R/Finance 2012: Applied Finance with R
May 11 & 12, Chicago, IL, USA

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R/Finance 2013 will take place May 17 and 18, 2013! Details to follow.
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The fourth 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 May 11 and Saturday May 12, 2012. 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.

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.

The submission deadline was January 31, 2012.

The draft agenda is now available, as is information about registration.


The 2012 conference will build upon the success of the three previous events. We expect invited keynote lectures by:

  • Blair Hull,
  • Paul Gilbert,
  • Rob McCulloch and
  • Simon Urbanek.
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 a number of excellent presentations. The 2010 conference followed up with keynotes by Bernhard Pfaff, Ralph Vince, Marc Wildi, and Achim Zeileis. Last year's conference featured keynotes by Meb Faber, Stefano Iacus, John Bollinger and Louis Kates.

Complete programs of the previous conferences, along with downloadable presentation slides, are available via the links above and below.

The R/Finance 2012 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. Limited sponsorship opportunities are available.