
We invite you to participate and contribute to the 7th Meielisalp Workshop and Summer School 30 June - 4 July 2013 in the Swiss Mountains on "Computational Finance and Financial Engineering" with R. Attached you will find the first announcement. For further information please contact our web site www.rmetrics.org.

We would very appreciate it to welcome you at the Meielisalp. 
On behalf of the organizing committee with kind regards
Diethelm Wuertz
ETH Zurich



Computational Finance and Financial Engineering
7th R/Rmetrics Meielisalp Workshop and Summer School
Meielisalp, Lake Thune Switzerland, 30 June - 4 July 2013

www.rmetrics.org                  
Registration: https://www.rmetrics.org/meielisalp2013-registration


                *** Meielisalp 2013  -  Don't miss it !  ***


The workshop consists of Summer School-like tutorial sessions and a user/developer meeting. Both focus on topics from "Computational Finance and Financial Engineering" and on the use of R/Rmetrics in finance, insurance and related fields. The morning sessions have tutorials covering topics from financial time series analysis, financial statistics, and modern portfolio optimization.

Key Note Speaker:

   Gunter Loeffler - University of Ulm, Institute of Finance
   Tower Building and Stock Market Returns

Tutorial Topics:

   * Basics and Fundamentals:
     Nicolas Polson, University of Chicago, School of Business, USA
        Bayesian Inference, Gibbs Sampling and Markov Chain Monte Carlo
     Stefano Iacus University of Milano, Department of Economics and Statistics, Milano, Italy
        Quasi Likelihood Inference and Model Selection for Stochastic Differential Equations

   * Modern Portfolio Design:
     Bernhard Pfaff, Invesco Research Frankfurt, Germany
        Portfolio Selection, Optimization and Design with R
     Diethelm Wuertz, Swiss Federal Institute of Technology, Zurich, Switzerland
        Portfolio Diversification and Stability Strategies

   * Advanced Computing in R:
     Stefan Theussl, Raiffeisen Research and Vienna Univeristy of Economics, Austria
        High Performance Computing and Parallel R

   * Building Platforms:
     Charles Roosen, Zurich Re Insurance, Zurich, Switzerland
        Behind the Zurich Re Insurance Platform
     Wolfgang Breymann, Zurich University of Applied Sciences, Switzerland
        The Unified Financial Modeling Platform

The afternoon sessions are dedicated to invited and contributed talks and presentations reflecting the wide range of fields in which R and Rmetrics are used in finance and insurance to analyze and model data. The goal is to bring together students, researchers, developers, practitioners, and users from finance and insurance providing a platform for common discussions and exchange of ideas. 

Call for Papers - Topics:

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. 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. There is no definite deadline.

Participation:

The workshop is limited to 50 participants. Therefore early registration is highly recommended. 

Scholarship for Students:

A limited number of scholarships are available for full-time Bachelor and Master students that include a reduction on the accommodation fees (total accommodation fees would be 100.00 CHF). 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.

Date:

The registration desk will be open on Sunday afternoon 30 June.
The event ends on Thursday 4 July, after lunch.

Organization:

Organizer: Swiss Federal Institute of Technology, Zurich
Co-organizier: Rmetrics Association Zurich
Conference Chair: Diethelm Wuertz, Swiss Federal Institute of Technology, Zurich
Conference Committee: Patrick Henaff Pantheon-Sorbonne Paris, Mahendra Mehta NTT Mumbai.
Conference Office: Tobias Setz, Swiss Federal Institute of Technology, Zurich

Visit:
   http://www.rmetrics.org/meielisalp2013
   http://www.rmetrics.org/meielisalp2013-registration

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