[R-SIG-Finance] R/Finance 2010 April 16th and 17th 2010 THIS WEEK in Chicago!

Jeff Ryan jeff.a.ryan at gmail.com
Mon Apr 12 16:23:25 CEST 2010

It's not too late to register!  Come be part of R/Finance 2010:


R/Finance 2010: Applied Finance with R
April 16 & 17, Chicago, IL, US

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 many tutorial spots
will be gone 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
 Dirk Eddelbuettel: Rcpp/RInside
 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

If you are in Chicago, or can get to Chicago, there is still time to
register!  Come join 200+
finance and software professionals to discuss R and quantitative
finance this weekend!

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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