10:30 am
Lorenzo TRAPANI (University of Leicester School of Business) – “Changepoint Detection in Large Factor Models”
Finance & Financial Econometrics : Time: 10.30 am Date: 13th of April 2023 Room 3001 Lorenzo TRAPANI (University of Leicester School of Business) "Changepoint Detection in Large Factor Models" Abstract :We study changepoint detection in a large factor model, proposing both offline and online detection methods. In all cases, we build on the idea that, […]
Find out more »11:30 am
Yuichi GOTO (Kyushu Univ.) “The Existence and Uniqueness of Lagged Spectrum”
Finance & Financial Econometrics: Time: 11.30 am Date: 13th of April 2023 Room 3001 Yuichi GOTO (Kyushu Univ.) "The Existence and Uniqueness of Lagged Spectrum" Abstract : TCoherence is a similarity measure between two time series and takes the form of the time series extension of Pearson's correlation. However, only a linear relationship between two […]
Find out more »2:15 pm
Matus TELGARSKY (Université Illinois, Urbana Champaign) – “Searching for the implicit bias of deep learning”
Statistical Seminar: Time: 2:15 pm - 3:15 pm Date: 13th of April 2023 Place: Room 3001 + ZOOM Matus TELGARSKY (Université Illinois, Urbana Champaign) - "Searching for the implicit bias of deep learning" Abstract: What makes deep learning special --- why is it effective in so many settings where other models fail? This […]
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