| 08:00 - 09:00 | Optional Pre-Conference Tutorials |
| Ross Bennett: Complex Portfolio Optimization with PortfolioAnalytics (pdf) |
| Yi-An Chen: Estimating Factor Models and Managing Risk with FactorAnalytics (pdf) |
| Matt Dowle: Introduction to data.table (pdf) |
| Dirk Eddelbuettel: An Example-Driven Hands-on Introduction to Rcpp (pdf) |
| 09:00 - 09:30 | Registration (2nd floor Inner Circle) & Continental Breakfast (3rd floor by Sponsor Tables) |
| Transition between seminars |
| 09:30 - 09:35 | Kickoff |
| 09:35 - 09:40 | Sponsor Introduction |
| 09:40 - 10:30 | Luke Tierney: Some Performance Improvements for the R Engine (pdf) |
| 10:30 - 11:00 | Karl Polen: Private Equity Performance Analytics Implemented in R (pdf) |
| Mark Bennett: Data Mining with Markowitz Portfolio Optimization in Higher Dimensions (pdf) |
| John Burkett: Portfolio Optimization: Utility, Computaton, Equities Applications (pdf) |
| Yang Lu: Re-Evaluation of the Low-Risk Anomaly in Finance via Matching (pdf) |
| Maria Belianina: Multi-Factor Models and Analytics with R, OneTick, and OneQuantData (pdf) |
| 11:00 - 11:30 | Break |
| 11:30 - 11:50 | Avery Moon: Tax Efficient Portfolios (pdf) |
| 11:50 - 12:10 | Steven Pav: Portfolio Inference with this One Weird Trick (pdf) |
| 12:10 - 12:30 | Tobias Setz: BCP Stability Analytics: New Directions in Tactical Asset Management (pdf) |
| 12:30 - 13:40 | Lunch |
| 13:40 - 14:10 | Paul Teetor: Bootstrapping Seasonal Spreads (pdf) |
| Matthew Clegg: On the Persistence of Cointegration in Pairs Trading (pdf) |
| Kent Hoxsey: Exploring Trading System Expectation (pdf) |
| Doug Martin: Tests for Robust versus Least Squares Factor Model Fits (pptx) |
| Bernhard Pfaff: The R package cccp: Solving Cone Constrained Convex Programs (pdf) |
| 14:10 - 14:30 | Matthew Barry: Package pbo: Probability of Backtest Overfitting (pdf) |
| 14:30 - 15:20 | Alexios Ghalanos: Twinkle, twinkle little STAR: Smooth Transition AR Models in R (pdf) |
| 15:20 - 15:45 | Break |
| 15:45 - 15:51 | Michael Kapler: Average Correlation and Adaptive Shrinkage Estimators (pdf) |
| 15:51 - 16:11 | Steven Greiner: Stress Testing your way to Better Portfolio Management (pptx) |
| 16:11 - 16:31 | Kris Boudt: Asset Allocation with Higher Order Moments and Factor Models (pdf) |
| 16:31 - 16:51 | Marcello Colasante: Quantitative Portfolios, Trading Strategies via Factor Entropy Pooling (pptx) |
| 16:51 - 17:00 | Information about reception and dinner |
| 17:00 - 19:00 | Conference Reception |
| 19:00 - | Optional Conference Dinner (The Terrace at The Trump) |
| 08:00 - 09:00 | Coffee/ Breakfast |
| 09:00 - 09:05 | Kickoff |
| 09:05 - 09:29 | Chirag Anand: eventstudies: An R Package for Conducting Event Studies (pdf) |
| Vyacheslav Arbuzov: Microstructure of Fin. Markets. HFT, Regulation and Structural Changes (pdf) |
| Heidi Chen: An R Package on Credit Default Swaps (pdf) |
| James Thewissen: Sentiment Dynamics and Information Content within CEO Letters (pdf) |
| 09:29 - 09:49 | Casey King:
Anti-Money Laundering and Suspicious Activity Reporting: A New Hope (pptx) |
| 09:49 - 10:09 | Bryan Lewis: New Ideas for Large Network Analysis, Implemented in R (pdf) |
| 10:09 - 10:29 | David Matteson: Identifying Recessions in Real-Time Using Time-Freq. Functional Models (pdf) |
| 10:29 - 10:54 | Break |
| 10:54 - 11:14 | Stephen Rush: Twenty Years of VPIN (pdf) |
| 11:14 - 12:04 | Bob McDonald: Using R in a Business School (pdf) |
| 12:04 - 12:22 | Krishna Kumar: A Greeks Tour with R in Greektown |
| Karl-Kuno Kunze: Package 'Intermediate and Long Memory Time Series' (ILMTS) (pdf) |
| Eric Zivot: Modeling Financial Time Series with R (pdf) |
| 12:22 - 13:42 | Lunch |
| 13:42 - 14:02 | Rohini Grover: The Imprecision of Volatility Indexes (pdf) |
| 14:02 - 14:22 | Gregor Kastner: stochvol: Dealing with Stochastic Volatility in Time Series (pdf) |
| 14:22 - 14:52 | Break |
| 14:52 - 15:42 | Bill Cleveland: Divide and Recombine for the Analysis of Large Complex Data with R (pdf) |
| 15:42 - 16:02 | Matthew Dixon: gpusvcalibration: Fast Stochastic Volatility Model Calibration using GPUs (pdf) |
| 16:02 - 16:22 | Michael Kane: Distributed Data Structures in R for General, Large-scale Computing |
| 16:22 - 16:34 | Kjell Konis: The FlexBayes Package (pdf) |
| Dirk Eddelbuettel: Building Simple Redis Data Caches (pdf) |
| 16:34 - 16:49 | Prizes and Feedback |
| 16:49 - 17:00 | Conclusion |
| 17:00 - | Post-conference Drinks at Jak's Tap |
