R / Finance 2013 Call for Papers
The text below just went out to r-sig-finance along with updates to the R/Finance website and its Call for Papers page.

Call for Papers:

R/Finance 2013: Applied Finance with R
May 17 and 18, 2013
University of Illinois, 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 is expected to 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.

Over the past four years, R/Finance has included attendees from around the world. It featured presentations from prominent academics and practitioners, and we anticipate another exciting line-up for 2013.

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.

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.

Please send submissions to: committee at 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.

Additional details will be announced at this website as they become available. Information on previous year's presenters and their presentations are also at the conference website.

For the program committee:

Gib Bassett, Peter Carl, Dirk Eddelbuettel, Brian Peterson,
Dale Rosenthal, Jeffrey Ryan, Joshua Ulrich

So see you in Chicago in May!

/computers/R | permanent link

RcppArmadillo 0.3.6.1
A first minor bug-fix update by Conrad to the 3.6 series of Armadillo arrived today as version 3.6.1, and we prepared a corresponding version 0.3.6.1 of RcppArmadillo, our wrapper for R and Armadillo. This is now on CRAN, and the changes are summarized below.

Changes in RcppArmadillo version 0.3.6.1 (2012-12-17)

• Upgraded to Armadillo release Version 3.6.1

  • faster trace()

  • fix for handling sparse matrices by dot()

  • fixes for interactions between sparse and dense matrices

• Now throws compiler error if Rcpp.h is included before RcppArmadillo.h (as the former is included automatically by the latter anyway, but template logic prefers this ordering).

/code/rcpp | permanent link