JSM2023
Back to all people

Per Mykland

The University of Chicago
1 appearance in the program

Sessions & presentations

Unlocking Singular Value Decomposition, Dynamic Effects of Disaster-type Shocks, Neural Network Black-Box in Equity Price Change Models
Presentation: Singular Value Decomposition (SVD) of Financial Returns
Invited Paper Session · Thu, Aug 10 , 10:30 AM
Speaker
↑