Applied Finance with RFrom the inaugural conference in 2009, the annual R/Finance conference in Chicago has become the primary meeting for academics and practioners interested in using R in Finance. Participants from academia and industry mingle for two days to exchange ideas about current research, best practices and applications. A single-track program permits continued focus on a series of refereed submissions. A lively social program rounds out the event. We are looking forward to another exciting event in Chicago on May 19 and 20, 2017.
KeynotesFrom renowned industry practioners to key R developers to leading academics, the conference has consistently feature keynote speakers who engaged the audience -- more details at the Program tab.
WorkshopsPre-conference workshops offer an opportunity for a longer, more in-depth presentation by key presenters.
ConferenceThe conference itself consists of reviewed full-length presentations as well as a number of shorter, highly-energetic lightning talks.
|Friday, May 19th, 2017|
|Optional Pre-Conference Tutorials|
|Ross Bennett: Portfolio Simulation and Optimization with PortfolioAnalytics|
|Dirk Eddelbuettel: Rcpp: From Simple Examples to Machine Learning|
|R. Douglas Martin: Fundamental Factor Models in factorAnalytics|
|Michael Weylandt: Advanced Bayesian Time Series Analysis using Stan|
|Registration (2nd floor Inner Circle) & Continental Breakfast (3rd floor by Sponsor Tables)|
|Transition between seminars|
|Information about reception and dinner|
|(Optional) Transfer to Conference Dinner|
|(Optional) Conference Dinner (Penthouse Ballroom and Terrace at the Wyndham Grand Chicago Riverfront)|
|Saturday, May 20th, 2017|
|Transition to Jak's|
|Post-conference Drinks at Jak's Tap|
Call For PapersThe ninth annual R/Finance conference for applied finance using R will be held on May 19 and 20, 2017 in Chicago, IL, USA at the University of Illinois at Chicago. 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 as a primary tool for financial risk management, portfolio construction, and trading. Over the past eight years, R/Finance has included attendees from around the world. It has featured presentations from prominent academics and practitioners, and we anticipate another exciting line-up for 2017. We invite you to submit complete papers in pdf format for consideration. We will also consider one-page abstracts (in txt or pdf format) although more complete papers are preferred. We welcome submissions for both full talks and abbreviated lightning talks. Both academic and practitioner proposals related to R are encouraged. All slides will be made publicly available at conference time. Presenters are strongly encouraged to provide working R code to accompany the slides. 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. Financial assistance for travel and accommodation may be available to presenters, however requests must be made at the time of submission. Assistance will be granted at the discretion of the conference committee. Please submit proposals online. Submissions will be reviewed and accepted on a rolling basis with a final deadline of February 28, 2017. Submitters will be notified via email by March 31, 2017 of acceptance, presentation length, and financial assistance (if requested). Chicago bean image under cc by-nc-sa 2.0: Credits
Platinum SponsorsOur Platinum Sponsors support key infrastructure of the conference. We are indebted to the UIC Liautaud MSF for ongoing support starting with the inaugural 2009 conference, and to Microsoft for video support.
Gold SponsorsGold Sponsors have helped to make the conference what it is today. Please see these links for more information from our sponsors: Interactive Brokers, RStudio, and William Blair.
Registration DetailsThe main conference registration fees are listed below. The registration fee includes access to Friday and Saturday sessions, as well as lunch on Friday and Saturday. Optional pre-conference seminars, held early on Friday, are available for a separate fee.
Conference registration will increase by 50% at the end of early registration on May 8, 2017.
Several one-hour seminars are offered on Friday morning from 08:00 to 09:00am. The cost is $75, and the seminars are offered in parallel so only one can be selected per participant.
- Dirk Eddelbuettel: Rcpp: From Simple Examples to Machine Learning
- Michael Weylandt: Advanced Bayesian Time Series Analysis using Stan
- Ross Bennett: Portfolio Simulation and Optimization with PortfolioAnalytics
- Doug Martin: Fundamental Factor Models in factorAnalytics
The conference is limited to 300 attendees. Seminars are limited to approximately 40 to 60 participants. In previous years, the majority of seminars sold out early! Space for the conference dinner is also limited and expected to sell out early. Chicago bean image under cc-by 2.0: Credits