[R-SIG-Finance] R/Rmetrics Conference Singapore, February 19/20

[Diethelm Wuertz]

2nd Announcement


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R/Rmetrics "Computational Topics in Finance" Conference
National University of Singapore, February 19/20, 2009.
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www.rmetrics.org


Sponsored by: ETH Zurich, Finance Online Zurich, REvolution Computing 
New Haven, RMI National University of Singapore.

The Rmetrics Organization from the Swiss Federal Institute of Technology 
(ETHZ) and the National University of Singapore invite you to the first 
R Conference in Asia.

R was definitely the shooting star in the financial software world 2009. 
Even the New York Times recently reported about R in an enthusiastic 
article. One can say that R has established itself as the open source 
"rapid model prototyping system" for financial applications in business, 
research and education.

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, Using R/Rmetrics in Finance and Insurance.

Keynote Speakers of the conference include:

 Karim Chine, Cloud Era Ltd Cambridge UK
 Sun Defeng, National University of Singapore
 Juri Hinz, National University of Singapore
 Stefano Iacus, University of Milano
 Marc Paolella, Swiss Banking Institute Zurich
 Vikram Kuriyan, K3 Advisors New York
 David Scott, University of Auckland
 Pradap Sondhi, GF Management Hongkong
 Diethelm Wuertz, ETH Zurich
 Eric Zivot, University of Washington
 ...

We have a limited number of slots for contributed presentations; if you 
are interested in giving a presentation, please contact the organizers: 
submissions at rmetrics.org. Submission will be considered on a rolling 
admission basis.

The conference is recommended to fund and/or risk managers from banks 
andinsurance firms, to researchers from industry and academia, and to 
decision makers. Come, discuss, and get new ideas for your own business 
and research. The topics will be by no means confined to applications 
from R/Rmetrics or related rapid model prototyping systems, the 
conference is also open to theoretical concepts and ideas, behind the 
applications and software solutions.

Preceding the conference, the Rmetrics team is giving a two-day "Basic R 
for Finance" course. For more information, see: 
www.rmetrics.org/basicRsingapore. There is a limited number of free 
scholarships for students, for more information please contact the 
organizers: submissions at rmetrics.org.

We wish you a happy new year and we are looking forward to meet you in 
February at RMI/NUS in Singapore.


For the organizing committee
Diethelm Wuertz ETH Zurich, Juri Hinz NUS Singapore,
Mahendra Mehta NTS Mumbai, David Scott University of Auckland
www.rmetrics.org



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