[R-SIG-Finance] R/Finance 2010: Applied Finance with R --- Call for Papers
Jeff Ryan
jeff.a.ryan at gmail.com
Wed Oct 28 21:41:19 CET 2009
Call for Papers:
R/Finance 2010: Applied Finance with R
April 16 and 17, 2010
Chicago, IL, USA
The second annual R/Finance conference for applied finance using R
will be held this spring in Chicago, IL, USA on April 16 and 17, 2010.
The two-day 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 as a primary tool
for financial risk management and trading.
One-page abstracts or complete papers (in txt or pdf format) are
invited for consideration. Academic and practitioner research
proposals related to R are encouraged. We will accept submissions for
full talks, abbreviated "lightning talks", and a limited number of
pre-conference tutorial sessions. Please indicate with your
submission if you would be willing to produce a formal paper (10-15
pages) for a peer-reviewed conference proceedings publication.
Presenters are strongly encouraged to provide working R code to
accompany the presentation/paper. Data sets should also be made
public for the purposes of reproducibility (though we realize this may
be limited due to contracts with data vendors). Preference may be
given to presenters who have released R packages.
Please send submissions to: committee at RinFinance.com
The submission deadline is December 31st, 2010.
Submissions will be evaluated and submitters notified via email on a
rolling basis. Determination of whether a presentation will be a long
presentation or a lightning talk will be made once the full list of
presenters is known.
R/Finance 2009 included keynote presentations by Patrick Burns, Robert
Grossman, David Kane, Roger Koenker, David Ruppert, Diethelm Wuertz,
and Eric Zivot. Attendees included practitioners, academics, and
government officials. We anticipate another exciting line-up for 2010
and will announce details at the conference website
http://www.RinFinance.com as they become available.
For the program committee:
Gib Bassett, Peter Carl, Dirk Eddelbuettel, John Miller,
Brian Peterson, Dale Rosenthal, Jeffrey Ryan
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