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Meielisalp Workshop 2009


  • Workshop 2009
    The workshop will take place from June 28th -July 2nd, 2009 at Meielisalp, Lake Thune, Switzerland. It will be organized by the "Rmetrics Association for Financial Computing" and co-organized by the Swiss Federal Institute of Technology in Zurich, by the University of Economics and Business Administration in Vienna, and by the University of Auckland.


  • The Workshop Focuses on ...
    - using R and Rmetrics as the premier open source solution for financial market analysis, valuation of financial instruments, and insurance tasks
    - providing a platform for R users to discuss and exchange ideas on how R and Rmetrics can be used to do computations, data analysis, and visualization in finance and insurance
    - giving an overview of the new features of the rapidly evolving R in Finance project and discussing future developments.

  • The Program Consists of ...
    - presentations of new R/Rmetrics directions and developments through keynote lectures
    - user-contributed presentations reflecting the wide range of fields in which R and Rmetrics are used in finance and insurance to analyze and model data
    - bringing together developers, practitioners, and users from finance and insurance providing a platform for common discussions and exchange of ideas

  • The Call for Papers Invites...
    all R/Rmetrics users and developers to submit abstracts presenting innovations or exciting applications of R and Rmetrics on topics such as:
    - Econometrics, Finance and Insurance
    - Portfolio Selection and Optimization
    - Valuation of Financial Derivatives
    - Extreme Value Theory and Copulae
    - FX High Frequency and Time&Sales Data
    - Robust Statistics






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on a "first come first serve" basis starts in January 2009. Please note that the workshop is limited to 50 participants including the speakers


Submission of Abstracts ...
by end of May 2009

Organization ...
Diethelm Würtz, Swiss Federal Institute of Technology, Zurich; David Scott, University of Auckland, Auckland.

Local Organization ...
Yohan Chalabi, ETH Zurich, chalabi@phys.ethz.ch
Diethelm Würtz, ETH Zurich, wuertz@phys.ethz.ch

Download ...
Short Announcement
Poster
First Announcement