The conference consists of Summer School style lectures by invited speakers and contributed talks. Time is also provided for user/developer meetings. The conference focuses on:
New developments in statistics, related to quantitative finance and high-frequency trading,
Financial engineering, and in particular new developments in portfolio construction and optimization,
Risk measurement, specifically related to the regulatory requirements (Basel II and Solvency II).
All of this will be discussed within the context of using R as a primary tool for financial risk management, portfolio construction, and trading. The conference takes place in the historic Collège des Bernardins, in the heart of the Latin Quarter in Paris.