Video: Piotr Fryźlewicz, "Modelling multivariate financial returns using changepoint-induced multiscale bases"

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

Piotr Fryźlewicz, London School of Economics (United Kingdom)

Thursday, May 1, 2014 14:01 - 14:33

Modelling multivariate financial returns using changepoint-induced multiscale bases

Piotr Fryźlewicz, Video: Modelling multivariate financial returns using changepoint-induced multiscale bases

Piotr Fryźlewicz, Modelling multivariate financial returns using changepoint-induced multiscale bases, 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

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mpeg4

80M

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

http://www.birs.ca/events/2014/5-day-workshops/14w5157/videos/watch/201405011401-Fryzlewicz.html

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