Lecture Series: Continuous Time Models for High Dimensional Financial Time Series
“Lecture Series: Continuous Time Models for High Dimensional Financial Time Series” will be held at Kawauchi South Campus, Tohoku University. This is the third event in the TFC thematic program entitled “Challenges for Big Data in our Society: Statistical Analysis of Large Scale, High Dimensional Data for Socio-Economic Problems.” Professor Peter Brockwell will offer special lectures on continuous time models for high dimensional financial time series. All researchers are welcome to join the lecture.
Date：November 20, 2014 – November 27, 2014
Venue：
Lecture Room 21(1014), 10F, New Humanities Building, Kawauchi South Campus, Tohoku University, 27-1 Kawauchi, Aoba-ku, Sendai, 980-8576, JAPAN
Link：www.tfc.tohoku.ac.jp/event/231.html
Contact：DSSR dssr-sec＊econ.tohoku.ac.jp(change ＊ to @)