Speaker: Christian Brownlees (Associate Professors in Statistics at Universitat Pompeu Fabra).
Title: Empirical Risk Minimization for Time Series: Nonparametric Performance Bounds for Prediction
Research field
Statistics, Time Series, Forecasting, Learning Theory
What problem is your research intended to solve?
"My research focuses on improving prediction in economics and finance, in particular prediction of economic and financial risk."
What have your study found?
"Empirically, I believe my research has show how to improve assessment of risk in a number of applications. Theoretically, my research has established a number of results on the performance of statistical methods for prediction."
More information, a link to the research and the upcoming seminar here.
It is planned to stream to our YouTube channel and record the seminar.
We are looking forward to seeing you!