[R-SIG-Finance] Don't miss: 5th R/Rmetrics Meielisalp Workshop 2011, June 26-30
wuertz at itp.phys.ethz.ch
Mon May 9 20:33:55 CEST 2011
5th R/Rmetrics Meielisalp Workshop
Computational Finance and Financial Engineering
Meielisalp, Lake Thune, Switzerland, June 26-30, 2011
The workshop consists of Summer School-like tutorial sessions and a user/developer meeting. Both focus on topics from "Computational Finance and Financial Engineering" and on the use of R/Rmetrics in finance, insurance and related fields. The morning sessions have tutorials covering topics from quantile regression, wavelet methods, measuring model risk, continuous-time systems, and financial time series analysis. Some of the tutorials incorporate practical exercises. It is a honor to welcome our
Professor Brian Ripley
Department of Statistics, University of Oxford, UK
Tutorial Speakers and Topics:
Professor Roger Koenker - Topic: Quantile Regression
Department of Economics, University of Illinois, Urbana-Champaign, USA
Professor Guy Nason - Topic: Wavelet Methods in Statistics
Department of Mathematics, University of Bristol, Bristol, UK
Professor Ganti Prasada Rao - Topic: Continuous-Time Systems
Inventive Pathways-Management Consultancy, UAE
Professor Gerhard Stahl - Topic: Measuring Model Risk
Talanx Hanover, and University of Hanover, DE
Professor Ruey Tsay - Topic: Financial Time Series Analysis
Booth School of Business, The University of Chicago, Chicago, USA
The afternoon sessions are dedicated to invited and contributed talks and presentations reflecting the wide range of fields in which R and Rmetrics are used in finance and insurance to analyze and model data.
The goal is to bring together students, researchers, developers, practitioners, and users from finance and insurance providing a platform for common discussions and exchange of ideas.
The workshop is limited to about 50 participants, early registration is recommended.
Call for Papers:
We invite the submission of abstracts presenting innovations or exciting applications covering the whole spectrum of computational topics in finance, insurance and related fields. Submission to submissions at rmetrics.org will be considered on a rolling admission basis.
Scholarship for Students:
A limited number of student scholarships are available. Please send a letter of motivation and a recommendation letter from your supervisor to submissions at rmetrics.org.
Swiss Federal Institute of Technology, Zurich, and Rmetrics Associations, Zuric.
Diethelm Würtz, Swiss Federal Institute of Technology, Zurich Switzerland.
Patrick Hénaff, University of Brest, France
Stefano Iacus, University of Milano, Milano, Italy
Mahendra Mehta, Neural Technologies, Mumbai, India
David Scott, University of Auckland, Auckland, New Zealand
Yohan Chalabi, Swiss Federal Institute of Technology, Zurich Switzerland
We would very appreciate it to welcome you at the Meielisalp
best wishes and kind regards
More information about the R-SIG-Finance