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Seminarium 20.11.2018
dodano: 17/11/2018
przez: Dariusz Zawisza
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- Referent : Szymon Peszat
- Tytuł referatu : Istnienie potoku stochastycznego
- Termin: Wtorek, 12:15
- Sala: 1093
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Seminarium 13.11.2018
dodano: 11/11/2018
przez: Dariusz Zawisza
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- Referent : Jarosław Duda
- Tytuł referatu : Estimating joint distribution with polynomial for example for time series prediction
- Termin: Wtorek, 12:00
- Sala: 1093
- Abstrakt: We can inexpensively model probability distribution as polynomial: using orthonormal basis, MSE estimated coefficient of a function is just average of this function over the sample. Each such coefficient is independently calculated, has a concrete cumulant-like interpretation, and we have some control of its accuracy. For joint distribution they describe statistical dependencies. We can also model non-stationary processes this way: time evolution of coefficients and density. Among others, I will talk about their application for time series analysis as enhancement of ARMA/ARCH standard approaches – for example modeling joint distribution of a few neighboring values to
predict probability distribution of the next one based on a few previous values on example of Dow Jones sequence and yield curve parameters. Slides: https://tinyurl.com/yb7r2y9z**
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Seminarium 06.11.2018
dodano: 03/11/2018
przez: Dariusz Zawisza
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- Referent : Dariusz Zawisza
- Tytuł referatu : Optymalny moment zatrzymania i metoda kary
- Termin: Wtorek, 12:00
- Sala: 1093
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