[R-SIG-Finance] R/Finance 2012 -- Call for Papers - deadline 31 January, 2012
Brian G. Peterson
brian at braverock.com
Tue Jan 17 19:58:24 CET 2012
Only two weeks left to submit abstracts or full papers for R/Finance 2012!
Call for Papers:
R/Finance 2012: Applied Finance with R
May 11 and 12, 2012
University of Illinois at Chicago
The fourth annual R/Finance conference for applied finance using R
will be held on May 11 and 12, 2012 in Chicago, IL, USA on the campus
of the University of Illinois at Chicago. 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,
portfolio construction, and trading.
Over the past three years, R/Finance has included attendees from
around the world and featured keynote presentations from prominent
academics and practitioners. We anticipate another exciting line-up
for 2012 --- including keynote presentations from Blair Hull,
Paul Gilbert, Rob McCulloch, and Simon Urbanek.
We invite you to submit complete papers or one-page abstracts (in txt
or pdf format) for consideration. Academic and practitioner proposals
related to R are encouraged. We welcome submissions for full talks,
abbreviated "lightning talks", and for a limited number of (longer)
pre-conference seminar sessions.
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.
Travel and accommodation grants may be available for selected
presenters at the committee’s discretion. In addition, the conference
will award prizes for best papers. To be eligible for a best paper
award, a submission must be a full paper. Extended abstracts, even if
a full paper by conference time, are not eligible for a best paper
Please send submissions to: committee <at> RinFinance.com
The submission deadline is January 31, 2012. Submitters will be
notified of acceptance via email by February 28, 2012. Notification of
whether a presentation will be a long presentation or a lightning talk
will also be made at that time.
Additional details will be announced via the conference website
as they become available. Information on previous years' presenters and their
presentations are also at the conference website.
For the program committee:
Gib Bassett, Peter Carl, Dirk Eddelbuettel,
Brian Peterson, Dale Rosenthal, Jeffrey Ryan, Joshua Ulrich
More information about the R-SIG-Finance