R/Finance 2013: Applied Finance with R

May 17 & 18, Chicago, IL, USA

> home(2013)

The fifth annual R/Finance conference for applied finance using R, the premier free software system for statistical computation and graphics, was held in Chicago, IL, USA on Friday May 17 and Saturday May 18, 2013. The two-day conference covered portfolio management, time series analysis, advanced risk tools, high-performance computing, econometrics and more. All was be discussed within the context of using R as a primary tool for financial risk management, analysis and trading.

Over the past five years, R/Finance has included attendees from around the world. It featured presentations from prominent academics and practitioners, and we had another exciting line-up for 2013.

For next year, we will 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 full talks and abbreviated "lightning talks". Both academic and practitioner proposals related to R are encouraged.

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 (or more) $1000 prizes for best papers. A submission must be a full paper to be eligible for a best paper award. Extended abstracts, even if a full paper is provided by conference time, are not eligible for a best paper award. Financial assistance for travel and accommodation may be available to presenters at the discretion of the conference committee. Requests for assistance should be made at the time of submission.

The conference program is now available.

The 2013 conference built upon the success of the four previous events. We are excited to confirm the following list of confirmed keynote lectures for R/Finance 2013:

Sanjiv Das
Santa Clara University; Author of Derivatives: Principles and Practice;
Attilio Meucci
Chief Risk Officer at Kepos Capital, LP; Author of Risk and Asset Allocation
Ryan Sheftel
Managing Director for Electronic Market Making at Credit Suisse
Ruey Tsay
University of Chicago; Author of An Introduction to Analysis of Financial Data with R

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 contained keynotes by Bernhard Pfaff, Ralph Vince, Marc Wildi, and Achim Zeileis. This was followed in 2011 with keynotes by Meb Faber, Stefano Iacus, John Bollinger and Louis Kates. Last year's conference had keynotes from Blair Hull, Paul Gilbert, Rob McCulloch, and Simon Urbanek.

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

The R/Finance 2013 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.