of Global Management in Mumbai.

June 26/27, 2015, R/Rmetrics Summer School, Zürich

The 9th R/Rmetrics Summerschool in "Computational Finance and Financial Engineering" was organized by ETH/Rmetrics and took place at the Villa Hatt in  in Zürich. This years topic was: "De-Risking Financial Investments: Mastering Vulnerabilities, Structural Instability, and Stress Sensitivity".

June 25, 2015, R/Rmetrics Master Class Zürich

Rmetrics invited for a one-day Master Class at ETH Main Building in Zürich. Lecturers: Tomas Sauer gave a tutorial about wavelets, Rosangela Loschi a tutorial about Bayesian Change Point Analysis, Bernhard Pfaff a tutorial about Advanced Portfolio Optimization, and Maximilian Wimmer gave a tutorial about "Goal Programming".

February 26, 2015, R Crash Course, Zürich

Tobias Setz and Diethelm Würtz offered 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

Diethelm Würtz gave his regular Spring Lecture in Advance Econometrics and Portfolio Optimization. The topics of the 12 lectures covered computation of financial returns, return distributions, stylized facts, ARMA modeling, GARCH modeling, extreme value theory copulae, Makrkowitz portfolio design, scenario optimization, risk budgeting, tail risk and stability diversification, risk surfaces, ternary maps.

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

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 2,  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 R User Meeting:

Diethelm Würtz gave a tutorial presentation about "Stability in Financial Time Series Analysis - Does it Matter?"

February 14, 2012, Zurich:

A Presentation at STOXX Zurich by Diethelm Würtz: "Stability Budgeting and Stability Parity Indexation".

Januar 19, 2012, Zurich:

Tobias Setz, gave a tutorial presentation about "Wavelet Analysis on Financial Time Series".
Thesis | Presentation Full | Presentation CSE Case Studies | Presentation ZurichR

Januar 6 2012, Ahmedabad, India:

Mahendra Mehta and Diethelm Würtz gave at the PhD Students Seminar at the IMM a Course:
"A Gentle Introduction to R and Rmetrics"


2011

November 8, 2011, Mumbai:

Diethelm Würtz gave a one-day public course at Indira Gandhi Institute in Mumbai, India. The topic was: "Stability Analytics and Portfolio Optimization"

August 13 2011, Zurich:

Tobias Setz gave a seminar presentation "Wavelet Analysis on Stochastic Time Series"

June 26-30 2011, Meielisalp Summer School:

The 5th Summerschool in "Computational Finance and Financial Engineering with
R/Rmetrics" was jointly organized by ETH/Rmetrics at the Meielisalp, Switzerland. Lectureres and Topics: Roger Koenker - Quantile Regression, Guy Nason - Wavelet Methods in Statistics, Ganti Prasada Rao - Continuous-Time Systems, Gerhard Stahl - Measuring Model Risk, Ruey Tsay - Financial Time Series Analysis.

June 24/25 2011, Zurich, Advanced Rmetrics Portfolio Course:

Diethelm Würtz, Yohan Chalabi, and Mahendra Mehta gave 2-day Public Course about "Modern Portfolio Design with Rmetrics" for Portfolio Managers and Decision Makers. Day 1 - Portfolio Optimization from Scratch: Mean Variance Portfolio, MAD Scenario Portfolio, and Portfolio Solver Factory: Mathematical Programming, R/AMPL Interface, Coin-Or Infrastructure, Day  2 - Rmetrics' General Portfolio Framework: Robust Portfolios, Factor Models, Risk Budget Constraints, Copulae Tail Risk Constraints, Mean-CVaR Portfolios, General Risk Measues, and Portfolio Backtesting Framework: Rolling Windows, Investment Strategies, Rebalancing Concepts, Performance Analysis.

May 2011, Vienna, Advanced Econometrics Lectures:

Diethelm Würtz gave a Lecture and Exercises for Graduate Students at University of Economics and Business Administration Vienna, Austria. May 5/6, May 12/13, May, 19/20, May 25, Vienna. Topics included: Day 1: Financial Time Series and their Characteristics, Day 2: Analysis of Extreme Values in Financial Time Series, Day 3: Volatility Modeling and Forecasting of Financial Time Series, Day 4: Mean Variance Portfolio Optimization, Day 5: Portfolio Estimation Errors and Robustification, Day 6: Scenario Optimization and Nonlinear Risk Measures, Day 7: Portfolio Performance Analysis.

March 2011, Kuala Lumpur:

A 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:

A 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:

Diethelm Würtz was teaching a 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 R/Rmetrics Workshop in "Computational Finance and Financial Engineering with
R/Rmetrics", Meielisalp Lake Thune, Switzerland. The workshop was Jointly organized by ETH Zurich and Rmetrics.

February 2010, Singapore:

Diethelm Würtz and Yohan Chalabi were teaching a 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:

Diethelm Würtz and Yohan Chalabi were teaching a 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. The workshop was Jointly organized by ETH Zurich and Rmetrics.


2008

June 2008, Meielisalp:

2nd R/Rmetrics Workshop in "Computational Finance and Financial Engineering with
R/Rmetrics", Meielisalp Lake Thune, Switzerland. The workshop was Jointly organized by ETH Zurich and Rmetrics.


2007

June 2007, Meielisalp:

1st R/Rmetrics Workshop in "Computational Finance and Financial Engineering with
R/Rmetrics", Meielisalp Lake Thune, Switzerland. The workshop was Jointly organized by ETH Zurich and Rmetrics.

 

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