Sessions Were Renumbered as of May 19.
Legend:
CC-W = McCormick Place Convention Center, West Building,
CC-N = McCormick Place Convention Center, North Building
H = Hilton Chicago,
UC = Conference Chicago at University Center
* = applied session ! = JSM meeting theme
676 * !
Thu, 8/4/2016,
10:30 AM -
12:20 PM
CC-W196c
Statistics in Finance — Invited Papers
Business and Economic Statistics Section , IMS
Organizer(s): Rituparna Sen, Indian Statistical Institute
Chair(s): Wenbo Wu, University of Oregon
10:35 AM
High-Dimensionality Effects on the Efficient Frontier
—
Rituparna Sen, Indian Statistical Institute
11:00 AM
Modeling Structured Correlation Matrices in Finance
—
Mohsen Pourahmadi, Texas A&M University
11:25 AM
Bayesian Modeling of High-Frequency Crude Oil Prices
—
Jonathan Stroud, Georgetown University ; Michael Johannes, Columbia University ; Norman Seeger, VU University
12:15 PM
Floor Discussion
