Book Image

Mastering Scientific Computing with R

Book Image

Mastering Scientific Computing with R

Overview of this book

Table of Contents (17 chapters)
Mastering Scientific Computing with R
Credits
About the Authors
About the Reviewers
www.PacktPub.com
Preface
Index

About the Reviewers

Laurent Drouet holds a PhD in economics and social sciences from the University of Geneva, Switzerland, and a master's degree in applied mathematics from the Institute of Applied Mathematics of Angers, France. He was also a postdoctoral research fellow at the Research Lab of Economics and Environmental Management at the Ecole Polytechnique Federale de Lausanne (EPFL), Switzerland. He was also a researcher at the Public Research Center Tudor, Luxembourg. He is currently a senior researcher at Fondazione Eni Enrico Mattei (FEEM) and a research affiliate at Centro Euro-Mediterraneo sui Cambiamenti Climatici (CMCC), Italy.

His main research is related to integrated assessment modeling and energy modeling. For more than a decade, he designed scientific tools to perform data analysis for this type of modeling. He also built optimization frameworks to couple models of many kinds (such as climate models, air quality models, and economy models). He created and developed the bottom-up techno-economic energy model ETEM to study optimal energy policies at urban or national levels.

Ratanlal Mahanta holds an MSc in computational finance. He is currently working at GPSK Investment Group as a senior quantitative analyst. He has 4 years of experience in quantitative trading and strategies developments for sell side and risk consulting firms. He is an expert in high frequency and algorithmic trading. He has expertise in these areas: quantitative trading (FX, equities, futures and options, and engineering on derivatives); algorithms—partial differential equations, stochastic differential equations, the finite difference method, Monte Carlo, and Machine Learning; code—R programming, C++, MATLAB, HPC, and scientific computing; data analysis—Big Data analytic [EOD to TBT], Bloomberg, Quandl, and Quantopian; and strategies—vol-arbitrage, vanilla and exotic options modeling, trend following, mean reversion, co-integration, Monte Carlo simulations, ValueatRisk, stress testing, buy side trading strategies with high Sharpe ratio, credit risk modeling, and credit rating.

He has reviewed Mastering R for Quantitative Finance, Packt Publishing. He is currently reviewing two other books for Packt Publishing: Mastering Python for Data Science and Machine Learning with R Cookbook.

Mzabalazo Z. Ngwenya holds a postgraduate degree in mathematical statistics from the University of Cape Town. He has worked extensively in the field of statistical consulting, wherein he utilized varied statistical software including R. His area of interest are primarily centered around statistical computing. Previously, he was involved in reviewing Learning RStudio for R Statistical Computing, Mark P.J. van der Loo and Edwin de Jonge; R Statistical Application Development Example Beginner's Guide, Prabhanjan Narayanachar Tattar; Machine Learning with R, Brett Lantz; R Graph Essentials, David Alexandra Lillis, and R Object-oriented Programming, Kelly Black, all by Packt Publishing. He currently works as a biometrician.

Donato Teutonico has several years of experience in modeling and the simulation of drug effects and clinical trials in industrial and academic settings. He received his PharmD degree from the University of Turin, Italy, specializing in chemical and pharmaceutical technology, and his PhD in pharmaceutical sciences from Paris-Sud University, France.

He is the author of two R packages for pharmacometrics, CTStemplate and panels-for-pharmacometrics, which are both available on Google Code. He is also the author of Instant R Starter, Packt Publishing.