Introduction to High-Performance Computing with R

Three-hour tutorial presented at the useR! 2010 conference at NIST, Gaithersburg, MD, USA, July 20-23, 2010
Pdf version of the presentation slides and a 2-up handout version of the slides.

Rcpp: Seamless R and C++ Integration (with Romain Francois)

Presentation at the useR! 2010 conference at NIST, Gaithersburg, MD, USA, July 20-23, 2010
Pdf version of the presentation slides.

RProtoBuf: Protocol Buffers for R (with Romain Francois)

Presentation at the useR! 2010 conference at NIST, Gaithersburg, MD, USA, July 20-23, 2010
Pdf version of the presentation slides.

RQuantLib: Interfacing QuantLib from R (with Khanh Nguyen)

Presentation at the useR! 2010 conference at NIST, Gaithersburg, MD, USA, July 20-23, 2010
Pdf version of the presentation slides.

Seamless R and C++ Integration: Rcpp and RInside (with Romain Francois)

Seminar presentation at the Institute for Statistics and Mathematics of the WU Vienna / Wirtschaftsuniversitaet Wien on May 20, 2010.
Pdf version of the handout slides (compact).
Pdf version of the presentation slides (expanded).

Extending and Embedding R with C++

One-hour tutorial preceding the R / Finance 2010 conference at UIC, Chicago, Illinois, April 16-17, 2010.
Pdf version of tutorial handout.

RQuantLib: Interfacing QuantLib from R++ (with Khanh Nguyen)

Presentation at R / Finance 2010 conference at UIC, Chicago, Illinois, April 16-17, 2010.
Pdf handout version of presentation slides.

Seamless R Extensions using Rcpp and RInside (with Romain Francois)

Speaker Seminar, Department of Statistics, University of California at Los Angeles, and Los Angeles R User Group Meeting, March 30, 2010.
Pdf version of the handout slides (compact).
Pdf version of the presentation slides (expanded).
(External link) video of presentation along with slides.

Programming with Data: Using and Extending R

Invited guest lecture, ACM Chapter, University of Chicago, February 18, 2010.
Pdf version of the presentation slides.

Introduction to High-Performance Computing with R

Five-hour tutorial presented at the Institute for Statistical Mathematics in Tachikawa / Tokyo, Japan, November 27, 2009.
Pdf version of the presentation slides and a 2-up handout version of the slides.

Introduction to High-Performance Computing with R

Three-hour tutorial presented at the useR! 2009 conference at Agrocampus Ouest / Univ Rennes II, Rennes, France, July 7-10, 2009.
Pdf version of the presentation slides and a 2-up handout version of the slides.

cran2deb: A fully automated CRAN to Debian package generation system (with Charles Blundell; Dirk Eddelbuettel is corresponding author)

Presentation at the useR! 2009 conference at Agrocampus Ouest / Univ Rennes II, Rennes, France, July 7-10, 2009.
Pdf version of the presentation slides.

Rcpp and RInside: Easier R and C++ integration

Presentation at the useR! 2009 conference at Agrocampus Ouest / Univ Rennes II, Rennes, France, July 7-10, 2009.
Pdf version of the presentation slides.

Introduction to High-Performance R

One-hour tutorial presented at the R / Finance 2009 conference at UIC, Chicago, Illinois, April 24-25, 2009.
Pdf version of the slides from the tutorial.

R in Finance

Invited panel presentation at the Midwest Finance Association's 58th Annual Meeting, Chicago, IL, March 5, 2009.
Pdf version of the slides

Introduction to High-Performance Computing with R

Invited workshop/presentation at the Bank of Canada, Ottawa, Canada, December 22, 2008.
Pdf version of the slides
Live cdrom provided via Quantian's Alioth site, see the tutorial for details.

Introduction to High-Performance R

Three-hour tutorial presented at the useR! 2008 conference at TU Dortmund, Germany, August 11-14, 2008.
Pdf version of the slides from the tutorial.
Live cdrom provided via Quantian's Alioth site, see the tutorial slides appendix for details.

Scripting with R in high-performance computing: An example using littler

Presentation at the useR! 2008 conference at TU Dortmund, Germany, August 11-14, 2008.
Pdf version of the slides from the presentation.

RDieHarder: An R interface to the DieHarder suite of Random Number Generator Tests (with Robert G. Brown; Dirk Eddelbuettel is lead / corresponding author)

Presentation at the useR! 2007 conference at Iowa State University, Ames, Iowa, August 8-10, 2007.
Pdf versions of accepted paper and slides presented at the conference.

apt-get install cran bioc: On automated builds of 1700 R packages for Debian (with David Vernazobres, Albrecht Gebhard and Steffen Moeller; Dirk Eddelbuettel is lead / corresponding author)

Presentation at the useR! 2007 conference at Iowa State University, Ames, Iowa, August 8-10, 2007.
Pdf versions of accepted paper and slides presented at the conference.

Scientific Grid Computing via Community-Controlled Autobuilding of Software Packages Across Architectures (with Steffen Moeller, Daniel Bayer, David Vernazobres and Albrecht Gebhard; Steffen Moeller is lead / corresponding author)

Presentation at the NETTAB 2007 conference in Pisa, Italy, June 12-15, 2007.
Pdf versions of accepted paper and slides presented at the conference.

Use R! in fifteen different ways: A survey of R front-ends in Quantian

Presentation at the Second international R user conference (useR! 2006) in Vienna, June 15-17, 2006.
Pdf version of slides (1.5 mb).

Quantian as an environment for distributed statistical computing

Presentation at the Directions in Statistical Computing 2005 (DSC 2005) Conference in Seattle, August 13 - 14, 2005.
Pdf version of slides (224 kb).

Quantian: A single-system image scientific cluster computing environment

Presentation at the 2004 Usenix Annual Technical Conference in Boston, June 27 - July 2, 2004.
Pdf version of slides (390 kb).

Programming with financial data: Connecting R to Lim and Bloomberg

Presentation at the useR! 2004 conference in Vienna, 20 - 22 May 2004.
Pdf version of slides (200 kb). NB: The R software packages described in this presentation are not publically available.

Quantian: A single-system image scientific cluster computing environment

Short presentation at the useR! 2004 conference in Vienna, 20 - 22 May 2004.
Pdf version of slides (104 kb).

R in Debian: Past, Present and Future (with Douglas Bates and Albrecht Gebhardt)

Short presentation at the useR! 2004 conference in Vienna, 20 - 22 May 2004.
Pdf version of slides (60 kb).

Enjoying a Free Lunch: Computational Economics with Linux

Presented at the Third Conference `Computing in Economics and Finance' organised by the Society for Computational Economics and hosted by the Hoover Institution, Stanford University, California, 30 June - 2 July 1997.
HTML Link

A Hybrid Genetic Algorithm for Passive Management

Presented at the Second Conference `Computing in Economics and Finance' organised by the Society for Computational Economics and hosted by the Department of Econometrics at the University of Geneva, Switzerland, 26 - 28 June 1996.
Postscript version of paper for US letter paper (159 kByte)

The Impact of News on Foreign Exchange Rates: Evidence from Very High Frequency Data (with Thomas H. McCurdy)

Presented at the 1996 Meetings of the Canadian Economics Association at Brock Univeristy, St. Catherines, 31 May - 2 June 1996 and the 1996 Meetings of the Canadian Econometric Study Group at the University of Waterloo, 20 - 22 September 1996.
Revised postscript version for US letter paper (208 kByte)

A Genetic Algorithm for Passive Management: Creating Index Funds with Fewer Stocks

Presented at the Third International Conference Forecasting Financial Markets organised by Chemical Bank and Imperial College, London, England, 27 - 29 March 1996.
gzipped Postscript version of paper for A4 paper (70 kByte)
gzipped Postscript version of paper for US letter paper (70 kByte)

Semiparametric Estimation of ARCH Models using Nearest Neighbour Regression: Some Monte Carlo Results (with Russell Davidson)

Presented at Canadian Econometric Study Group Meetings, McGill University, Montreal, September 1995.
gzipped Postscript version of paper (110 kByte)
gzipped Postscript version of overheads (61 kByte)

Last modified: Sat Jul 24 16:05:13 CDT 2010