Advanced Methods in Finance (AMF) Series

Mini-course: "High-dimensional Statistical Analysis with Applications"

Wroc³aw, 24-25.10.2013

Lecturers:
Wolfgang Härdle and Piotr Majer
(Humboldt-Universität zu Berlin)

Topics:
1. Cluster Analysis (including an fMRI application)
2. Discriminant Analysis
3. Correspondence Analysis
and possibly
4. Canonical Correlation Analysis

The mini course is based on:
W. Härdle, L. Simar (2012), Applied Multivariate Statistical Analysis (2nd ed), Springer. First edition available in html.

Venue:
Wroc³aw University of Technology,
Institute of Mathematics and Computer Science,
Janiszewskiego 14a,
Building: C-11, room: 2.11

Schedule:
24.10.2013 - 17:05-18:45
25.10.2013 - 08:00-13:00

Contact person:
Dr. Agnieszka Wy³omañska

Last modified on 2013-10-21.