[R-SIG-Finance] Free seminars: Efficient Programming in R and Stock Market Performance

[Michael Zyphur]

Hi everyone

Apologies for posting fee-based events here previously. We have some free
events that may be of interest to you and I wanted to offer them to the
list -- and henceforth I'll limit posting about such free events to once
per month at most:

Instats is offering a free 3-hour seminar on Efficient Programming in R
<https://instats.org/seminar/efficient-programming-using-r-free-semi2?utm_source=MEDICAL-PHYSICS-ENGINEERING>,
running Jan 27 with professor Michail Tsagris. This free seminar explores
efficient programming techniques in R for advanced data analysis, focusing
on optimizing code, enhancing computational speed, and ensuring
reproducible research practices. Participants will gain practical skills
beneficial for diverse fields, improving both the precision and impact of
their analytical work. Geared towards PhD students, academics, and
professional researchers, the workshop will illuminate the nuances of
proficient R programming that directly contributes to more robust and
reproducible research outcomes.

Instats is also offering a free seminar on Operations, Finance, and Stock
Market Performance
<https://instats.org/seminar/operations-finance-and-stock-market-performance-2444>,
running Dec 3 with the co-director of the Supply Chain Analytics Laboratory
at Rutgers University, professor Yao Zhao. This seminar explores the
interplay between operations, finance, and stock market performance.
Participants will gain quantitative insights into how operational decisions
impact financial outcomes and subsequently stock market movements,
utilizing vast and free business and financial databases like SCDATA.AI for
sophisticated data analysis and predictive analytics, and using recent
examples like Amazon, Intel, Boeing and Tesla.


Best wishes

Michael Zyphur
Director
Institute for Statistical and Data Science
*instats.org* <http://instats.org>

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