Rmetrics Workshop on R in Finance and Insurance, Paris 2014

Here are the slides of the talk that I gave yesterday with Prof. Frédéric Planchet at the 8th Rmetrics workshop in Insurance and Finance :





The R codes can found here :

  • For ESG


  • For ESGtoolkit


I also submitted (a bit late, maybe) a Shiny app for the  Shiny App contest (which is the example @ page 55 of the slides).


The username is : contest.

The password : rmetrics.

However, in my opinion, my app is veerry slow. This is due to the way that I dealt with global/local variables. In the first section,  ‘Simulation’, I make projections of the portfolio assets, let’s call the associated R variables : S.CAC and S.SP. In server.R, the plot is obtained with  output$plotSimulation. In the second section, ‘Portfolio’, I had to duplicate the code for the simulation (veerry annoying… here’s the bottleneck), because S.CAC and S.SP could’nt be seen in the scope of output$plotPortfolio defined in server.R.

I didn’t have the time to investigate more by now. But If somebody knows how to deal with this in Shiny, I’ll be happy to hear !


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Filed under Conference Talks, R stuff

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