The second annual R/Finance conference for applied finance using R, the premier free software system for statistical computation and graphics, will be held this spring in Chicago, IL, USA on Friday April 16 and Saturday April 17, 2010.
The two-day conference will cover portfolio management, time series analysis, advanced risk tools, high-performance computing, econometrics and more. All will be discussed within the context of using R as a primary tool for financial risk management, analysis and trading.
The 2010 conference will build upon the success of last year's event. It will include traditional keynotes from leading names in the R and finance community, presentations of contributed papers, short "lightning-style" presentations as well as the chance to meet and discuss colloboratively the future of the R in Finance community.
R/Finance 2010 is organized by a local group of R package authors and community contributors, and hosted by the International Center for Futures and Derivatives [ICFD] at the University of Illinois at Chicago and made possible via sponsorship support from ICFD, REvolution Computing, OneMarketData and Insight Algorithmics.
- Bernhard Pfaff Author, Analysis of Integrated and Co-integrated Time Series with R
- Ralph Vince Author, Leverage Space Portfolio Model
- Marc Wildi Author, Signal Extraction. ZHAW, Zurich, Switzerland
- Achim Zeileis Author, Applied Econometrics with R. Universitaet Innsbruck, Austria
Maria Belianina, Kris Boudt, Josh Buckner, Peter Carl, Jon Cornelissen, Dirk Eddelbuettel, Robert Grossman, Saptarshi Guha, Mike Kane, Ruud Koning, Bryan Lewis, Wei-han Liu, James "JD" Long, Brian Peterson, Soren MacBeth, Khanh Nguyen, Michael North, Stefan Theussl, Josh Ulrich, Tony Plate, Jeff Ryan, Mark Seligman, David Smith, and Eric Zivot.
Also offered are four pre-conference tutorials by
Josh Buckner, Peter Carl, Dirk Eddelbuettel, Brian Peterson, Jeff
Ryan, and Mark Seligman.
Most presentations are now available on the agenda page.