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Predictive Analytics in Finance - Heavy Lifting - The Meat in the Sandwich

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I posted four blog entries over on my blog on Analytic Bridge yesterday. My Analytic Bridge blog is a simple place where I can filter from the babylonian noise of academic and central bank research and working paper publications those technical papers which should be part of the reference set being used in Economic Risk Capital estimation and Stress testing. In my humble opinion of course (but I know that alot of you out there share my views, more or less). I wanted to use this post just to consolidate those references in one place since they all refer to the implementation of the R language in the REvolution Computing environment for Financial applications. As I have described above, if you have come to the conclusion that going forward there is no route to obviation of doing some heavy lifting in risk capital estimation, then this is the meat in the sandwich or the 'the state of the art' as one of the papers refers it. The references as links are below.

ParallelR and Financial Applications sardinia hispeed tunnel

The R Package bigmemory

R as a Tool in Computational Finance

State-of-the-art in Parallel Computing with R

 

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