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Applied finance conference draws top experts

Logo for R open-source softwareApplied finance using R, the open-source software system for statistical computation and graphics, will be examined by some of the world’s top scholars during a  May 17-18 conference at the University of Illinois at Chicago.

The conference, “R/Finance 2013: Applied Finance with R,” will be at Student Center East, 750 S. Halsted St. The weekend event will feature presentations from prominent academics and practitioners covering portfolio management, time series analysis, risk management, high-performance computing and financial econometrics.

These topics will be discussed in the context of using R as a primary tool for financial risk management, analysis and trading.
The two-day conference is hosted by the UIC International Center for Futures and Derivatives, a global source for collaboration and research on these financial markets. Four previous meetings at UIC have attracted attendees from as far as South Africa.

Speakers will include Sanjiv Das of Santa Clara University, author of “Derivatives, Principles and Practice”; Attilio Meucci, chief risk officer at Kepos Capital and author of “Risk and Asset Allocation”; Ryan Sheftel, managing director of electronic market-making at Credit Suisse; and Ruey Tsay of the University of Chicago, author of “An Introduction to Analysis of Financial Data with R.”

The conference is organized by a local group of R package authors as well as UIC faculty. Registration is required and is limited to 300 attendees. Cost is $300 for industry practitioners, $200 for academics, and $100 for students.

A registration form can be completed online.

For more information, email gib@uic.edu or daler@uic.edu.

UIC ranks among the nation’s leading research universities and is Chicago’s largest university with 27,500 students, 12,000 faculty and staff, 15 colleges and the state’s major public medical center. A hallmark of the campus is the Great Cities Commitment, through which UIC faculty, students and staff engage with community, corporate, foundation and government partners to improve the quality of life in metropolitan areas around the world.

More information about UIC.

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