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

    100 savvy sites on statistics

    Online Math Degrees has a page of ”100 savvy sites on statistics and quantitative analysis”.  It has some that you recognize, some that you’ve hardly ever heard of. The sites [...]

  • jun 25, 26

    R and social media

    R is a piece of software, but it is also a community. Help community The most visible aspect of the R community is help.  This is also the most useful [...]

  • jun 25, 26

    On the acceptance of R

    Some history and a prediction. Past A discussion broke out on the R-help mailing list in January 2006 about a technical report put out by the statistical computing group at [...]