Video: Piotr Kokoszka, "Functional framework for high frequency financial data with focus on regression and predictability of intraday price curves"

Video From 14w5157: Recent Advances and Trends in Time Series Analysis: Nonlinear Time Series, High Dimensional Inference and Beyond

Piotr Kokoszka, Colorado State University

Monday, April 28, 2014 15:29 - 16:00

Functional framework for high frequency financial data with focus on regression and predictability of intraday price curves

Piotr Kokoszka, Video: Functional framework for high frequency financial data with focus on regression and predictability of intraday price curves

Piotr Kokoszka, Functional framework for high frequency financial data with focus on regression and predictability of intraday price curves, Recent Advances and Trends in Time Series Analysis: Nonlinear Time Series, High Dimensional Inference and Beyond, BIRS, BIRS talk, 14w5157, math, mathematics, video

Banff International Research Station

presentation

mpeg4

76M

http://www.birs.ca/events/2014/5-day-workshops/14w5157/videos

http://www.birs.ca/events/2014/5-day-workshops/14w5157/videos/watch/201404281529-Kokoszka.html

Download this video (76M)