Revolution Analytics Webinar: Using R to Analyze Loans, Portfolios, and Risk

Revolution Analytics, the leading commercial provider of R software, services and support, today announced that it will present a webinar with Dr. Sanjiv Das on the use of R, the most popular statistics language, when analyzing loans, portfolios, and risk in finance.

In this webinar, Dr. Das will present a mix of some of his more current and topical research that uses R-based models, and some pedagogical applications of R. Dr. Sanjiv Das has held positions as a Vice-President at Citibank, as a Harvard University Professor, and as a Program Director at the FDIC’s Center for Financial Research. His research relies heavily on R for analysis and decision-making.

Promising to be entertaining and enlightening, this webinar will emphasize the interplay of mathematical models, economic problems, and R. Das will present:

• An R-based model for optimizing loan modifications on distressed home loans, and the economics of these modifications.
• A goal-based portfolio optimization model for investors who use derivatives.
• Using network modeling tools in R to detect systemically risky financial institutions.
• Using R for web delivery of financial models and random generation of pedagogical problems.

Sanjiv Das is Professor of Finance and Chair of the Finance Department at Santa Clara University's Leavey School of Business, and is also a qualified Cost and Works Accountant. He is a senior editor of The Journal of Investment Management, co-editor of The Journal of Derivatives, and Associate Editor of other academic journals. Prior to being an academic, he worked in the derivatives business in the Asia-Pacific region as a Vice-President at Citibank. His current research interests include: the modeling of default and systemic risk, machine learning, social networks, derivatives pricing models, portfolio theory, and venture capital. He has published over seventy articles in academic journals, and has won numerous awards for research and teaching. His recent book "Derivatives: Principles and Practice" was published a year ago. He currently also serves as Program Director of Market Risk, Credit Risk, And Derivatives at the FDIC Center for Financial Research.

Additional Resources

• Register for this Revolution Analytics webinar
• Download Revolution R Enterprise
• Why R is Hot white paper
• Track the global use of R on the Revolutions blog

About Revolution Analytics

Revolution Analytics is the leading commercial provider of software and services based on the open source R project for statistical computing. Led by predictive analytics pioneer Norman Nie, the company brings high performance, productivity and enterprise readiness to R, the most powerful statistics language in the world. The company’s flagship Revolution R product is designed to meet the production needs of large organizations in industries such as finance, life sciences, retail, manufacturing and media. Used by over 2 million analysts in academia and at cutting-edge companies such as Google, Bank of America and Acxiom, R has emerged as the standard of innovation in statistical analysis. Revolution Analytics is committed to fostering the continued growth of the R community through sponsorship of the Inside-R.org community site, funding worldwide R user groups and offers free licenses of Revolution R Enterprise to everyone in academia.