Forecasting Performance of Markov-Switching GARCH Models: A Large-Scale Empirical Study
Applied Finance with R
From the inaugural conference in 2009, the annual R/Finance conference in Chicago has become the primary meeting for academics and practioners interested in using R in Finance.
Participants from academia and industry mingle for two days to exchange ideas about current research, best practices and applications. A single-track program permits continued focus on a series of refereed submissions. A lively social program rounds out the event.