Last night, the text below went out to r-sig-finance
along with updates to the R/Finance website and
its Call for Papers page;
followed by some tweeting and
(and please do feel free to retweet and share at will…)
Call for Papers:
R/Finance 2012: Applied Finance with R
May 11 and 12, 2012
University of Illinois, Chicago, IL, USA
The fourth annual R/Finance conference for applied finance using
will be held on May 11 and 12, 2012 in Chicago, IL, USA on the campus of
the University of Illinois at Chicago.
The two-day 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 risk
management, portfolio construction, and trading.
Over the past three years, R/Finance has included attendees from around the
world and featured keynote presentations from prominent academics
and practitioners. We anticipate another exciting line-up for
2012 — including keynote presentations from Blair Hull, Paul
Gilbert, Rob McCulloch, and Simon Urbanek.
We invite you to submit complete papers or one-page abstracts (in
txt or pdf format) for consideration. Academic and practitioner
proposals related to R are encouraged. We welcome submissions for
full talks, abbreviated “lightning talks”, and for a limited
number of (longer) pre-conference seminar sessions.
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.
Travel and accommodation grants may be available for selected
presenters at the discretion of the committee. In addition, the
conference will award prizes for best papers. To be eligible for
a best paper award, a submission must be a full paper. Extended
abstracts, even if a full paper by conference time, are not
eligible for a best paper award.
Please send submissions to: committee at RinFinance.com.
The submission deadline is January 31, 2012. Submitters will be notified of
acceptance via email by February 28, 2012. Notification of whether a
presentation will be a long presentation or a lightning talk will also be
made at that time.
Additional details will be announced at this website as they become
available. Information on previous year’s presenters and
their presentations are also at the conference website
For the program committee:
Gib Bassett, Peter Carl, Dirk Eddelbuettel, Brian Peterson,
Dale Rosenthal, Jeffrey Ryan, Joshua Ulrich
So see you in Chicago in May!