R/Finance 2012 Call for Papers

I’m excited to share the call for papers for the upcoming R/Finance conference.  Even if you don’t submit a presentation, I hope to see you there!

Call for Papers:

R/Finance 2012: Applied Finance with R
May 11 and 12, 2012
University of Illinois, Chicago, IL, USA

The fourth annual R/Finance conference for applied finance using R will be held on May 11 and 12, 2012 in Chicago, IL, USA on the campus of the University of Illinois at Chicago. The two-day 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 three years, R/Finance has included attendees from around the world and featured keynote presentations from prominent academics and practitioners. We anticipate another exciting line-up for 2012 – including keynote presentations from Blair Hull, Paul Gilbert, Rob McCulloch, and Simon Urbanek.

We invite you to submit complete papers or one-page abstracts (in txt or pdf format) for consideration. Academic and practitioner proposals related to R are encouraged. We welcome submissions for full talks, abbreviated “lightning talks”, and for a limited number of (longer) pre-conference seminar sessions.

Presenters are strongly encouraged to provide working R code to accompany the presentation/paper. 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.

Travel and accommodation grants may be available for selected presenters at the discretion of the committee. In addition, the conference will award prizes for best papers. To be eligible for a best paper award, a submission must be a full paper. Extended abstracts, even if a full paper by conference time, are not eligible for a best paper award.

Please send submissions to: committee at RinFinance.com.

The submission deadline is January 31, 2012. Submitters will be notified of acceptance via email by February 28, 2012. Notification of whether a presentation will be a long presentation or a lightning talk will also be made at that time.

Additional details will be announced at this website as they become available. Information on previous year’s presenters and their presentations are also at the conference website R/Finance 2009, 2010, and 2011.

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