R / Finance 2011 presentations

(This article was first published on Thinking inside the box , and kindly contributed to R-bloggers)

I just sent the text below to the
r-sig-finance list:

The organizing committee for the R/Finance 2011 conference is pleased to
announce the availability of presentation slides from the 3rd annual
R/Finance conference. This year’s two-day conference once again attracted
over 200 participants from across the globe. Academics, students and industry
professionals enjoyed almost 30 talks covering trading, optimization, risk
management and more — all using R!

The majority of these presentations are now available for download at:


This year we began offering prizes for the best paper submissions. The 2011
recipients are Robert Gramacy (University of Chicago) and David Matteson
(Cornell University) who each won USD 1000. Also new was a graduate student
travel award: Mikko Niemenmaa (Aalto University) and Clément Dunand-Châtellet
(École Polytechnique) each received USD 500.

With this, the organizing committee would like to thank our lead conference
sponsors, the International Center for Futures and Derivatives at UIC and
Revolution Analytics, as well as our conference sponsors OneMarketData,
RStudio and Lemnica for their continued support.

The organising committee would also like to thank all of the presenters and
participants for making R/Finance 2011 so successful. We look forward to
seeing you in 2012, with the prospective dates of May 17 – 19 to be

For the organizing committee,

Gib Bassett, Peter Carl, Dirk Eddelbuettel, Brian Peterson,
Dale Rosenthal, Jeffrey Ryan, Joshua Ulrich


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