R/Finance 2010: Applied Finance with R
April 16 & 17, Chicago, IL, US
www.RinFinance.com <http://www.RinFinance.com>
 
The second annual R/Finance conference for applied finance using R, the 
premier free software system for statistical computation and graphics, 
will be held this spring in Chicago, IL, USA on Friday April 16 and 
Saturday April 17, 2010.

Registration is still open and early bird pricing ends April 1, 2010. 
 Given the current registration, we anticipate that some of the 
tutorials will be closed before that date.  Register at 
http://www.RinFinance.com to secure a tutorial spot and avoid a price 
increase.

The conference includes keynote and regular presentations as well as 
short lightning talks to present a diverse range of ideas.  The planned 
list of tutorials and conference presentations (also available at 
http://www.RinFinance.com):

Friday, April 16th, 2010
------
Tutorials:
  Dirk Eddelbuettel: Rcpp/RInside and How to Extend R with C++
  Jeff Ryan Trading with R
  Peter Carl/Brian Peterson: Complex Portfolio Optimization with General 
Business Objectives
  Josh Buckner/Mark Seligman: GPU Programming with R

*Achim Zeileis: Testing, Monitoring and Dating Structural Change in FX 
Regimes
David Smith: Analysing Large-Scale Financial Data Sets in R
Tony Plate: Mean-variance Portfolio Optimization: Do Historical 
Correlations Help or Hinder Risk Control in a Crisis?
*Ralph Vince/Soren MacBeth: Leverage Space Portfolio Model
Kris Boudt: Portfolio Optimization with Conditional Value-at-Risk Budgets
Steve Kane/Jeff Lewis: The esperr package and the Esper API
Lightning talks:
  Peter Carl: The blotter / instrument / strategy toolchain
  Wei-han Liu: Improved Generalized Gram-Charlier Expansions based on 
Multivariate Skew Distributions
  Wendy Wang: Strategic Asset Allocation using Markov Switching
  James "JD" Long: Zen and the Art of Stochastic Dart Throwing (How I 
Build Insurance / Reinsurance Models with R)
 
Saturday, April 17th, 2010
------
Josh Buckner/Mark Seligman: GPU computing with the gputools package
Saptarshi Guha: R and Hadoop Integrated Processing Environment
Stefan Theussl: Distributed Text Mining with tm 
*Bernhard Pfaff: Risk Modeling with R
Lightning talks:
  Jonathan Cornelissen: RTAQ: Tools for Analysis of Trades and Quotes
  Robert Grossman: Computing in the Cloud
  Nicolas Christou/David Diez: Statistical Finance for Investors 
Unfamiliar with Quantitative Methods
Maria Belianina: Data Management Challenges for Quantitative Research
*Marc Wildi: Adapting the MDFA to 'Financial Trading'
Eric Zivot: Simulation-based Estimation of Continuous Time Models
Dirk Eddelbuettel/Khanh Nguyen: RQuantLib: Interfacing QuantLib from R
Lightning talks:
  Jeff Ryan: Databasing without the Database: The indexing package
  Josh Ulrich: Fast and Flexible Technical Analysis with TTR
  Ruud Koning: Thick Tails, Thin Tails, or Dependence?
  Michael North: R and Repast Simphony

R/Finance 2010 is organized by a local group of R package authors and 
community contributors, hosted by the International Center for Futures 
and Derivatives (ICFD) at the University of Illinois at Chicago and made 
possible via sponsorship support from ICFD, REvolution Computing, 
OneMarketData and Insight Algorithmics.

For the program committee:
Gib Bassett, Peter Carl, Dirk Eddelbuettel, John Miller, Brian Peterson, 
Dale Rosenthal, Jeffrey Ryan

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