R help - Feb 2010 - [Reminder] R/Finance 2010: Applied Finance with R

[ Registration for R/Finance 2010 is going strong: after only ten days 
     of registrations one tutorial is already at 65% of capacity, and two 
     others are approaching the 50% mark. Tutorials are capped at fourty
     participants each, the conference itself may be capped at three 
     hundred registrations.  Conference details are provided below. ]



   R/Finance 2010: Applied Finance with R
   April 16 & 17, Chicago, IL, USA
                                 
   The second annual R/Finance conference for applied finance using R, the
   premier free software system for statistical computation and graphics,
   will be held this spring in Chicago, IL, USA on Friday April 16 and
   Saturday April 17, 2010.
                                          
   The two-day conference will cover portfolio management, time series
   analysis, advanced risk tools, high-performance computing, econometrics
   and more. All will be discussed within the context of using R as a primary
   tool for financial risk management, analysis and trading.
                                          
   The 2010 conference will build upon the success of last year's event. It
   will include traditional keynotes from leading names in the R and finance
   community, presentations of contributed papers, short
"lightning-style"
   presentations as well as the chance to meet and discuss colloboratively
   the future of the R in Finance community.
                                          
   R/Finance 2010 is organized by a local group of R package authors and
   community contributors, hosted by the International Center for Futures and
   Derivatives [ICFD] at the University of Illinois at Chicago and made
   possible via sponsorship support from ICFD, REvolution Computing,
   OneMarketData and Insight Algorithmics.

   The conference will feature invited keynote lectures by:        
  
     * Bernhard Pfaff, Author, Analysis of Integrated and Co-integrated Time
       Series with R

     * Ralph Vince, Author, Leverage Space Portfolio Model

     * Marc Wildi, Author, Signal Extraction. ZHAW, Zurich, Switzerland

     * Achim Zeileis, Author, Applied Econometrics with R. Universitaet
       Innsbruck, Austria

   Plus additional talks over two days from:

      Maria Belianina, Kris Boudt, Josh Buckner, Peter Carl, Jon Cornelissen,
      Dirk Eddelbuettel, Robert Grossman, Saptarshi Guha, Mike Kane, Ruud
      Koning, Bryan Lewis, Wei-han Liu, James "JD" Long, Brian
Peterson,
      Soren MacBeth, Khanh Nguyen, Michael North, Stefan Theussl, Josh
      Ulrich, Tony Plate, Jeff Ryan, Mark Seligman, David Smith, and Eric
      Zivot.
                                    
   Also offered are four optional pre-conference tutorials:	      

      Josh Buckner & Mark Seligman 
      GPU Programming with R - An Introduction To GPU Programming with R

      Peter Carl & Brian Peterson
      Complex Portfolio Optimization with Generalized Business Objectives

      Dirk Eddelbuettel
      Rcpp / RInside - Extending and Embedding R with C++ for Fun and Profit

      Jeff Ryan 
      Trading with R - Idea to Execution in 50 Minutes with IBrokers and R

   More details and registration information can be found at the website at  

        	       http://www.RinFinance.com

   For the program committee:

        Gib Bassett, Peter Carl, Dirk Eddelbuettel, John Miller,
        Brian Peterson, Dale Rosenthal, Jeffrey Ryan


-- 
  Registration is open for the 2nd International conference R / Finance 2010
  See http://www.RinFinance.com for details, and see you in Chicago in April!