Tuesday, December 30, 2008

R/Finance 2009: Applied Finance with R

Call for Papers

The Finance Department of the University of Illinois at Chicago (UIC),
the International Center for Futures and Derivatives at UIC, and
members of the R finance community are pleased to announce

R/Finance 2009: Applied Finance with R

on April 24 and 25, 2009, in Chicago, IL, USA

Confirmed keynote speakers include:

Patrick Burns (Burns Statistics)
David Kane (Kane Capital)
Roger Koenker (U of Illinois at Urbana/Champaign)
David Ruppert (Cornell)
Diethelm Wuertz (ETH Z├╝rich)
Eric Zivot (U of Washington)

We invite all users of R in Finance to submit one-page abstracts or
complete papers (in txt/pdf/doc format). We encourage papers both on
academic research topics and related to use of R by Finance practitioners.

Presenters are strongly encouraged to provide working R code to accompany
the presentation/paper. Datasets need not be made public.

Please send submissions to committee@RinFinance.com.
The submission deadline is January 31st, 2009.
Submissions will be evaluated and submitters notified via email
on a rolling basis.

Additional details about the conference will be announced as available.

For the program committee:
Gib Bassett, Peter Carl, Dirk Eddelbuettel, John Miller,
Brian Peterson, Dale Rosenthal, Jeffrey Ryan

Friday, December 5, 2008

Computational Finance with R

Krishna Kumar, Jan Vecer and the great folks at REvolution computing put on a great event at the beautiful Columbia University campus on the Upper West Side of New York.

Presentations by Whit Armstrong, Anthony Brockwell, Bryan Lewis, Scott Payseur, Peter Carl, Brian Peterson, and our own Jeff Ryan made for an impressive display of the power of R in quant finance. Jeff's presentation slides can be found here.

Some great things are happening in this community, and we are certainly glad to be part of them.