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Legend: Boston Convention & Exhibition Center = CC, Westin Boston Waterfront = W, Seaport Boston Hotel = S
A * preceding a session name means that the session is an applied session.
A ! preceding a session name means that the session reflects the JSM meeting theme.

Activity Details

584 ! Thu, 8/7/2014, 8:30 AM - 10:20 AM CC-104A
Copulas: Past, Present, and Future — Invited Papers
Organizer(s): Elif Fidan Acar, University of Manitoba
Chair(s): Claudia Czado, Munich University of Technology   
8:35 AM Structure Learning in BBNs Using Regular Vines — Kjersti Aas, Norwegian Computing Center ; Ingrid Hobæk Haff, Norwegian Computing Center ; Arnoldo Frigessi, University of Oslo/Norwegian Computing Center
9:00 AM Copulas in Machine Learning Yaniv Tenzer, Hebrew University ; Gal Elidan, Hebrew University
9:25 AM Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads Dong Hwan Oh, Duke University ; Andrew Patton, Duke University
9:50 AM Conditional Copula Models with Multiple Covariates Elif Fidan Acar, University of Manitoba
10:15 AM Floor Discussion

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