Registration open for Rmetrics Workshop on Computational Finance

May 9, 2011
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(This article was first published on Revolutions, and kindly contributed to R-bloggers)

The Rmetrics Association is once again holding its annual Workshop and Summer School on Computational Finance and Financial Engineering at Meielisalp (on Lake Thune in Switzerland) from June 26-30. Now in its fifth year, the workshop consists of Summer School-like tutorial sessions and a user/developer meeting:

Both focus on topics from "Computational Finance and Financial Engineering" and on the use of R/Rmetrics in finance, insurance and related fields. The morning sessions have tutorials covering topics from quantile regression, wavelet methods, measuring model risk, continuous-time systems, and financial time series analysis. Some of the tutorials incorporate practical exercises.

The afternoon sessions are dedicated to about 20 invited and contributed talks and presentations reflecting the wide range offields in which R and Rmetrics are used in finance and insurance to analyze and model data. The goal is to bring together students, researchers, developers, practitioners, and users from finance and insurance providing a platform for common discussions and exchange of ideas.

This is a focused event, limited to around 50 participants (so early registration is recommended). The keynote speaker will be R-core member (and prolific contributor) Brian Ripley, in addition to five leading speakers on financial topics for the tutorial sessions. Full details and registration info at the link below.

Rmetrics: 5th R/Rmetrics Meielisalp Workshop & Summer School on Computational Finance and Financial Engineering

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