| 11:30-13:00 |
Contributes Session I Monday, December 17, 2018 |
| 11:30- 11:45 |
Anuj Mishra, Department of Statistics, University of Pune
Bayesian Non-parametric modelling of durations in high-frequency finance
|
| 11:45-12:00 |
Deepak Jadhav, Tata Consultancy Services
Modified Expected Shortfall : A Coherent Risk Measure for Elliptical Family of Distributions
|
| 12:00- 12:15 |
Dipankar Mondal, IIT Guwahati
Investment curves and linear separation in a mean-lower partial moment framework
|
| 12:15- 12:30 |
Harini Srinivasan, University of Madras
Application of Transformed Distribution: Volume and Market Cap of Bitcoin
|
| 12:30- 12:45 |
Ilaria Amerise, Università della Calabria, Rende
Forecasting issues in energy markets
|
| 12:45- 13:00 |
Kiran Sharma, Jawaharlal Nehru University, New Delhi
Predicting the unpredictable: A case study of financial market crashes
|
Committee
Workshop
Key Dates
Communication
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