Seminar on Probability and Statistics

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Organizer(s) Nakahiro Yoshida, Teppei Ogihara, Yuta Koike

2018/05/23

15:30-16:40   Room #052 (Graduate School of Math. Sci. Bldg.)
Emanuele Guidotti (University of Milan)
Latest Development in yuimaGUI - Interactive Platform for Computational Statistics and Finance

[ Abstract ]
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.