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CC = Walter E. Washington Convention Center   M = Marriott Marquis Washington, DC
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Activity Details

17 * ! Sun, 8/7/2022, 2:00 PM - 3:50 PM CC-158AB
Statistics in Finance — Topic Contributed Papers
Business and Economic Statistics Section, International Indian Statistical Association, International Statistical Institute, Text Analysis Interest Group
Organizer(s): Rituparna Sen, Indian Statistical Institute
Chair(s): Sourish Das, Chennai Mathematical Institute
2:05 PM Network Analysis of Contagion Between Large Number of Financial Entities
Rituparna Sen, Indian Statistical Institute; Sumanta Basu, Cornell University; Georgia Smits, Cornell University
2:25 PM Building Natural Language Processing Applications with Statistical Measurement for FinTech
Qiuyan Xu, Gravitate AI
2:45 PM A Novel Filter of Financial Networks from High-Dimensional Data.
Arnab Chakrabarti, FLAME University
3:05 PM Rough Volatility: Fact or Artefact?
Purba Das, University of Oxford
3:25 PM Using Bayesian Non-Gaussian Time Series Models for Analysis of Financial Data
Refik Soyer, George Washington University
3:45 PM Floor Discussion
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