Singapore 02/2010 - Basic R Course

Singapore, February 17/18, 2010
R Training Course

A two-day course for quants, financial engineers, analysts and consultants introducing the language, writing and debugging R functions, optimizing code, and plotting and customizing graphs, with many examples from stats, computational finance, and financial engineering.

 

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Description:

The Rmetrics Association is offering a course in the R programming language, based on Dr. Diethelm Würtz’ "Basic R for Quants" ebook. Details about the ebook are available at www.rmetrics.org/ebooks. All participants will receive a free copy of the ebook.

 

Course Topics:

Part I: Introduction to R 

Object types, data structures, data manipulation, importing and exporting data, more about time series objects

Part II Programming with R

Intro to programming,  writing efficient code,  object orientation, case study: Black-Scholes option pricing

Part III Plotting with R

Graphics devices, high-level plotting, case study: Black-Scholes option pricing continued, low-level plotting

Part IV Statistics with R

Basic statistical functions, exploratory data analysis, linear time series analysis, regression models,  dissimilarities of data records

 

Course Audience:

The required level of programming background is kept to a minimum. The course is well-suited to quants, financial analysts and statistical programmers who want to get to grips with the R programming language.

 

Registration fees:

The course is limited to 20 participants, and costs SGD 1250

 

Scholarship for Students:

A limited number of scholarships are available for full-time students which cover the registration fees. Please send to submissions [at] rmetrics.org a letter of motivation and a recommendation letter from your supervisor. Note that only applications send from an email address affiliated to a university will be accepted.