Call For Papers
R/Finance 2013: Applied Finance with R

May 17 & 18, Chicago, IL, USA

The fifth annual R/Finance conference for applied finance using R will be held on May 17 and 18, 2013 in Chicago, IL, USA at the University of Illinois at Chicago. The 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.

PRESENTERS: Over the past four years, R/Finance has included attendees from around the world. It featured presentations from prominent academics and practitioners. We are happy to announce the following keynote presentations for R/Finance 2013:
- Sanjiv Das, Professor of Finance and Chair of Finance Dept, Santa Clara University's Leavey School of Business; Author of Derivatives: Principles and Practice;
- Attilio Meucci, Chief Risk Officer at Kepos Capital, LP; Author of Risk and Asset Allocation;
- Ryan Sheftel, Managing Director for Electronic Market Making at Credit Suisse; and,
- Ruey Tsay, Professor of Econometrics and Statistics, University of Chicago Booth School of Business; Author of An Introduction to Analysis of Financial Data with R.

PAPER SUBMISSIONS: We 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 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.

BEST PAPER AWARDS: 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.

SUBMISSION PROCEDURE: Please send submissions to committee at http://RinFinance.com. The submission deadline is February 15, 2013. Submitters will be notified of acceptance via email by February 28, 2013. Notification of whether a presentation will be a long presentation or a lightning talk will also be made at that time.

FURTHER INFORMATION: Information on previous year's presenters and their presentations as well as additional details are available at http://www.rinfinance.com

FOR THE PROGRAM COMMITTEE:
Gib Bassett, Peter Carl, Dirk Eddelbuettel, Brian Peterson, Dale Rosenthal, Jeffrey Ryan, Joshua Ulrich