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5th Annual R/Finance: Applied Finance with R

Event Dates: Friday  May 17 - Saturday  May 18
City: Chicago   State: Illinois   Country: USA
Event Type: Meeting ASA Sponsored: No
Description:
The conference will cover topics including portfolio management, time series analysis, advanced risk tools, high-performance computing, market microstructure, and econometrics. All will be discussed within the context of using R for risk management, portfolio construction, and trading. Keynote speakers for 2013 are: Sanjiv Das, Santa Clara University; Attilio Meucci, Kepos Capital, LP; Ryan Sheftel, Credit Suisse; and, Ruey Tsay, University of Chicago Booth School of Business. We invite submission of complete papers (pdf format) and one-page abstracts (txt or pdf format) -- although more complete papers are preferred. Submissions may be for full talks or abbreviated "lightning talks." Proposals related to R are encouraged; and, presenters are strongly encouraged to make public working R code and data sets (if possible) for the purposes of reproducibility. Preference may be given to presenters who have released R packages. We will award two (or more) $1000 prizes for the best complete papers. Extended abstracts are not eligible for an award, even if a full paper is provided later. Financial assistance for travel and accommodation may be available to presenters; assistance requests should be made with paper submission. Send submissions to committee at RinFinance.com. Notification of acceptance will be via email by February 28, 2013. Assignment to a long presentation or a lightning talk will also be revealed at that time. Additional details, and information on previous conferences, are at www.rinfinance.com. For the program committee: Gib Bassett, Peter Carl, Dirk Eddelbuettel, Brian Peterson, Dale Rosenthal, Jeffrey Ryan, Joshua Ulrich
For more info click here: www.rinfinance.com

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