[R-SIG-Finance] R/Finance 2015 Call for Papers

Joshua Ulrich josh.m.ulrich at gmail.com
Tue Nov 18 20:30:02 CET 2014


Call for Papers:

R/Finance 2015: Applied Finance with R
May 29 and 30, 2015
University of Illinois at Chicago

The seventh annual R/Finance conference for applied finance using R
will be held on May 29 and 30, 2015 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 six 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 2015.
This year will include invited keynote presentations by Emanuel
Derman, Louis Marascio, Alexander McNeil, and Rishi Narang.

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.

All slides will be made publicly available at conference time.
Presenters are strongly encouraged to provide working R code to
accompany the slides.  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, however requests must be made at the time of submission.
Assistance will be granted at the discretion of the conference
committee.

Please make your submission online at: http://www.cvent.com/d/t4qy73.

The submission deadline is January 31, 2015. Submitters will be
notified via email by February 28, 2015 of acceptance, presentation
length, and financial assistance (if requested).

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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