It is a pleasure for us to bring to your attention the 9th Rmetrics Workshop in Zurich 25-27 June 2015. We would very appreciate it to welcome you in Zurich
For the organization committee Diethelm Wuertz, ETH Zurich and Rmetrics Association www.rmetrics.org <http://www.rmetrics.org/> 9th Rmetrics Summer Workshop 2015 Zurich, 25 June – 27 June 2015 www.rmetrics.org <http://www.rmetrics.org/> De-Risking Financial Instruments: Mastering Vulnerabilities, Structural Instabilities, and Stress Sensitivity The workshop consists of an open master class with summer school-like academic tutorial sessions and a seminar workshop presenting and discussing new concepts for de-risking financial investments in practice. _______________________________________________________________________________________ Open Master Class Tutorials: ETH Zurich, Main Building, Lecture Hall, 25 June 2015 Thursday Morning 9:00-12:30 Tomas Sauer, University of Passau, Germany: Spectral Wavelet Analysis Rosangela Loschi, Univ. Belo Horizonte Brazil: Bayesian Change Point Analysis Thursday Afternoon 14:00-17:30 Bernhard Pfaff, Invesco Frankfurt, Germany: Portfolio Diversification Strategies Maximilian Wimmer, University of Regensburg, Germany: Goal Programming _______________________________________________________________________________________ Villa Hatt Seminar: De-Risking Approaches for Financial Investments ETH Zurich Villa Hatt, 26-27 June 2015 Selected Topics and Guest Speakers (among others): * Goekhan Kula, Myra Capital Austria, Asset Exchange Indices with Margrabe Options * Jan Witte, Record Manangement Windsor UK, FX Hedging Strategies * N.N.: Parity Indexing and Smart Beta 2.0 * Diethelm Wuertz, ETH Zurich CH, Stability Concepts and Investment Strategies Participation: The master class is free and limited to 100 participants, the seminar is limited to 30 participants. Early registration is highly recommended. Call for Presentations: There is time left for a few presentations of innovations on exciting applications. We invite you for submissions (they are considered on a rolling admission basis, there is no definite deadline.) Please send your submission to: submissi...@rmetrics.org <mailto:submissi...@rmetrics.org>. Organization: Swiss Federal Institute of Technology Zurich and Rmetrics Association Zurich. Conference Chair: Professor Diethelm Wuertz ETH Zurich Conference Office: Tobias Setz, ETH Zurich, and Viktoria Forgacs, Rmetrics Association. Further information: Please contact: i...@rmetrics.org <mailto:i...@rmetrics.org> www.rmetrics.org/zurich2015 <http://www.rmetrics.org/zurich2015> We would highly appreciate it to welcome you to the 9th Rmetrics Seminar for the Organisation Committee Diethelm Wuertz, ETH Zurich and Rmetrics Association [[alternative HTML version deleted]] _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.