[R-SIG-Finance] R/Rmetrics: Singapore Conference, Februar 19/20, 2010

[Diethelm Wuertz]

Dear R/Rmetrics Community,

We would like to announce the first 'Computational Topics in Finance' 
conference, taking place on February 19/20, 2010, at the National 
University of Singapore.

The conference will bring together developers, practitioners, and users 
from academia, finance and insurance, providing a platform for common 
discussions and exchange of ideas in the field of computational finance 
and financial engineering.

The conference will cover the topics: Econometric Modeling, Financial 
Time Series Analysis, Volatility Forecasting, Trading and Decision 
Making Systems, Portfolio Selection and Optimization, Financial 
Stability Analysis, Stress Testing, Performance Analysis, Benchmarking, 
Risk Analysis and Measurement, Valuation of Financial Derivatives, 
Extreme Value Theory and Copulae, FX High Frequency Data Analysis, Time 
& Sales Data, Monte Carlo Simulation and Pricing, Robust Statistics in 
Finance. The topics will also include using R/Rmetrics in finance, but 
the conference is by no means confined to R.

Preceding the conference, February 17/18, 2010, the Rmetrics Association 
will be giving a two-day 'Basic R for Finance' course.

You can find out more about both events on our website, 
http://www.rmetrics.org/.

We would like to invite you to take part in the conference, and we are 
now accepting submissions; please send your one-page abstracts to 
submissions at rmetrics.org. The submission deadline is February 10, 2010.

We look forward to seeing you in Singapore.

Wishing you merry Christmas and a happy new year,

Diethelm Wuertz , Juri Hinz, Mahendra Mehta, David Scott


Organisation:
Rmetrics Association, Zurich

Supported and hosted by the
Institute for Theoretical Physics, ETH Zurich
Risk Management Institute, NUS Singapore