統計数学セミナー

過去の記録 ~09/22次回の予定今後の予定 09/23~

開催情報 火曜日 13:00~14:10 数理科学研究科棟(駒場) 052号室
担当者 http://www.sigmath.es.osaka-u.ac.jp/~kamatani/statseminar/
セミナーURL http://www.sigmath.es.osaka-u.ac.jp/~kamatani/statseminar/
目的 確率統計学およびその関連領域に関する研究発表, 研究紹介を行う.

2018年05月23日(水)

15:30-16:40   数理科学研究科棟(駒場) 052号室
Emanuele Guidotti 氏 (University of Milan)
Latest Development in yuimaGUI - Interactive Platform for Computational Statistics and Finance

[ 講演概要 ]
The yuimaGUI package provides a user-friendly interface for the yuima package, including additional tools related to Quantitative Finance. It greatly simplifies tasks such as estimation and simulation of stochastic processes, data retrieval, time series clustering, change point and lead-lag analysis. Today we are going to discuss the latest development in yuimaGUI, extending the Platform with multivariate modeling and simulation, Levy processes, Point processes, broader model selection tools and more general distributions thanks to the new yuima-Law object.