JSM 2015 Preliminary Program

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Legend: Washington State Convention Center = CC, Sheraton Seattle = S, Grand Hyatt = GH and The Conference Center = TCC
* = applied session       ! = JSM meeting theme

Activity Details
141 Mon, 8/10/2015, 8:30 AM - 10:20 AM TCC-202
Methods in Financial Risk Assessment — Contributed Papers
Section on Risk Analysis
Chair(s): Leann Long, West Virginia University
8:35 AM Accounting for Estimation Risk When Pricing Under Adverse Selection — Richard Neuberg ; Lauren Hannah, Columbia University
8:50 AM A Bayesian Hierarchical Model for Unsecured Loan Loss Given Default — Katarzyna Bijak, University of Southampton
9:05 AM Measuring Total Mortgage Market Credit Risk — Douglas McManus, Freddie Mac
9:20 AM Quadratic Variation Estimation of an Irregularly Observed Semimartingale with Jumps and Noise — Yuta Koike
9:35 AM Time-Varying Mixture Models for Financial Risk Management — Shuguang Zhang, Florida State University ; Xufeng Niu, Florida State University
9:50 AM Game-Theoretic Decision-Making to Optimize Type-I and Type-II Errors in Statistical Hypothesis Testing — Mehmet Sahinoglu, Auburn University ; Rasika Kelum Balasurya, Auburn University at Montgomery ; David Tyson, Auburn University at Montgomery
10:05 AM Floor Discussion




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