Online Program Home
My Program

Abstract Details

Activity Number: 180
Type: Contributed
Date/Time: Monday, August 1, 2016 : 10:30 AM to 12:20 PM
Sponsor: Business and Economic Statistics Section
Abstract #320496
Title: Network System Identification for Point Processes
Author(s): Victor Solo*
Companies: University of New South Wales
Keywords: point process ; high-frequency finance ; futures

In recent years network data have become common place in numerous areas such as economics, epidemiology, genomics and sociology. However in a number of significant applications the underlying nodal data are not time series but point processes e.g. neural coding, high frequency finance, genomics. We describe our recent work in this area based on sparsity methods and illustrate with a number of applications including high frequency finance.

Authors who are presenting talks have a * after their name.

Back to the full JSM 2016 program

Copyright © American Statistical Association