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

Revolution Analytics           University of Washington
Google     lemnica     OpenGamma     OneTick     RStudio     TickData
> register(2012)

The 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:


Seminar Registration (see side bar)

Industry/Academic/Student$50 each

Conference Dinner

Industry/Academic/Student$75 each

The conference is limited to 300 attendees. Seminars are limited to approximately 40 to 60 participants.

In 2009, 2010, and 2011, all seminars sold out early!

Pre-Conference Seminars Details

There are six one-hour seminars offered on Friday morning from 08:00 to 09:00am. The cost is $50, and the seminars are offered in parallel so only one can be selected per participant.

  1. Deathstar: Seamless distributed computing for R Whit Armstrong introduces his Deathstar (as well as AWS.tools and rzmq) packages for remote execution of R jobs in the Amazon EC2 cloud.
  2. Evaluating Strategic Portfolios of Hedge Funds Peter Carl and Brian Peterson show how constructing portfolios of hedge funds presents several challenges -- and provide R modeling answers.
  3. Rcpp and RInside for R and C++ Integration Dirk Eddelbuettel gives a hands-on introduction to Rcpp and RInside, starting from simple motivating example to more advanced usage.
  4. Robust Measures in Finance Doug Martin provides a tutorial on robust statistics and robust model fitting, with a focus on financial applications.
  5. Market Scale Data: xts, xtime, mmap, indexing and more Jeff Ryan shows (using a multi-year collection of equity options data) how 'market scale' data can be managed in R.
  6. Time Series Forecasting with State Space Models Guy Yollin and Eric Zivot introduce state-space methods for financial data with a particular focus on forecasting.

When you register for the conference, you may select a seminar or none on the secure registration page. Pre-conference seminars are optional.