[R-SIG-Finance] R/Finance 2013 -- Call for Papers: Two weeks remaining

Dirk Eddelbuettel edd at debian.org
Fri Feb 1 05:06:56 CET 2013


(Reposting with keynote speakers; deadline is coming up on Feb 15  --Dirk)


Call for Papers:

R/Finance 2013: Applied Finance with R
May 17 and 18, 2013
University of Illinois at Chicago

The fifth annual R/Finance conference for applied finance using R will be
held on May 17 and 18, 2013 in Chicago, IL, USA at the University of Illinois
at Chicago.  The conference is expected to 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 four years, R/Finance has included attendees from around the
world. It featured presentations from prominent academics and practitioners.
We are happy to announce the following keynote presentations for R/Finance
2013:

   Sanjiv Das
      Santa Clara University, Author of "Derivatives: Principles and Practice";

   Attilio Meucci
      Kepos Capital, LP; Author of "Risk and Asset Allocation"

   Ryan Sheftel
      Managing Director for Electronic Market Making at Credit Suisse

   Ruey Tsay
      U of Chicago; Author of "Intro. to Analysis of Financial Data with R"


We invite you to submit complete papers in pdf format for consideration. We
will also consider one-page abstracts (in txt or pdf format) although more
complete papers are preferred.  We welcome submissions for full talks and
abbreviated "lightning talks". Both academic and practitioner proposals
related to R are encouraged.

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.

The conference will award two (or more) $1000 prizes for best papers. A
submission must be a full paper to be eligible for a best paper
award. Extended abstracts, even if a full paper is provided by conference
time, are not eligible for a best paper award.  Financial assistance for
travel and accommodation may be available to presenters at the discretion of
the conference committee. Requests for assistance should be made at the time
of submission.

Please send submissions to: committee <at> RinFinance.com.  The submission
deadline is February 15, 2013. Submitters will be notified of acceptance via
email by February 28, 2013. 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 
 
   http://www.RinFinance.com/ 

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 

-- 
Dirk Eddelbuettel | edd at debian.org | http://dirk.eddelbuettel.com



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