Ficha do seminario

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