Experts Examine the Growing Use of R in portfolio modeling and performance analysis: REvolution Computing, the leading commercial provider of software and support for the open source statistical computing language, "R," will sponsor and co-host a conference and workshop about using statistical computing with R in finance, Computational Finance with R, at Columbia University on Thursday, December 4, 2008. The conference will bring together academics and practitioners in computational finance to showcase the efficacy of statistical computing with R in many areas of investment finance. The panel of experts will also discuss the advantages of using R for modeling commodity rates, quantitative trading, volatility estimation, and portfolio performance analysis. Dr. Bryan Lewis, Director of Systems Engineering, REvolution Computing, will be among the panel of speakers including Whit Armstrong, KLS Diversified Asset Management; Anthony Brockwell, Horton Point LLC; Scott Payseur, UBS Asset Management; Peter Carl and Brian Peterson, Performance Analytics, and; Jeff Ryan, Quantmo. The panel will detail how R applications are fast becoming widely used, powerful analytic tools in quantitative finance and all areas of statistical computing. The workshop is co-organized by REvolution Computing along with Columbia University's Department of Statistics in collaboration with Columbia's Center of Applied Probability and Center for Financial Engineering, as well as Krishna Kumar, FX Structurer, Barclays Capital. Computational Finance with R is open to the public and will take place from 2:00-6:00 PM in the Rotunda at the Low Memorial Library of Columbia University in New York. Admission is free and advance registration is required. More details and registration information for the workshop on Computational Finance in R can be found at www.revolution-computing.com/events.