Seminario ficha



Seminario sobre Estadística Financiera



Data: 28-05-2004

Lugar: Salón de Grados. Facultad de Matemáticas

Información detallada:

  
09:30-10:20

Partially Linear Regression Models with FARIMA-GARCH Errors. An application to the forward exchange market
Wenceslao González Manteiga
Universidade de Santiago de Compostela

  
11:00-11:50

Boosting and Neural Networks for the Prediction of Heteroskedatic Time Series
José María Matías Fernández
Universidade de Vigo

  
12:00-12:50

Nonparametric kernel-based sequential investment strategies
Frederic Udina
Universidad Pompeu-Fabra

  
13:00-13:50

Nonparametric classification of time series: Application to the bank share prices in Spanish stock market
Sonia Pértega
Unid. de Epidemioloxía Clínica e Bioestatística, C.H. Juan Canalejo