Statistical Methods in Finance 2016

Dec 18 - 22, 2016

Workshop

Financial Statistics with R by Sourish Das
  • Workshop date : 18 Dec, 2016
  • Workshop Venue : CMI
  • You should come with your laptop
  • Familiarity with R is not required, but will be helpful.
  • It is assumed that you have a working installation of the R software and of the following R-Packages.
    • tseries
    • copula
    • PortRisk
  • You can use the following code in the command prompt or R-console to install the packages: install.packages(c("tseries","copula","PortRisk"))
  • Also, we firmly suggest that you should install R-Studio (after installing the base-R).
  • Install R and R-Studio for Mac

  • Install R and R-Studio for Windows

Sunday, December 18, 2016
10:00- 11:15: Session 1
11:15- 11:30 Tea Break
11:30- 12:45: Session 2
12:45- 14:00 Lunch Break
14:00-15:15 Session 3
15:15- 15:30 Tea Break
15:30:17:00: Session 4

Committee

Workshop

Key Dates

Communication

First Conference Link