Statistical Methods in Finance 2019

The StatFin2019 Data Science Workshop aims to provide participants exposure to the Principles, Techniques and Tools of Data Science including their applications to quantitative finance.

Date and Venue

16-18 Dec, 2019
Chennai Mathematical Institute
H1 Sipcot IT Park
Siruseri, Chennai, TN - 603103, India

Who Can Apply?

• PhD students, Post-doctoral researchers and faculty in mathematics, statistics, business, economics and physics.
• Participants from the industry are encouraged to apply with a paper to be considered for presentation in the contributed paper sessions.
• Bachelors and Masters students can apply as well, provided at least one full course on Statistics is taken by the student.

Prerequisites

Some basic computing knowledge (and coding experience in some language like R/python) is recommended. Basic concepts of statistics, probability, linear algebra and high School calculus will be very helpful. Creative thinking, learnability and "can do" attitude is extremely important.

Participants will be doing hands-on projects with R.

Topics:

• Supervised Learning
• Classification -- Credit Scoring with German Credit Score Data
  List of algo: (i) Logistic Regression, (ii) Linear Discriminant Analysis, (iii) Naive Bayes, (v) Decision Tree, (vi) Random Forest (vi) SVM, (vii) Neural Network
• Regression -- Capital Asset Pricing Model with US Stock Market Data
• Unsupervised Learning
• Cluster Stocks based on Risk Profile
• PCA on Stocks Return to discover the major direction of the market
• Portfolio Optimization
• Option Pricing with Monte Carlo Method
• Risk Analysis
• Topological Data Analysis in Finance - Special Lecture by Dr. Priyavrat Deshpande

List of Registered Participants in Workshop

ID	First Name	Last Name	University/Institute/Company
1	K S	Sreenivasa Raghavan	C-DoT
2	Biyyam	Naveen Kumar Reddy	Chennai Mathematical Institute
3	Prateek	Chandra Jha	Chennai Mathematical Institute
4	Shailender	Joseph	Chennai Mathematical Institute
5	Shoraj	Tomer	Chennai Mathematical Institute
6	Arun	Lakshmanan	Hindustan Institute of Technology and Science
7	Shake	Mohaideen Abdallah	Hindustan Institute of Technology and Science
8	Arnab	Biswas	Indian Institute of Management, Bangalore
9	Rajdeep	Sharma	Indian Institute of Management, Bangalore
10	Shakti	Kumar	Indian Institute of Technology, Madras
11	Shubhangi	Sikaria	Indian Institute of Technology, Madras
12	Monika	Dhull	Indian Institute of Technology, Ropar
13	Niharika	Bhootna	Indian Institute of Technology, Ropar
14	Arnab	Chakrabarti	Indian Statistical Institute, Bangalore
15	Jainam	Khakhra	Indian Statistical Institute, Bangalore
16	Prabuddha	Chakraborty	Indian Statistical Institute, Bangalore
17	Aryan	Paritosh	Indian Statistical Institute, Chennai
18	Jitesh	Gupta	Indian Statistical Institute, Delhi
19	Madan Mohan	Goenka	Ram Bhagat Rajendra Prasad
20	Purva	Dhingra	Lady shri ram college for women(Delhi university)
21	Praveen	D Chaougale	M. S. Ramaiah University of Applied Sciences,Bangalore
22	Madhanaprakasam	S T	Madras Christian College
23	Amal	Jose	Madras School of Economics
24	Yagyesh	Modi	Madras School of Economics
25	Akash	Choudhury	Nagarjuna University
26	Pooja	Soni	Panjab University
27	Annamamalai	Muthusamy	PSG College of Technology
28	Venugopal	R	PSG College of Technology
29	Anoop	Paul	Societe Generale
30	Kaushik	Manjula	Societe Generale
31	Kavitha	Vikrenth	Societe Generale
32	Kumar	Gandipan	Societe Generale
33	Naren	Srinivasan	Societe Generale
34	Prudvi	K	Societe Generale
35	Salil	Gautam	Societe Generale
26	Saravanan	Rajasekaran	Societe Generale
37	Simran	Jain	Societe Generale
38	Vikas	Jha	Societe Generale
39	Bejoy	Padamadan	The Federal Bank Limited
40	Salha	Mamane	University of the Witwatersrand
41	Syamala	Krishnannair	University of Zululand, South Africa
42	Anshul	Tayal	Finance Research Group, Mumbai

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