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JSM Activity #324This is the preliminary program for the 2005 Joint Statistical Meetings in Minneapolis, Minnesota. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 7-10, 2005); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions. To View the Program: You may choose to view all activities of the program or just parts of it at any one time. All activities are arranged by date and time. |
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Legend: = Applied Session,
= Theme Session,
= Presenter |
324 | Tue, 8/9/05, 2:00 PM - 3:50 PM | MCC-213 AB |
Financial Markets - Contributed - Papers | ||
Business and Economics Statistics Section | ||
Chair(s): Mervyn Silvapulle, Monash University | ||
2:05 PM | Detecting a Shift in Location in a Random Sequence: A Review and Applications — Prem Talwar, University of Alberta | |
2:35 PM | War Impact on Microstructure of U.S. Stock Market — Lei Zhang, Syracuse University; Raja Velu, Syracuse University; Amber Anand, Syracuse University | |
2:50 PM | Asymmetric Nonlinear Shrinkage Estimation in Optimal Portfolio Selection — Andrew Siegel, University of Washington | |
3:05 PM | Population Segmentation for Portfolio Strategies — Timothy Lee, Credit Logistics | |
3:20 PM | Floor Discussion | |
JSM 2005
For information, contact jsm@amstat.org
or phone (888) 231-3473. If you have questions about the Continuing Education program,
please contact the Education Department. |