The eighth annual R/Finance conference for applied finance using R, the premier free software system for statistical computation and graphics, will be held on May 20 and 21, 2016 in Chicago, IL, USA at the University of Illinois at Chicago. The two-day conference will cover topics including portfolio management, time series analysis, advanced risk tools, high-performance computing, market microstructure, and econometrics. All will be discussed within the context of using R as a primary tool for financial risk management, portfolio construction, and trading. Over the past seven years, R/Finance has included attendees from around the world. It featured presentations from prominent academics and practitioners, and we expect another exciting line-up for 2016.
For 2016, we once again invite you to submit complete papers in pdf format for consideration. We will also consider one-page abstracts (in txt or pdf format) although more complete papers are preferred. We welcome submissions for both full talks and abbreviated "lightning talks". Both academic and practitioner proposals related to R are encouraged. Presenters are strongly encouraged to provide working R code to accompany the presentation/paper. Data sets should also be made public for the purposes of reproducibility (though we realize this may be limited due to contracts with data vendors). Preference may be given to presenters who have released R packages.
The conference will award two (or more) $1000 prizes for best papers. A submission must be a full paper to be eligible for a best paper award. Extended abstracts, even if a full paper is provided by conference time, are not eligible for a best paper award. Financial assistance for travel and accommodation may be available to presenters at the discretion of the conference committee. Requests for assistance should be made at the time of submission.
See here for Call For Papers details. The submission deadline is January 29, 2016. Submitters will be notified of acceptance, whether a presentation will be a long presentation or a lightning talk, and decisions on any requested funding will be made via email by February 29, 2016.
We are very excited about the keynote speakers for 2016:
The inaugural 2009 conference featured keynotes by Patrick Burns, Robert Grossman, David Kane, Roger Koenker, David Ruppert, Diethelm Wuertz, and Eric Zivot, as well as a number of excellent presentations.
The 2010 conference contained keynotes by Bernhard Pfaff, Ralph Vince, Marc Wildi, and Achim Zeileis. This was followed in 2011 with keynotes by Meb Faber, Stefano Iacus, John Bollinger and Louis Kates.
The 2012 conference had keynotes from Blair Hull, Paul Gilbert, Rob McCulloch, and Simon Urbanek. The 2013 conference featured keynotes by Sanjiv Das, Attilio Meucci, Ryan Sheftel, and Ruey Tsay.
In 2014, keynotes were presented by Bill Cleveland, Alexios Ghalanos, Bob McDonald, and Luke Tierney. This was followed in 2015 by Emanuel Derman, Louis Marascio, and Alexander McNeil.
Complete programs of the previous conferences, along with downloadable presentation slides, are available via the links above.
The R/Finance 2016 conference is again organized by a local group of R package authors and academics, and hosted by the International Center for Futures and Derivatives [ICFD] at the University of Illinois at Chicago.
Sponsorship opportunities are available.