Advanced
Methods in Finance
Wrocław,
22-24.10.2004
Plan zajęć / Course
outline
Wykładowcy / Lecturers
Michal Benko
(Berlin), Wolfgang
Haerdle (Berlin)
FRIDAY, 22 OCT. 2004, building C11 |
|
16:30-17:00 | XploRe Introductory Course (Computer Lab) |
17:00-17:30 | Coffee break |
17:30-19:00 |
Nonparametric Models (room P.01-lecture room) Nonparametric Density Estimation, Histogram, Kernel Density Estimation, (Univariate, Multivariate) |
SATURDAY, 23 OCT. 2004, building C11 |
|
09:30-11:00 |
Nonparametric Regression: (room P.01-lecture room) Kernel Regression, Local Polynomial,K-nn, Median Smoother |
11:00-11:30 | Coffee break |
11:30-13:00 | The
Nonparametric Risk Management with Generalized Hyperbolic Distribution |
SUNDAY, 24 OCT. 2004, building C11 |
|
09:30-11:00 | Spline Smoothing, Orthogonal Series Smoothing
, Common Functional IV Surface Analysis (room P.01-lecture room) |
Last modified on 2004-11-10.