[R-SIG-Finance] R/Finance 2014 Call for Papers

[Oleg Mubarakshin]

I use R for FX options market-making and trading on the Moscow Exchange 
(Russia).
Can I present my framework (it is not a package, just code with my own 
functions) under this event?

I developed a method for the Delta and the P&L profiles accurate estimation 
(unlike the common BSM method). Maybe my research in this area will be of 
interest to participants of the conference.

Oleg Mubarakshin
quant-lab.com

-----Исходное сообщение----- 
From: Joshua Ulrich
Sent: Monday, January 13, 2014 10:12 PM
To: Brian G. Peterson
Cc: R-SIG-Finance
Subject: Re: [R-SIG-Finance] R/Finance 2014 Call for Papers

A friendly reminder that the submission deadline (Jan-31) is a little
less than 3 weeks away!

On behalf of the committee,
--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com


On Tue, Oct 15, 2013 at 7:11 AM, Brian G. Peterson <brian at braverock.com> 
wrote:
>
> Call for Papers:
>
> R/Finance 2014: Applied Finance with R
> May 16 and 17, 2014
> University of Illinois at Chicago
>
> The sixth annual R/Finance conference for applied finance using R will
> be held on May 16 and 17, 2014 in Chicago, IL, USA at the University
> of Illinois at Chicago.  The 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 five years, R/Finance has included attendees from around
> the world. It has featured presentations from prominent academics and
> practitioners, and we anticipate another exciting line-up for 2014.
>
> 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 both 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 submit your papers or abstracts online at: http://goo.gl/OmKnu7
> The submission deadline is January 31, 2014. Submitters will be
> notified of acceptance, whether a presentation will be a long
> presentation or a lightning talk, and a decision on any requested
> funding will be made via email by February 28, 2014.
>
> 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

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