Anna Amirdjanova
3 appearances in the program
Sessions & presentations
Advances in Statistical Methods for Financial Risk Management
Organizer
Topic-Contributed Paper Session · Sun, Aug 2 , 4:00 PM
Advances in Statistical Methods for Financial Risk Management
Co-Author
Presentation: Construction of Macro-Economic Indices from Stock Market Returns Using Robust Principal Component Analysis with Regime Switching
Topic-Contributed Paper Session · Sun, Aug 2 , 4:00 PM
Advances in Statistical Methods for Financial Risk Management
Speaker
Presentation: Statistics of Initial Margin Exchanges with Applications to Stability of Financial Networks
Topic-Contributed Paper Session · Sun, Aug 2 , 4:00 PM