The twelfth annual R/Finance 2020 conference has been canceled due to the global COVID-19 pandemic.
The conference will cover topics including portfolio management, time series
analysis, advanced risk tools, high-performance computing, market microstructure,
and econometrics. All will be discussed within the context of using
R as a
primary tool for financial model development, risk management, portfolio
construction, and trading.
From its humble Midwest beginnings, word of the conference spread among trading
desks and universities, until it became the primary meeting for academics and
practitioners interested in using
R in quantitative finance. The conference
has featured presentations from prominent academics and practitioners, and we
anticipate another exciting line-up for 2020.
We 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
(approximately 20 min.), abbreviated “lightning talks”” (approximately 5-7 min.)
, and (1 hour) pre-conference tutorials. (Scheduling considerations may require
requested full talks moved to lightning). Both academic and practitioner
proposals related to
R are encouraged.
All slides will be made publicly available at conference time. Presenters are
strongly encouraged to provide working
R code to accompany the slides.
Ideally, data sets should 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 innovative research or presenters who have
released R packages.
Limited financial assistance for travel and conference admission may be available to presenters. As R/Finance is a volunteer open source effort from which organizers do not profit, resources are derived from registrations and sponsorship alone. Requests for financial assistance must be made at the time of submission, and the presenter should clearly communicate to us why assistance is being requested. We particularly welcome requests from under- represented minorities in Quantitative Finance/STEM, and anyone researching under economic hardship.
Submissions will be reviewed and accepted on a rolling basis with a final submission deadline of February 29th, 2020. Submitters will be notified via email on a rolling basis of acceptance and presentation length, so submit your
Additional details will be announced via the conference website
http://www.RinFinance.com/ as they become available. Information on previous
years’ presenters and their presentations are under the
Archive tab of the
site. We’ll make a seperate announcement when registration opens, in March.