Venue
Chennai Mathematical Institute
H1-Sipcot IT Park, Siruseri,
Kelambakkam, Chennai - 603103
Tamil Nadu
Overview
The eighth conference and workshop on Statistical Methods in Finance aims to expose the participants to new and active areas of research and to engage researchers into active working groups. The conference will be jointly hosted by
at Chennai Mathematical Institute.
StatFin23 Group Photo
Winner of Student Paper Competition
Honourable Mention of Student Paper Competition
Plenary Speakers
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| Debasis Mishra, Indain Statistical Institute, Delhi |
| Border's theorem on reduced-form auction design Abstract |
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| Oliver Linton, University of Cambridge, UK |
| TBA Abstract |
Workshop
Workshop on Machine Learning in FinanceInvited Speakers
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| Sayantan Banerjee, Indian Institute of Management, Indore |
| Structure recovery and trend estimation for dynamic network analysis Abstract |
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| Bikramaditya Datta, Indian Institute of Technology, Kanpur |
| Cryptocurrency, Mining Pools' Concentration, and Asset Prices Abstract |
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| Sourish Das, Chennai Mathematical Institute, Chennai |
| On Bayesian Analysis with Jacobi Priors for Big Data Abstract |
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| S Dharmaraja, Indian Institute of Technology, Delhi |
| Markov Regenerative Credit Rating Model Abstract |
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| Arnab Hazra, Indian Institute of Technology, Kanpur |
| Estimating Changepoints in Extremal Dependence, Applied to Aviation Stock Prices During COVID-19 Pandemic Abstract |
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| Shashi Jain, Indian Institute of Science, Bangalore |
| Exploring Alternative Hedging Strategies for Options: A Comparative Analysis of Static and Dynamic Approaches Abstract |
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| Mathieu Lauriére, NYU Shanghai |
| Reinforcement learning for mean field games and mean field control problems, with applications to finance Abstract |
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| Ariel Neufeld, Nanyang Technological University, Singapore |
| Markov Decision Processes under Model Uncertainty Abstract |
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| T V Ramanathan , Savitribai Phule Pune University, India |
| Marginal Expected Shortfall Abstract |
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| Nalini Ravishanker, University of Connecticut, Storrs, USA |
| Modeling Multivariate Positive-Valued Financial Time Series Abstract |
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| Dale W.R. Rosenthal, University of Illinois at Chicago, USA |
| Liquid Factor Models and Better Exposure Estimation Abstract |
Contributed Session
| Manika Agarwal, Banasthali Vidyapith, Rajasthan, India |
| Functional-Coefficients Autoregressive Model with Stochastic Volatility: A Bayes Study Abstract |
| Sreeram Anantharaman, University of Connecticut, USA |
| Modeling Irregularly-spaced High Frequency Financial Time Series Abstract |
| Gangineni Dhananjhay, Narayana Engineering College, India |
| Machine learning in India's Financial Markets : A Perspective Abstract |
| Shriya Gehlot, Indian Institute of Management, Ahmedabad |
| A Graph Theoretic Test for Independence of Stock Returns Abstract |
| Shraddha Kodavade, NMIMS, India |
| Quantile Regression to Understand Interrelationship amongst Stock Exchanges Globally Abstract |
| Radhalakshmi K N, Indian School of Business |
| An analysis of abnormal shifts in NIFTY 50 index using a non mesokurtic distribution Abstract |
| Tushar Kanti Powdel, Tezpur University, India |
| Non Parametric Estimation of Parameters in Different Safety First Criteria Abstract |
| Vaibhav Sherkar, Indian Statistical Institute, Kolkata |
| Study of Stylized Facts in Stock Market Data Abstract |
| Isha Singla, SVKM's NMIMS University, India |
| Determinants of Profitability in Indian Hospitality Industry: A Panel data Investigation Abstract |
| Xinyu Zhang, North Carolina State University, USA |
| PaEBack: Pareto-Efficient Backsubsampling for Time Series Data Abstract |
More Info
Student Paper Competition
If you are a student and want your paper to be considered for student paper competition, then ask your supervisor to send a mail at statfin@cmi.ac.in, with a particular mention that you were the primary contributor and author of the paper by October 15, 2023.
You must submit your paper by October 15, 2023, to be considered for the competition. Mail your paper at statfin@cmi.ac.in
Read more
Application for Registration is open now.