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Activity Details

65 * ! Sun, 7/30/2017, 4:00 PM - 5:50 PM CC-349
Building a New and Essential Statistics Toolbox for Challenges in Finance and Business Analytics — Topic Contributed Papers
Business and Economic Statistics Section , Section for Statistical Programmers and Analysts , Section on Risk Analysis , Statistics in Business Schools Interest Group
Organizer(s): Kai-Sheng Song , Department of Mathematics, University of North Texas
Chair(s): Ta-Hsin Li, IBM Watson Research Center
4:05 PM On Corporate Bankruptcy Prediction Yan Yu, University of Cincinnati ; Aidong Ding, Northeastern University ; Shaonan Tian, San Jose State University ; Hui Guo, University of Cincinnati
4:25 PM Stochastic Tail Index Model for High Frequency Financial Data with Bayesian Analysis Zhengjun Zhang, University of Wisconsin ; Guangyu Mao, Beijing Jiaotong University
4:45 PM A Statistical Approach to Corporate Debt Structure Kai-Sheng Song , Department of Mathematics, University of North Texas
5:05 PM Firm-Speci c Risk-Neutral Distributions: The Role of CDS Spreads Mohammad Jahan-Parvar, Federal Reserve Board of Governors ; Sirio Aramonte, Federal Reserve Board ; Samuel Rosen , University of North Carolina, Kenan-Flagler Business School ; John Schindler, Federal Reserve Board
5:25 PM Exploration of Innovating Business with Analytics Mingfei Li, Bentley University
5:45 PM Floor Discussion
 
 
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