2nd Announcement
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R/Rmetrics "Computational Topics in Finance" Conference
National University of Singapore, February 19/20, 2009.
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www.rmetrics.org
Sponsored by: ETH Zurich, Finance Online Zurich, REvolution Computing
New Haven, RMI National University of Singapore.
The Rmetrics Organization from the Swiss Federal Institute of Technology
(ETHZ) and the National University of Singapore invite you to the first
R Conference in Asia.
R was definitely the shooting star in the financial software world 2009.
Even the New York Times recently reported about R in an enthusiastic
article. One can say that R has established itself as the open source
"rapid model prototyping system" for financial applications in business,
research and education.
The conference will cover the topics: Econometric Modeling, Financial
Time Series Analysis, Volatility Forecasting, Trading and Decision
Making Systems, Portfolio Selection and Optimization, Financial
Stability Analysis, Stress Testing, Performance Analysis, Benchmarking,
Risk Analysis and Measurement, Valuation of Financial Derivatives,
Extreme Value Theory and Copulae, FX High Frequency Data Analysis, Time
& Sales Data, Monte Carlo Simulation and Pricing, Robust Statistics in
Finance, Using R/Rmetrics in Finance and Insurance.
Keynote Speakers of the conference include:
Karim Chine, Cloud Era Ltd Cambridge UK
Sun Defeng, National University of Singapore
Juri Hinz, National University of Singapore
Stefano Iacus, University of Milano
Marc Paolella, Swiss Banking Institute Zurich
Vikram Kuriyan, K3 Advisors New York
David Scott, University of Auckland
Pradap Sondhi, GF Management Hongkong
Diethelm Wuertz, ETH Zurich
Eric Zivot, University of Washington
...
We have a limited number of slots for contributed presentations; if you
are interested in giving a presentation, please contact the organizers:
submissi...@rmetrics.org. Submission will be considered on a rolling
admission basis.
The conference is recommended to fund and/or risk managers from banks
andinsurance firms, to researchers from industry and academia, and to
decision makers. Come, discuss, and get new ideas for your own business
and research. The topics will be by no means confined to applications
from R/Rmetrics or related rapid model prototyping systems, the
conference is also open to theoretical concepts and ideas, behind the
applications and software solutions.
Preceding the conference, the Rmetrics team is giving a two-day "Basic R
for Finance" course. For more information, see:
www.rmetrics.org/basicRsingapore. There is a limited number of free
scholarships for students, for more information please contact the
organizers: submissi...@rmetrics.org.
We wish you a happy new year and we are looking forward to meet you in
February at RMI/NUS in Singapore.
For the organizing committee
Diethelm Wuertz ETH Zurich, Juri Hinz NUS Singapore,
Mahendra Mehta NTS Mumbai, David Scott University of Auckland
www.rmetrics.org
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