hear talks on R-related topics sharing knowledge and experience provide R beginners with an opportunity to meet more experienced users discover the power of R as a serious, general and industrial strength data mining, analysis, visualisation and reporting tool, for use in commerce, government and other fields see case studies of real-life R applications in industry disocover related commodity, open source and free tools meet experts in specific R packages, techniques and applications
We have another double act for this meetup, this time with the theme of mathematical optimization. We'll hear about two different optimization techniques, with concrete practical examples, and implemented in R of course.
Thanks again to Servian for hosting and us and providing catering. Note their new address.
5:45 - Pizzas and drinks
6:15 - First presentation
6:45 - Second presentation
7:15 - Q&A
7:45-8 More networking and close
First presentation: Optimization on the Ground
Jonathan Scanlan will work through an example of using mixed integer programming to get the best return on physical advertising.
Jonathan holds a Master of Statistics and Operations Research from RMIT. Since graduating with distinction in 2015, he has been working in marketing technology (MarTech) with a heavy focus on making data more accessible to the people who need it.
Second presentation: Introduction to portfolio optimization - a risk parity approach
Alison Miller will present an example of using constrained optimization techniques in R to solve for a risk parity portfolio, utilizing the nloptr package.
Allison is an Assistant Portfolio Manager in the Quantitative Equities team at Victorian Funds Management Corporation, which manages over $60 billion for 30 Victorian public authorities and related organisations. She has worked in London, China and the United States, has a BA (Hons) in International Relations from Brown University and a Master of Economics (Hons) from the University of Melbourne, and is a CFA charterholder.