Venue. University of Tokyo, Graduate School of Math. Sci. Bldg., Room #052
Date&Time. 12 Jan 2017, 13:00 – 15:00
Abstract. The yuimaGUI package provides a user-friendly interface for yuima. It greatly simplifies tasks such as estimation and simulation of stochastic processes and it also includes additional tools. Some of them: data retrieval: stock prices and economic indicators time series clustering change point analysis lead-lag estimation After a general overview of the whole interface, the yuimaGUI will be shown in real-time. All the settings and the inner workings will be discussed in detail. During this second part, you are kindly invited to ask questions whenever you feel that some problem may arise.
Emanuele Guidotti
Graduated in Physics (2015) and in Quantitative Finance (2017), both with honors at the University of Milan. Teaching assistant for course "Mathematics" at the Department of Social and Political Sciences. Now partner of AlgoFinance Sagl, software house start-up developing financial algorithms for the asset management industry, and Founder of the innovative start-up WhatsOut Srl, web application enhanced by AI. Developer of the yuimaGUI.
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