<p><div><div><div><div data-width="100" data-show-faces="false" data-send="true" data-layout="button_count" data-height="21" data-href="https://www.r-bloggers.com/rfinance-2017-livestreaming-today-and-tomorrow/"></div></div><div></div></div><div></div></div>
<div>
(This article was first published on <strong><a href="http://blog.revolutionanalytics.com/2017/05/rfinance-2017-livestreaming-today-and-tomorrow.html"> Revolutions</a></strong>, and kindly contributed to <a rel="nofollow" href="https://www.r-bloggers.com/">R-bloggers)</a> </div>
<div>
<p>If you weren't able to make it to Chicago for <a target="_blank" rel="nofollow" href="http://www.rinfinance.com/">R/Finance</a>, the annual conference devoted to applications of R in the financial industry, don't fret: the entire conference is being livestreamed (with thanks to the team at Microsoft). You can watch the proceedings at <a target="_blank" rel="nofollow" href="http://aka.ms/r_finance">aka.ms/r_finance</a>, and recordings will be available at the same link after the event.</p>
<p>Check out the conference program below for the schedule of events (times in US Central Standard Daylight Time).</p>
<table>
<thead>
<tr>
<td colspan="2"><span>Friday, May 19th, 2017</span></td>
</tr>
</thead>
<tbody>
<tr>
<td>09:30 – 09:35  </td>
<td><span><strong>Kickoff</strong></span></td>
</tr>
<tr>
<td>09:35 – 09:40  </td>
<td><span><strong>Sponsor Introduction</strong></span></td>
</tr>
<tr>
<td>09:40 – 10:10  </td>
<td><span><strong>Marcelo Perlin</strong></span>: GetHFData: An R package for downloading and aggregating high frequency trading data from Bovespa</td>
</tr>
<tr>
<td>  </td>
<td><span><strong>Jeffrey Mazar</strong></span>: The obmodeling Package</td>
</tr>
<tr>
<td>  </td>
<td><span><strong>Yuting Tan</strong></span>: Return Volatility, Market Microstructure Noise, and Institutional Investors: Evidence from High Frequency Market</td>
</tr>
<tr>
<td>  </td>
<td><span><strong>Stephen Rush</strong></span>: Adverse Selection and Broker Execution</td>
</tr>
<tr>
<td>  </td>
<td><span><strong>Jerzy Pawlowski</strong></span>: How Can Machines Learn to Trade?</td>
</tr>
<tr>
<td>10:10 – 10:30  </td>
<td><span><strong>Michael Hirsch</strong></span>: Revealing High-Frequency Trading Provisions of Liquidity with Visualization in R</td>
</tr>
<tr>
<td>10:30 – 10:50  </td>
<td><span><strong>Matthew Dixon</strong></span>: MLEMVD: A R Package for Maximum Likelihood Estimation of Multivariate Diffusion Models</td>
</tr>
<tr>
<td>10:50 – 11:10  </td>
<td><span><strong>Break</strong></span></td>
</tr>
<tr>
<td>11:10 – 11:30  </td>
<td><span><strong>Seoyoung Kim</strong></span>: Zero-Revelation RegTech: Detecting Risk through Linguistic Analysis of Corporate Emails and News</td>
</tr>
<tr>
<td>11:30 – 12:10  </td>
<td><span><strong>Szilard Pafka</strong></span>: No-Bullshit Data Science</td>
</tr>
<tr>
<td>12:10 – 13:30  </td>
<td><span><strong>Lunch</strong></span></td>
</tr>
<tr>
<td>13:30 – 14:00  </td>
<td><span><strong>Francesco Bianchi</strong></span>: Measuring Risk with Continuous Time Generalized Autoregressive Conditional Heteroscedasticity Models</td>
</tr>
<tr>
<td>  </td>
<td><span><strong>Eina Ooka</strong></span>: Bunched Random Forest in Monte Carlo Risk Simulation</td>
</tr>
<tr>
<td>  </td>
<td><span><strong>Matteo Crimella</strong></span>: Operational Risk Stress Testing: An Empirical Comparison of Machine Learning Algorithms and Time Series Forecasting Methods</td>
</tr>
<tr>
<td>  </td>
<td><span><strong>Thomas Zakrzewski</strong></span>: Using R for Regulatory Stress Testing Modeling</td>
</tr>
<tr>
<td>  </td>
<td><span><strong>Andy Tang</strong></span>: How much structure is best?</td>
</tr>
<tr>
<td>14:00 – 14:20  </td>
<td><span><strong>Robert McDonald</strong></span>: Ratings and Asset Allocation: An Experimental Analysis</td>
</tr>
<tr>
<td>14:20 – 14:50  </td>
<td><span><strong>Break</strong></span></td>
</tr>
<tr>
<td>14:50 – 15:10  </td>
<td><span><strong>Dries Cornilly</strong></span>: Nearest Comoment Estimation with Unobserved Factors and Linear Shrinkage</td>
</tr>
<tr>
<td>15:10 – 15:30  </td>
<td><span><strong>Bernhard Pfaff</strong></span>: R package: mcrp: Multiple criteria risk contribution optimization</td>
</tr>
<tr>
<td>15:30 – 16:00  </td>
<td><span><strong>Oliver Haynold</strong></span>: Practical Options Modeling with the sn Package, Fat Tails, and How to Avoid the Ultraviolet Catastrophe</td>
</tr>
<tr>
<td>  </td>
<td><span><strong>Shuang Zhou</strong></span>: A Nonparametric Estimate of the Risk-Neutral Density and Its Applications</td>
</tr>
<tr>
<td>  </td>
<td><span><strong>Luis Damiano</strong></span>: A Quick Intro to Hidden Markov Models Applied to Stock Volatility</td>
</tr>
<tr>
<td>  </td>
<td><span><strong>Oleg Bondarenko</strong></span>: Rearrangement Algorithm and Maximum Entropy</td>
</tr>
<tr>
<td>  </td>
<td><span><strong>Xin Chen</strong></span>: Risk and Performance Estimator Standard Errors for Serially Correlated Returns</td>
</tr>
<tr>
<td>16:00 – 16:20  </td>
<td><span><strong>Qiang Kou</strong></span>: Text analysis using Apache MxNet</td>
</tr>
<tr>
<td>16:20 – 16:40  </td>
<td><span><strong>Robert Krzyzanowski</strong></span>: Syberia: A development framework for R</td>
</tr>
<tr>
<td>16:40 – 16:52  </td>
<td><span><strong>Matt Dancho</strong></span>: New Tools for Performing Financial Analysis Within the 'Tidy' Ecosystem</td>
</tr>
<tr>
<td>  </td>
<td><span><strong>Leonardo Silvestri</strong></span>: ztsdb, a time-series DBMS for R users</td>
</tr>
</tbody>
<thead>
<tr>
<td colspan="2"><span>Saturday, May 20th, 2017</span></td>
</tr>
</thead>
<tbody>
<tr>
<td>08:00 – 09:00  </td>
<td><span><strong>Coffee/ Breakfast</strong></span></td>
</tr>
<tr>
<td>09:00 – 09:05  </td>
<td><span><strong>Kickoff</strong></span></td>
</tr>
<tr>
<td>09:05 – 09:35  </td>
<td><span><strong>Stephen Bronder</strong></span>: Integrating Forecasting and Machine Learning in the mlr Framework</td>
</tr>
<tr>
<td>  </td>
<td><span><strong>Leopoldo Catania</strong></span>: Generalized Autoregressive Score Models in R: The GAS Package</td>
</tr>
<tr>
<td>  </td>
<td><span><strong>Guanhao Feng</strong></span>: Regularizing Bayesian Predictive Regressions</td>
</tr>
<tr>
<td>  </td>
<td><span><strong>Jonas Rende</strong></span>: partialCI: An R package for the analysis of partially cointegrated time series</td>
</tr>
<tr>
<td>  </td>
<td><span><strong>Carson Sievert</strong></span>: Interactive visualization for multiple time series</td>
</tr>
<tr>
<td>09:35 – 09:55  </td>
<td><span><strong>Emanuele Guidotti</strong></span>: yuimaGUI: A graphical user interface for the yuima package</td>
</tr>
<tr>
<td>09:55 – 10:15  </td>
<td><span><strong>Daniel Kowal</strong></span>: A Bayesian Multivariate Functional Dynamic Linear Model</td>
</tr>
<tr>
<td>10:15 – 10:45  </td>
<td><span><strong>Break</strong></span></td>
</tr>
<tr>
<td>10:45 – 11:05  </td>
<td><span><strong>Jason Foster</strong></span>: Scenario Analysis of Risk Parity using RcppParallel</td>
</tr>
<tr>
<td>11:05 – 11:35  </td>
<td><span><strong>Michael Weylandt</strong></span>: Convex Optimization for High-Dimensional Portfolio Construction</td>
</tr>
<tr>
<td>  </td>
<td><span><strong>Lukas Elmiger</strong></span>: Risk Parity Under Parameter Uncertainty</td>
</tr>
<tr>
<td>  </td>
<td><span><strong>Ilya Kipnis</strong></span>: Global Adaptive Asset Allocation, and the Possible End of Momentum</td>
</tr>
<tr>
<td>  </td>
<td><span><strong>Vyacheslav Arbuzov</strong></span>: Dividend strategy: towards the efficient market</td>
</tr>
<tr>
<td>  </td>
<td><span><strong>Nabil Bouamara</strong></span>: The Alpha and Beta of Equity Hedge UCITS Funds – Implications for Momentum Investing</td>
</tr>
<tr>
<td>11:35 – 12:15  </td>
<td><span><strong>Dave DeMers</strong></span>: Risk Fast and Slow</td>
</tr>
<tr>
<td>12:15 – 13:35  </td>
<td><span><strong>Lunch</strong></span></td>
</tr>
<tr>
<td>13:35 – 13:55  </td>
<td><span><strong>Eric Glass</strong></span>: Equity Factor Portfolio Case Study</td>
</tr>
<tr>
<td>13:55 – 14:15  </td>
<td><span><strong>Jonathan Regenstein</strong></span>: Reproducible Finance with R: A Global ETF Map</td>
</tr>
<tr>
<td>14:15 – 14:35  </td>
<td><span><strong>David Ardia</strong></span>: Markov-Switching GARCH Models in R: The MSGARCH Package</td>
</tr>
<tr>
<td>14:35 – 14:55  </td>
<td><span><strong>Keven Bluteau</strong></span>: Forecasting Performance of Markov-Switching GARCH Models: A Large-Scale Empirical Study</td>
</tr>
<tr>
<td>14:55 – 15:07  </td>
<td><span><strong>Riccardo Porreca</strong></span>: Efficient, Consistent and Flexible Credit Default Simulation</td>
</tr>
<tr>
<td>  </td>
<td><span><strong>Maisa Aniceto</strong></span>: Machine Learning and the Analysis of Consumer Lending</td>
</tr>
<tr>
<td>15:07 – 15:27  </td>
<td><span><strong>David Smith</strong></span>: Detecting Fraud at 1 Million Transactions per Second</td>
</tr>
<tr>
<td>15:27 – 15:50  </td>
<td><span><strong>Break</strong></span></td>
</tr>
<tr>
<td>15:50 – 16:10  </td>
<td><span><strong>Thomas Harte</strong></span>: The PE package: Modeling private equity in the 21st century</td>
</tr>
<tr>
<td>16:10 – 16:30  </td>
<td><span><strong>Guanhao Feng</strong></span>: The Market for English Premier League (EPL) Odds</td>
</tr>
<tr>
<td>16:30 – 16:50  </td>
<td><span><strong>Bryan Lewis</strong></span>: Project and conquer</td>
</tr>
<tr>
<td>16:50 – 17:00  </td>
<td><span><strong>Prizes and Feedback</strong></span></td>
</tr>
<tr>
<td>17:00 – 17:05  </td>
<td><span><strong>Conclusion</strong></span></td>
</tr>
<tr>
<td> </td>
<td> </td>
</tr>
</tbody>
</table>
<p>R/Finance 2017 livestream: <a target="_blank" rel="nofollow" href="http://aka.ms/r_finance">aka.ms/r_finance</a></p>
</div>
<p>
<div>
<div>To <strong>leave a comment</strong> for the author, please follow the link and comment on their blog: <strong><a href="http://blog.revolutionanalytics.com/2017/05/rfinance-2017-livestreaming-today-and-tomorrow.html"> Revolutions</a></strong>.</div>
<hr>
<a rel="nofollow" href="https://www.r-bloggers.com/">R-bloggers.com</a> offers <strong><a rel="nofollow" href="https://feedburner.google.com/fb/a/mailverify?uri=RBloggers">daily e-mail updates</a></strong> about <a title="The R Project for Statistical Computing" rel="nofollow" href="https://www.r-project.org/">R</a> news and <a title="R tutorials" rel="nofollow" href="https://www.r-bloggers.com/search/tutorial">tutorials</a> on topics such as: <a title="Data science" rel="nofollow" href="https://www.r-bloggers.com/search/data%20science">Data science</a>, <a title="Big Data" rel="nofollow" href="https://www.r-bloggers.com/search/Big%20Data">Big Data, <a title="R jobs" rel="nofollow" href="https://www.r-users.com/">R jobs</a>, visualization (<a title="ggplot and ggplot2 tutorials" rel="nofollow" href="https://www.r-bloggers.com/search/ggplot2">ggplot2</a>, <a title="Boxplots using lattice and ggplot2 tutorials" rel="nofollow" href="https://www.r-bloggers.com/search/boxplot">Boxplots</a>, <a title="Maps and gis" rel="nofollow" href="https://www.r-bloggers.com/search/map">maps</a>, <a title="Animation in R" rel="nofollow" href="https://www.r-bloggers.com/search/animation">animation</a>), programming (<a title="RStudio IDE for R" rel="nofollow" href="https://www.r-bloggers.com/search/RStudio">RStudio</a>, <a title="Sweave and literate programming" rel="nofollow" href="https://www.r-bloggers.com/search/sweave">Sweave</a>, <a title="LaTeX in R" rel="nofollow" href="https://www.r-bloggers.com/search/LaTeX">LaTeX</a>, <a title="SQL and databases" rel="nofollow" href="https://www.r-bloggers.com/search/SQL">SQL</a>, <a title="Eclipse IDE for R" rel="nofollow" href="https://www.r-bloggers.com/search/eclipse">Eclipse</a>, <a title="git and github, Version Control System" rel="nofollow" href="https://www.r-bloggers.com/search/git">git</a>, <a title="Large data in R using Hadoop" rel="nofollow" href="https://www.r-bloggers.com/search/hadoop">hadoop</a>, <a title="Web Scraping of google, facebook, yahoo, twitter and more using R" rel="nofollow" href="https://www.r-bloggers.com/search/Web+Scraping">Web Scraping</a>) statistics (<a title="Regressions and ANOVA analysis tutorials" rel="nofollow" href="https://www.r-bloggers.com/search/regression">regression</a>, <a title="principal component analysis tutorial" rel="nofollow" href="https://www.r-bloggers.com/search/PCA">PCA</a>, <a title="Time series" rel="nofollow" href="https://www.r-bloggers.com/search/time+series">time series</a>, <a title="finance trading" rel="nofollow" href="https://www.r-bloggers.com/search/trading">trading</a>) and more...
<img height="1" alt="" width="1" src="http://feeds.feedburner.com/~r/RBloggers/~4/SwYRMEuoV2A"></a></div>