Rmetrics financial engineering workshop

April 24, 2012
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(This article was first published on Revolutions, and kindly contributed to R-bloggers)

For those looking for an in-depth workshop on financial engineering with R, look no further than the R/Rmetrics Workshop and Summer School held annually in beautiful Meielisalp, Switzerland. This is an intimate workshop limited to around 50 participants, and features tutorials from leading practitioners in finance with R. This year's workshop takes plase June 24-28. You can find the announcement from the Rmetrics Foundation below, and you can register for the workshop here:

Rmetrics Foundation: Registration: Meielisalp 2012

Computational Finance and Financial Engineering
6th R/Rmetrics Meielisalp Workshop and Summer School
Meielisalp, Lake Thune Switzerland, 24 June - 28 June 2012

                *** R/Rmetrics 2012  -  Don't miss it !  ***

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 multivariate data analysis, robust statistics, actuarial science and portfolio optimization. Some of the tutorials incorporate practical exercises

Key Note Speaker - After Dinner Speech:

   Bill Alpert, Barron’s - The Dow Jones Business and Financial Weekly, New York, USA
   Catching Wall Street Bad Guys with R

Tutorial Topics:

  • Professor Kurt Varmuza, Technical University of Vienna, Austria: Multivariate Data Analysis
  • Professor Andreas Ruckstuhl, ZHAW Zurich, and Dr. Martin Maechler, ETH Zurich and R Core Team, Switzerland: Robust Data Analysis and Statistics
  • Professor Arthur Charpentier, University of Montreal Canada, and University of Rennes, France: Actuarial Science with R
  • Professor Thierry Roncalli, University of Evry and Lyxor Asset Management, France: From Portfolio Optimization to Risk Parity
  • Professor Manfred Gilli, University of Geneva and Swiss Banking Institute, Switzerland: Heuristic Optimization in Finance

The afternoon sessions are dedicated to about 25 invited and contributed talks and presentations reflecting the wide range of fields 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.

Call for Papers - Topics:

We invite the submission of abstracts presenting innovations or exciting applications covering the whole spectrum of computational topics in finance, insurance and related fields. To submit an abstract, email your pdf file to submissions [at] rmetrics.org. Please keep abstracts to one page. The abstracts will become available in an online abstract booklet. Submission will be considered on a rolling admission basis.

Participation:
The workshop is limited to about 50 participants, therefore early registration is highly recommended.

Scholarship for Students:
A limited number of scholarships are available for full-time Bachelor and Master students that include a reduction on the accommodation fees (total accommodation fees would be 100.00 CHF). Please send a letter of motivation and a recommendation letter from your supervisor to submissions [at]rmetrics.org. Note that only complete applications send from an email address affiliated to an university will be accepted.

Date:
The registration desk will be open on Sunday June 24, from 4:00 to 6:00 pm.
The event ends on Thursday June 28, after lunch about 2:00 pm.

Organization:
Organizier: Swiss Federal Institute of Technology, Zurich
Co-organizier: Rmetrics Association Zurich
Conference Chair: Diethelm Wuertz, Swiss Federal Institute of Technology, Zurich
Conference Office: Yohan Chalabi and Tobias Setz, Swiss Federal Institute of Technology, Zurich

Visit:
http://www.rmetrics.org/meielisalp2012
http://www.rmetrics.org/meielisalp2012-registration

We would very appreciate it to welcome you at the Meielisalp

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