Quantitative Finance

Statistical Computing in R

Heuristic Optimization

About Burns statistics

Specialties include:

  • Programming in the R language
  • Statistics, including quantitative finance
  • Solving difficult problems via heuristic optimization (genetic algorithms and simulated annealing).

Consulting

Pat has worked, mainly in finance, for over thirty years both as a consultant and an employee. We are currently not in the market for new consulting jobs.

Software development

Pat was a lead developer of S-PLUS, the precursor to the R language, in its early years. His tasks included adding functionality (such as principal components and robust estimation in several settings), finding and fixing bugs, and documentation. He has been a user of R for over 25 years.

Essential reading

By Patrick Burns

The R Inferno

Navigating the hidden pitfalls and logical circles of the R programming environment.

Tao Te Programming

A philosophical exploration of the craftsmanship behind high-
stakes quantitative code.

Additional reading

S Poetry

An earlier publication exploring the transition from S to R. Included for readers interested in the language’s history.

Blog

Recent explorations in finance, statistics, and the peculiar intricacies of computing.

  • jun 25, 26

    The TaoTeProgramming R package

    I’d like to do a song of great social and political import. The code that created the illustrations in Tao Te Programming is now available as the TaoTeProgramming package on [...]

  • jun 25, 26

    An xts R Inferno-ism

    Another of the all ye entering here. Issue When subscripting an xts object, columns that don’t exist in the object are silently ignored. Example First, create an xts object: xtx [...]

  • jun 25, 26

    Blog recap of 2013

    Posts by page views Interview with a forced convert to R from Matlab A first step towards R from spreadsheets Plot ranges of data in R A statistical review of [...]