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Renata Rendek @ LinuxCareer.com
I was introduced to the GNU/Linux operating system when writing my PhD thesis. Since then I have used Linux programming and software for my research work. I come from a mathematical background and I am interested in writing about statistical open source software such as R and Octave, which will promote the use of GNU/Linux in financial and scientific disciplines.

I am currently a PhD candidate at the University of Technology, Sydney. My research concentrates on modeling of diversified equity indices. The objective of my thesis is to study and model the dynamics of aggregate wealth, that is, the dynamics of the market capitalization weighted world stock index in different currency denominations. Prior to my PhD research studies I completed Master of Science in Mathematical Sciences (by Research) Degree and Graduate Diploma in Mathematics and Finance at the University of Technology, Sydney. My undergraduate studies were undertaken at AGH University of Science and Technology in Cracow, Poland. My work experience include teaching at the University of Technology, Sydney and research work at both the University of Technology, Sydney and the Macquarie University.

Research Interests: probability and stochastic processes, simulation of stochastic differential equations, approximation of the numeraire portfolio, financial market modeling, commodities modeling. Mathematical

Software Skills: Mathematica, R GNU, Matlab, Octave, SPSS.

My Publications:

  • Platen, E. and Rendek, R. Empirical Evidence on Student-t Log-Returns of Diversified World Stock Indices, Journal of Statistical Theory and Practice, Vol. 2, No. 2, (2008) 233-251.
  • Platen, E. and Rendek, R. Exact Scenario Simulation for Selected Multi-dimensional Stochastic Processes, Communications on Stochastic Analysis, Vol. 3, No. 3, (2009) 443-465.
  • Platen, E. and Rendek, R. Quasi-exact Approximation of Hidden Markov Chain Filters, Communications on Stochastic Analysis, Vol. 4, No. 1, (2010) 129-142.
  • Platen E., Ignatieva K. and Rendek R. Using Dynamic Copulae for Modeling Dependency in Currency Denominations of a Diversified World Stock Index. Journal of Statistical Theory and Practice, Vol. 5, No. 3, (2011) 425-452.
  • Platen E. and Rendek R. Approximating the Numeraire Portfolio by Naive Diversification. Journal of Asset Management, 13(1), (2012) 34-50.
  • Platen E. and Rendek R. Simulation of Diversified Portfolios in Continuous Financial Markets. Stochastic Analysis and Applications to Finance. World Scientific. (2012) 385-410.

My Working Papers:

  • Platen E. and Rendek R. The Affine Nature of Aggregate Wealth Dynamics. (2012).
  • Du K. and Platen E. and Rendek R. Modeling of Oil Prices. (2012).
  • Platen E. and Rendek R. Improved Approximation of the Numeraire Portfolio. (2012).

Article contributions:


Part I: GNU R Introductory Tutorials:

  1. Introduction to GNU R on Linux Operating System
  2. Running GNU R on Linux Operating System
  3. A quick GNU R tutorial to basic operations, functions and data structures
  4. A quick GNU R tutorial to statistical models and graphics
  5. How to install and use packages in GNU R
  6. Building basic packages in GNU R

Part II: GNU R Language:

  1. An overview of GNU R programming language

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