[R-SIG-Finance] 8th R/Rmetrics Summer School and Workshop

[P. Henaff]

R/Rmetrics in Finance and Insurance
8th R/Rmetrics Workshop and Summer School
Paris, 26-28 June 2014

www.rmetrics.org
https://sites.google.com/site/rmetricsparis2014

Conference Announcement and Call for Papers
===========================================

After 7 successful years in Meielisalp, the R/Rmetrics Workshop and 
Summer School moves to the Latin Quarter of Paris.

The workshop consists of Summer School-like tutorial sessions and a 
user/developer meeting.  The workshop will focus on computational issues 
in statistics, empirical finance and insurance, and on the use of R as 
the tool of choice in that context.

Invited Lectures (preliminary list):

     * Advanced Statistical Methods
       Christian Robert (Université Paris-Dauphine)
       Bayesian inference and Markov chain Monte Carlo

     * Market Micro-Structure:
       Jean-Philippe Bouchaud (Ecole Polytechnique and CFM)
       Anomalous price impact and critical liquidity in financial markets

     * Risk Measurement for Solvency II:
       Frédéric Planchet (ISFA - Université Lyon I)
       Economic Scenario Generation: theory and practice
		
The afternoon sessions are dedicated to invited and contributed talks 
and presentations reflecting the many uses of R and Rmetrics in finance 
and insurance.

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. To submit an abstract, email your 
pdf file to submissions[at]rmetrics.org. Practitioners
are encouraged to submit papers.
Please keep abstracts to one page. The abstracts will become available 
in an online abstract booklet. Submission will be considered on a 
rolling admission basis.

Scholarship for Students:
=========================

A limited number of scholarships are available for full-time Bachelor 
and Master students. Please send a letter of motivation and a 
recommendation letter from your supervisor to 
submissions[at]rmetrics.org. Note that only complete applications send 
from an email address affiliated to an university will be accepted.

Additional details will be announced via the conference websites
as they become available.

Registration
============

On-line registration is available at
https://sites.google.com/site/rmetricsparis2014.
The conference will accommodate about 80 attendees. Early registration 
is suggested.

For the program committee:
Patrick Hénaff, Mahendra Mehta, Stefan Theussl, Diethelm Wuertz


-- 
Patrick Hénaff
Maître de Conférences
IAE Paris
Université Paris I | Panthéon Sorbonne

+33 (0)1 53 55 27 70
+33 (0)6 01 30 13 57
skype: pahenaff

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