2nd Announcement ----------------------------------------------------------------------- R/Rmetrics "Computational Topics in Finance" Conference National University of Singapore, February 19/20, 2009. ----------------------------------------------------------------------- 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: submissions at 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: submissions at 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 ///