The twelfth annual R/Finance conference for applied finance using R will be held on June 5 and 6, 2020 in Chicago, IL, USA at the University of Illinois at Chicago. 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 6 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.
Please submit proposals online here.
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 1, 2020. Submitters will be notified via email starting February 15, 2020 of acceptance and presentation length.
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 also at the conference website. We will make a separate announcement when registration opens, in late March.
For the conference committee:
Petra Bakosova, Gib Bassett, Peter Carl, Dirk Eddelbuettel, Soumya Kalra, Dan McMillen, Brian Peterson, Dale Rosenthal, Jeffrey Ryan, Justin Shea, Joshua Ulrich