CJUG Meeting May 17: Java And R

On May 17 the Chicago Java Users Group will have a presentation by Cedrick Johnson on integrating Java and the R programming language.

There are currently several packages in R for integrating the two (rJava and RServe). This presentation focuses on using R to perform statistically “heavy” calculations and interaction within a Java environment (in this instance using JMS as the underlying message bus to pass messages from Java applications to the RServe instance). It is particularly useful in the financial domain, although there could be applications outside of the financial domain.

Mr. Johnson has over 10 years experience in technology, the past 8 years focused on financial markets (equity derivatives, fixed income). His focus has been on quantitative trading systems using Java, C# and R in various distributed, highly fault-tolerant environments for a former Big 5 investment bank and some of the leading market-making and small to midsize private asset management firms. He currently resides in Chicago as of 2008 and spends his spare time blogging about the fusion of technology and fixed income markets.

Time: 6:00, May 17th, 2011
Place: CME
20 South Wacker Drive
ULL-A Auditorium
Chicago IL, 60606
map

To RSVP, please go here.

CME Employees, please contact Joshua Bennett to RSVP.

Image from CJUG website, assumed allowed under Fair Use.