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Monthly Archives: May 2014
R/Finance 2014 Conference
Last week I attended the R/Finance conference held in Chicago. About 300 developers, academics, and practitioners gathered at the two-day conference to discuss the latest applications of the R open-source programming language to finance. I’ve mostly coded in Matlab, but … Continue reading
Big Data and Economics
Lorie and Fisher. Big Data circa 1960. For much of its history as a discipline, economics has been trapped in a Small Data paradigm. Macroeconomists analyzed output and inflation using annual or quarterly data spanning several decades at best. Microeconomic … Continue reading