S. Yaser Samadi
3 appearances in the program
Sessions & presentations
Advances in Time Series and Financial Econometrics
Co-Author
Presentation: Efficient Dimension Reduction for Multivariate Time Series Using Partial Envelopes
Contributed Papers · Tue, Aug 5 , 8:30 AM
Advances in High-Dimensional Time Series: Causality, Learning, and Dimension Reduction
Organizer
Invited Paper Session · Wed, Aug 6 , 2:00 PM
Advances in High-Dimensional Time Series: Causality, Learning, and Dimension Reduction
Speaker
Presentation: Dimension Reduction for High-dimensional Heteroskedastic VAR Models
Invited Paper Session · Wed, Aug 6 , 2:00 PM