Bayesian Modeling and Multivariate Time series

Sun, Aug 4, 2:00 PM - 3:50 PM

John ZitoChair

Business and Economic Statistics Section

7 Presentations

Bayesian Inference of the Loss Model for the Insurance Loss

2:05 PM - 2:20 PM

Min Deng (Towson University)

Co-authors: Mostafa Aminzadeh (Towson University)

Bayesian inversion of high-dimensional local volatility from financial market data.

2:20 PM - 2:35 PM

Anirban Mondal (Case Western Reserve University)

Diagnostic Analytics for a Bayesian Vector Autoregressive Model

2:35 PM - 2:50 PM

Yonghui Liu

Co-authors: Zhao Yao (Shanghai University of International Business and Economics), Xin Song (Shanghai University of International Business and Economics), Conan Liu (University of New South Wales), Shuangzhe Liu (University of Canberra)

Inverse Leverage Effect for Cryptocurrencies and Meme Stocks: A Comprehensive Framework

2:50 PM - 3:05 PM

Matthew Stuart (Loyola University Chicago)

Co-authors: Lendie Follett (Iowa State University), Cindy Yu (Iowa State University), Steven Kou

Clustered Temporal Decomposition for High-Dimensional Data

3:05 PM - 3:20 PM

Halin Shin

Co-authors: Xiao Wang (Purdue University)

Mean Independent Component Analysis for Multivariate Time Series

3:20 PM - 3:35 PM

Zeda Li (Baruch College CUNY)

Co-authors: Chung Eun Lee (Baruch College, CUNY)

Scaled Envelope Models for Multivariate Time Series

3:35 PM - 3:50 PM

H.M. Wiranthe Herath (Drake University)

Co-authors: Seyed Yaser Samadi (Southern Illinois University-Carbondale)