Financial Time Series Analysis: High-Dimensionality, Non-stationarity and the Financial Crisis
Month: June 2012
Date: June 1--22
Name: Financial Time Series Analysis: High-Dimensionality, Non-stationarity and the Financial Crisis
Location: Institute for Mathematical Sciences, National University of Singapore, Singapore.
Description
The program will invite world-leading experts in the areas of stationary and non-stationary modelling of low- and high-dimensional financial time series, and encourage them to use data covering the period of the recent financial crisis to discuss the impact of the crisis on their proposed models, methods and theories. Activities include 1. Workshop: June 4-7, 2012; 2. Public Lectures and Graduate Student Poster Presentation: June 11-15, 2012; 3. Public lectures by 4 speakers and poster presentations by graduate students; 4. Workshop: June 19-22, 2012.
Information
http://www2.ims.nus.edu.sg/Programs/012hidim/index.php