[R-SIG-Finance] Call for Presentations: Open Source Quantitative Finance (formerly R/Finance)

[Joshua Ulrich]

Open Source Quantitative Finance 2025
April 11 and 12, 2025
University of Illinois at Chicago

Call for Presentations

The seventeenth annual Open Source Quantitative Finance (osQF,
formerly R/Finance) conference for applied finance using open source
programming languages and free software systems for statistical
computation and graphics, will be held on Friday & Saturday, April
11th-12th, 2025 at the University of Illinois Chicago.

Once again, we’ve partnered with the Chicago R User Group and PyData
Chicago to kickoff the conference on the evening of Thursday, April
10th. A series of relevant talks on quantitative finance will be
presented, followed by an opportunity to sample Chicago’s vibrant
nightlife.

The two day conference will cover topics including advanced risk
tools, decentralized finance, econometrics, high-performance
computing, market microstructure, portfolio management, and time
series analysis. All will be discussed within the context of using
open source programming languages as primary tools for financial model
development, portfolio construction, risk management, and trading.

>From its humble Midwest beginnings, word of the conference spread
among trading desks and universities, until it became the primary
meeting for academics and practitioners interested in using open
source quantitative finance.

Over the past seventeen years, the conference formerly known as
R/Finance has included work contributed in many open source
programming languages. This year, we’ve formally changed the name to
reflect our commitment to the broader open source programming language
community in quantitative finance. As always, we expect to welcome
attendees from around the world, host presentations from prominent
academics and practitioners. We look forward to another exciting
lineup for 2025!

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 (approximately 20 min.), abbreviated
"lightning talks" (approx. 6 min.), as well as (1 hr.) pre-conference
tutorials. (Scheduling considerations may require requested full talks
moved to lightning). Both academic and practitioner proposals related
to R and other Open Source programming languages are encouraged.

All slides will be made publicly available at conference time.
Presenters are strongly encouraged to provide working code to
accompany the slides. Ideally, data sets should 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 innovative
research or presenters who have released open source packages or
software.

Limited financial assistance for conference admission may be available
to presenters. As osQF is a volunteer open source effort from which
organizers do not profit, resources are derived from registrations and
sponsorship alone. Requests for financial assistance must be made at
the time of submission, and the presenter should clearly communicate
to us why assistance is being requested. We particularly welcome
requests from underrepresented minorities in Quantitative
Finance/STEM, and anyone researching under economic hardship.

Submissions will be reviewed and accepted on a rolling basis with a
final submission deadline of January 19, 2025.  Submitters will be
notified via email starting January 26, 2025 of acceptance and
presentation length.

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. We will make a separate announcement when
registration opens, in January.

For the conference committee:

Petra Bakosova, Kyle Balkissoon, Gib Bassett, Oleg Bondarenko, Peter
Carl, Dirk Eddelbuettel, Soumya Kalra, Brian Peterson, Dale Rosenthal,
Jeffrey Ryan, Justin Shea, and Joshua Ulrich.

-- 
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com