[This article was first published on FOSS Trading, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.
I just got back from R/Finance 2010 in Chicago. If you couldn’t make it this year, I strongly encourage you to attend next year. I will post a more comprehensive review of the event in the next couple days, but I wanted to share some of my notes specific to LSPM.Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.
- How sensitive are optimal-f values to the method used to construct the joint probability table?
- Is there an optimizer better suited for this problem (e.g. CMA-ES, or adaptive differential evolution)?
- How accurate are the estimates of the probability of drawdown, ruin, profit, etc.?
- What could be learned from ruin theory (see the actuar package)?
To leave a comment for the author, please follow the link and comment on their blog: FOSS Trading.
R-bloggers.com offers daily e-mail updates about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job.
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.