JSM 2017 Online Program

Legend:
CC = Baltimore Convention Center, H = Hilton Baltimore
* = applied session ! = JSM meeting theme

Keyword Search Criteria: financial data returned 3 record(s)

Sunday, 07/30/2017

Stochastic Tail Index Model for High Frequency Financial Data with Bayesian Analysis
Zhengjun Zhang, University of Wisconsin; Guangyu Mao, Beijing Jiaotong University
4:25 PM

Thursday, 08/03/2017

Efficient Portfolio Allocation with Sparse Volatility Estimation for High-Frequency Financial Data
Jian Zou, Worcester Polytechnic Institute
8:55 AM

Trends and Volatility of Stock Prices Following Occurrence of Specific Technical Patterns
James Shine, US Army (retired); James Gentle, George Mason University; Charles Perry, USDA retired
11:35 AM