Fifth R/Finance Conference: Applied Finance using R

  • Institution University of Illinois at Chicago
  • Event Type Call for Paper
  • Date May 16, 2013 - May 17, 2013
  • Location Chicago
  • Details

    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 for risk management, portfolio construction, and trading. Over the past four years, R/Finance has featured presentations from prominent academics and practitioners. Our keynote speakers for 2013 are: Sanjiv Das, Santa Clara University; Attilio Meucci, Kepos Capital, LP; Ryan Sheftel, Credit Suisse; and, Ruey Tsay, University of Chicago Booth School of Business. We invite you to submit complete papers in pdf format for consideration. We will also consider one-page abstracts (txt or pdf format) although more complete papers are preferred. We welcome submissions for full talks and abbreviated "lightning talks". Both academic and practitioner proposals related to R are encouraged. Presenters are strongly encouraged to provide working R code to accompany the presentation. Data sets should also be made public (if possible) for the purposes of reproducibility. Preference may be given to presenters who have released R packages. We will award two (or more) $1000 prizes for the best complete papers. Extended abstracts, even if a full paper is provided by conference time, are not eligible for an award. Financial assistance for travel and accommodation may be available to presenters at the discretion of the conference committee. Requests for assistance should be made at the time of submission. Please send submissions to committee at Submitters will be notified of acceptance via email by February 28, 2013. Notification of whether a presentation will be a long presentation or a lightning talk will also be made at that time. Additional details, as well as information on previous conferences, are on the conference website. For the program committee: Gib Bassett, Peter Carl, Dirk Eddelbuettel, Brian Peterson, Dale Rosenthal, Jeffrey Ryan, Joshua Ulrich

  • Submission Deadline02-15-2013
  • Website
  • Email
  • Share Event

Jump to menu

Main Navigation

Search the Site / Journal

Search Keywords

Members' Login


Members' Options

Site Footer

View Mobile Version