Online Program Home
  My Program
CC = Baltimore Convention Center,    H = Hilton Baltimore
* = applied session       ! = JSM meeting theme

Activity Details

49 * ! Sun, 7/30/2017, 4:00 PM - 5:50 PM CC-331/332
Statistical Inference for Large-Scale Financial Data — Invited Papers
IMS , Business and Economic Statistics Section , Society for Risk Analysis , Statistics in Business Schools Interest Group
Organizer(s): Yingying Li, Hong Kong University of Science and Technology
Chair(s): Yingying Li, Hong Kong University of Science and Technology
4:05 PM Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model — Jianqing Fan, Princeton University ; Donggyu Kim, Princeton University
4:30 PM Solve Financial Problems by Quantum Computing Yazhen Wang, University of Wisconsin Madison
4:55 PM Inference on Risk Premia Without a Fully Specified Factor Model Dacheng Xiu, University of Chicago ; Stefano Giglio, University of Chicago
5:20 PM Testing and Scoring High-dimensional Covariance Matrices When Heteroscedasticity is Present Xinghua Zheng, HKUST ; Xinxin Yang, HKUST ; Jiaqi Chen, Harbin Institute of Technology ; Hua Li, Chang Chun University
5:45 PM Floor Discussion
Copyright © American Statistical Association