Data: 28-05-2004
Lugar: Salón de Grados. Facultad de Matemáticas
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 |