1st Announcement
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
best wishes and kind regards
Diethelm Wuertz
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