The second annual R/Finance conference for applied finance using R, the premier free software system for statistical computation and graphics, will be held this coming spring in Chicago, IL, USA on Friday April 16 and Saturday April 17, 2010.
The two-day conference will cover topics including portfolio management, time series analysis, advanced risk tools, high-performance computing, and econometrics. All will be discussed within the context of using R as a primary tool for financial risk management and trading. We strongly encourage R users, as well as package authors to submit an abstract for presentation at this years conference.
The 2010 conference will build upon the success of last year's event. Including traditional keynotes from leading names in the R and finance community, presentation of contributed papers, short "lightning-style" presentations as well as the chance to meet and discuss colloboratively the future of the R in Finance community.
R/Finance 2010 is organized by a leading group of R package authors and community contributors, and hosted by the International Center for Futures and Derivatives [ICFD] at the University of Illinois at Chicago.
- Bernhard Pfaff Author, Analysis of Integrated and Co-integrated Time Series with R
- Ralph Vince Author, Leverage Space Portfolio Model
- Marc Wildi Author, Signal Extraction. ZHAW, Zurich, Switzerland
- Achim Zeileis Author, Applied Econometrics with R. Universität Innsbruck, Austria
Eric Zivot, Robert Grossman, Brian Peterson, Dirk Eddelbuettel, Khanh Nguyen, Josh Ulrich, Brian Peterson, Eric Carl, Jeff Ryan, David Smith, Michael North, Ruud Koning, Kris Boudt, Jon Cornelissen, Tony Plate, James "JD" Long, Bryan Lewis, Mike Kane, Wei-han Liu, Stefan Theussl, Saptarshi Guha, Mark Seligman, Josh Buckner...
Registration is now open!