JSM 2011 Online Program

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Keyword Search

Keyword Search Criteria: finance returned 11 record(s)
Sunday, 07/31/2011
Maximum Penalized Quasi-Likelihood Estimation of the Diffusion Function
Jeff Hamrick, Rhodes College; Kostas Kardaras, Boston University; Murad S. Taqqu, Boston University; Yifei Huang, Boston University
2:05 PM

Standard Errors: Statistical Consequences of Health Care Provider Insurance Risk Assumption
Thomas Cox, Consultant
2:50 PM

Monday, 08/01/2011
Financial Networks with the Graphical-2-Lasso
Alan Burton Lenarcic, The University of North Carolina at Chapel Hill
11:20 AM

The Mali Road Project: A Case Study in Paired Sampling
Betty J. Jackson, U.S. Census Bureau; Randall J. Parmer, U.S. Census Bureau; Saskia R. Devries, U.S. Census Bureau
2:05 PM

Integrating Quantitative and Financial Literacy
Joseph Ganem, Loyola University Maryland
2:25 PM

Tuesday, 08/02/2011
The Effect of the Business Cycle on the Performance of Socially Responsible Equity Mutual Funds
Andrea Roofe, Florida International University


R, Finance, and Statistical Computing



Assessing the Finance Company Universe: Nonresponse Follow-up-Challenges and Solutions
Lisa Chen, Federal Reserve Board


Wednesday, 08/03/2011
A Bayesian Adaptive Singular Control Problem with Discretionary Stopping Arising from Finance
Stephane Villeneuve, Université de Toulouse 1 Capitole
11:20 AM

Between Data Cleaning and Inference: Pre-Averaging and Robust Estimators of the Efficient Price
Per Mykland, The University of Chicago; Lan Zhang, University of Illinois at Chicago
2:35 PM

Dynamic Clustering Methods for Analyzing Complex Systems
Shawn Mankad, University of Michigan; George Michailidis, University of Michigan; Andrei Kirilenko, Commodity Futures Trading Commission
3:05 PM




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