R/Rmetrics Singapore Conference 2010 - Computational Topics in Finance

Singapore, February 19/20, 2010

Sponsored by:

International conference on computational topics in finance. The conference will bring together developers, practitioners, and users from academia, finance and insurance providing a platform for common discussions and exchange of ideas. Speakers include

    Kam Fong Chan, United Overseas Bank Singapore
    Karim Chine, Cloud Era Cambridge UK
    Sun Defeng, National University of Singapore
    Juri Hinz, National University of Singapore
    Stefano Iacus, University of Milano
    Vikram Kuriyan, K3 Advisors New York
    Bernard Lee, Singapore Management University
    Marc Paolella, Swiss Banking Institute Zurich
    David Scott, University of Auckland
    Anmol Sethy, Citigroup Singapore
    Pratap Sondhi, GF Management Hongkong
    Diethelm Wuertz, ETH Zurich
    ... about 20 papers will be presented.


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About the Conference:

The conference will take place at the campus of the National University of Singapore. A pre-tutorial Basic R Course for Finance will take place on February 18/19.

The conference is organized and supported by the Rmetrics Association, the Institute for Theoretical Physics at ETH Zurich, and the RMI at NUS Singapore.

As for the predecessor workshops, the program will consist of

  1. keynote lectures discussing new developments and applications,
  2. user-contributed presentations.

The conference will bring together developers, practitioners, and users from academia, finance and insurance providing a platform for common discussions and exchange of ideas.


Call for Papers - Topics:

We invite to submit abstracts presenting innovations or exciting applications covering the whole spectrum of computational topics in finance:

Econometric Modelling, Financial Time Series Analysis, Volatility Forecasting, Trading and Decision Making Systems, Portfolio Selection and Optimization, Performance Analysis, Benchmarking, Risk Analysis and Measurement, Valuation of Financial Derivatives, Extreme Value Theory and Copulae, FX High Frequency, Time & Sales Data, Monte Carlo Simulation and Pricing, Robust Statistics in Finance, Financial Software, R/Rmetrics in Finance and Insurance.

To submit an abstract email your pdf file to submissions [at] rmetrics.org. Please keep abstracts to one page. The abstracts will become available in a online abstract booklet. Deadline for submission of abstracts: February 10, 2010. Submission will be considered on a rolling admission basis. 


Scholarship for Students:

A limited number of scholarships are available for full-time Bachelor and Master students which cover the registration fees. Please send a letter of motivation and a recommendation letter from your supervisor to submissions [at] rmetrics.org. Note that only applications send from an email address affiliated to a university will be accepted.


Timeline of the Conference:

The scientific program of the conference will start on Friday, February 19, and end in the afternoon on Saturday, February 20. 


Funding and Sponsors:

The Rmetrics Association Zurich, the ITP at ETH Zurich, the RMI at NUS in Singapore, and Finance Online in Zurich have generously contributed funding to make this event possible.



Institute for Theoretical Physics, ETH Zurich
Risk Management Institute, NUS Singapore
Rmetrics Association, Zurich


Conference Chairs:

Diethelm Würtz, ETH Zurich
Juri Hinz, National University of Singapore
Mahendra Mehta, NeuralTechSoft, Mumbai
David J. Scott, University of Auckland


Important Dates:

Basic R course: February 17/18, 2010
Conference dates: February 19/20, 2010
Abstract Submission ends February 10, 2010



Andrew Ellis and Yohan Chalabi, ETH Zurich


Preceding Basic R for Finance Course:

Preceding the conference, the Rmetrics team is giving a two-day Basic R course. For more information and registration, see: www.rmetrics.org/basicRsingapore