R/Finance 2011: Applied Finance with R
April 29 & 30, Chicago, IL, USA

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The 2011 presentations are now online.

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The third annual R/Finance conference for applied finance using R, the premier free software system for statistical computation and graphics, will be held this spring in Chicago, IL, USA on Friday April 29 and Saturday April 30, 2011. The two-day conference will cover portfolio management, time series analysis, advanced risk tools, high-performance computing, econometrics and more. All will be discussed within the context of using R as a primary tool for financial risk management, analysis and trading. Registration is now open.

Complete papers or one-page abstracts (in txt or pdf format) are invited to be submitted 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 pre-conference (longer) 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.

The conference will award two USD 1000 prizes for best paper: one for best practitioner-oriented paper and one for best academic-oriented paper. Further, to defray costs for graduate students, two travel and expense grants of up to USD 500 each will be awarded to graduate students whose papers are accepted. To be eligible, a submission must be a full paper; extended abstracts are not eligible.

Please send submissions to: committee "at" RinFinance.com. The submission deadline is February 15th, 2011. Early submissions may receive early acceptance and scheduling. The graduate student grant winners will be notified by February 28rd, 2011.

Submissions will be evaluated and submitters notified via email on a rolling basis. Determination of whether a presentation will be a long presentation or a lightning talk will be made once the full list of presenters is known.


The 2011 conference will build upon the success of the two previous events. It will feature invited keynote lectures by:

  • John Bollinger
  • Mebane Faber
  • Stefano Iacus
  • Louis Kates
plus presentations of contributed papers, short "lightning-style" presentations, and optional pre-conference tutorials. It also presents a unique opportunity to meet fellow R users and developers, and a thus provides a chance to discuss the future of R in Finance.

The inaugural 2009 conference featured keynotes by Patrick Burns, Robert Grossman, David Kane, Roger Koenker, David Ruppert, Diethelm Wuertz, and Eric Zivot as well as presentations by Yohan Chalabi, Hedibert Lopes, Krishna Kumar, Christoph Leitner, Wei-han Liu, Bryan Lewis, David Matteson, Klaus Rheinberger, Brian Rowe, Guy Yollin, and Joon-Hui Yoon.

Last year's conference followed up with keynotes by Bernhard Pfaff, Ralph Vince, Marc Wildi, and Achim Zeileis complemented by presentations from Maria Belianina, Kris Boudt, Josh Buckner, Peter Carl, Jon Cornelissen, Dirk Eddelbuettel, Robert Grossman, Saptarshi Guha, Mike Kane, Ruud Koning, Bryan Lewis, Wei-han Liu, James "JD" Long, Brian Peterson, Soren MacBeth, Khanh Nguyen, Michael North, Stefan Theussl, Josh Ulrich, Tony Plate, Jeff Ryan, Mark Seligman, David Smith, and Eric Zivot.

The R/Finance 2011 conference is again organized by a local 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. Sponsorship opportunities are available.