2014

High-Performance Computing with Rcpp and RcppArmadillo
Invited Presentation at Big Data and Open Science with R Workshop, Warren Center for Network and Data Sciences, University of Pennsylvania, Philadelphia, PA, November 22, 2014.
Pdf version of presentations slides

Introduction to R Package Development
Invited Presentation at Big Data and Open Science with R Workshop, Warren Center for Network and Data Sciences, University of Pennsylvania, Philadelphia, PA, November 21, 2014.
Pdf version of presentations slides

R and Docker
Lightning Talk at Docker Chicago Meetup , Mediafly office, Chicago, IL, September 25, 2014.
Pdf version of presentation slides

R, C++ and Rcpp
Invited Keynote at useR! 2014, UCLA, Los Angeles, CA, July 2, 2014.
Pdf version of presentation slides

RcppZiggurat: Faster Random Normal Draws
Presentation at useR! 2014, UCLA, Los Angeles, CA, July 1, 2014.
Pdf version of presentation slides

Rcpp Tutorial at useR! 2014: An Example-Driven Hands-On Introduction to Rcpp
Tutorial preceding useR! 2014, UCLA, Los Angeles, CA, June 30, 2014.
Pdf version of presentation slides

Hands-on Rcpp by Examples
Presentation to the Munich R Users Group, Munich, Germany, June 24, 2014
Pdf version of presentation slides.

Seamless R and C++ Integration with Rcpp: Introduction and Examples
Presentation in Statistical Colloquium, Department of Statistics, Department of Statistics, Ludwig-Maximilians-University Munich, Munich, Germany, June 23, 2014.
Pdf version of presentation slides.

Hands-on Rcpp
Invited lecture for Practical Computing for Economists, Department of Economics, University of Chicago, Chicago, IL, May 30, 2014
Pdf version of presentation slides.

Rcpp by Examples
Invited webinar organized by the Orange County R User Group, on-line, May 20, 2014
Pdf version of presentation slides.
YouTube video.

Accessing Redis Data Caches via Rcpp
Lightning talk at R/Finance 2014, Chicago, IL, May 17, 2014.
Pdf version of the presentation slides.

Rcpp by Examples
Workshop preceding R/Finance 2014, Chicago, IL, May 16, 2014
Pdf version of presentation slides.

Accessing Redis Data Caches via Rcpp
Presentation to the Chicago R Users Group, Chicago, IL, May 14, 2014
Pdf version of presentation slides.

2013

R and Big Data
Invited Panel Presentation, Big Data Summit, Research Park, University of Illinois at Urbana-Champaign. Champaign, IL, December 6, 2013
Pdf version of presentation slides

Seamless R and C++ Integration with Rcpp: Introduction and Examples
Invited Colloqium, Center for Research Methods and Data Analysis, University of Kansas, Lawrence, KS, November 16, 2013
Pdf version of presentation slides part 1: Rcpp Intro, part 2: RcppArmadillo Examples, part 3: RcppZiggurat.

Seamless R and C++ Integration with Rcpp: Introduction and Examples
Statistical Computing Seminar, Booth School of Business, University of Chicago, Chicago, IL, October 4, 2013
Pdf version of presentation slides part 1: Rcpp Intro, part 2: Rcpp Examples.

A Brief Introduction to Rcpp
Presentation to the Chicago R Users Group, Chicago, IL, August 8, 2013
Pdf version of presentation slides.

Rcpp by Examples
Presentation to the Sydney Users of R Forum (suRf), Sydney, NSW, Australia, July 10, 2013
Pdf version of the presentation slides.

RcppArmadillo: Accelerating R with C++ Linear Algebra
Conference presentation at R/Finance 2013, Chicago, IL, May 18, 2013
Pdf version of presentation slides.

Rcpp by Examples
Workshop preceding R/Finance 2013, Chicago, IL, May 17, 2013
Pdf version of presentation slides.

R and C++ Integration with Rcpp
Invited day-long workshop at Medical College of Wisconsin, sponsored by the Milwaukee Chapter of the American Statistical Assocation as well as the CTSI and PCOR centers at the Medical College of Wisconsin, and held on May 11, 2013.
Pdf versions of slides: Part 1 (Introduction), Part 2 (Details), Part 3 (Advanced) and Part 4 (Applications).

R and C++ Integration with Rcpp: Motivation and Examples
Guest lecture in CMSC 12300 Computer Science with Applications-3, Department of Computer Science, University of Chicago, on April 30, 2013.
Pdf version of lecture slides

2012

C++ for R Programmers
Invited Session on Other Languages for R Programmers at useR! 2012, Vanderbilt University, Nashville, TN, June 12, 2012.
Pdf version of presentation slides

Rcpp Workshops at useR! 2012: Introduction and Advanced Use
Workshop preceding useR! 2012, Vanderbilt University, Nashville, TN, June 12, 2012. Pdf version of slides: Introduction to Rcpp (Parts I and II) and Advanced Rcpp (Parts III and IV)

Wittier Webapps with RInside
Lightning talk at R/Finance 2012, Chicago, IL, May 12, 2012.
Pdf version of the presentation slides.

Rcpp: Seamless R and C++ Integration (with Romain Francois)
Workshop preceding R/Finance 2012, Chicago, IL, May 11, 2012. Pdf version of the presentation slides.
Presentation at the Boston R User Group, Boston, MA, USA, April 17, 2012. Pdf version of the presentation slides.

2011

Rcpp: Seamless R and C++ Integration (with Romain Francois)
Presentation at the Seattle R User Group, Seattle, WA, USA, December 7, 2011. Pdf version of the presentation slides.

R / C++ Integration with Rcpp and RInside (with Romain Francois)
Full-day workshop preceding R/Finance 2011, Chicago, IL, April 28, 2011.
Pdf version of the presentation slides: Part 1 (Introduction), Part 2 (Details), Part 3 (Advanced) and Part 4 (Applications).
Also available are the examples as tar.gz and zip file.

2010

Integrating R with C++: Rcpp, RInside and RProtoBuf (with Romain Francois)
Ninety-minute presentation at Google!, Mountain View, CA, USA, October 22, 2010
Pdf version of the presentation slides, and video of presentation (at the YouTube channel for Google Tech Talks).

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.

2009

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

2008

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.

2007

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.

2006

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).

2005

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).

2004

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).

1997

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

1996

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)

1995

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 Nov 22 10:14:19 CST 2014