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Seminar on Probability and Statistics
Seminar information archive ～04/30｜Next seminar｜Future seminars 05/01～
| Organizer(s) | Nakahiro Yoshida, Hiroki Masuda, Teppei Ogihara, Yuta Koike |
|---|
2017/01/12
13:00-15:00 Room #052 (Graduate School of Math. Sci. Bldg.)
Emanuele Guidotti (Milan University)
yuimaGUI: a Graphical User Interface for the yuima Package
Emanuele Guidotti (Milan University)
yuimaGUI: a Graphical User Interface for the yuima Package
[ Abstract ]
The yuimaGUI package provides a user-friendly interface for yuima. It greatly simplifies tasks such as estimation and simulation of stochastic processes and it also includes additional tools. Some of them:
data retrieval: stock prices and economic indicators
time series clustering
change point analysis
lead-lag estimation
After a general overview of the whole interface, the yuimaGUI will be shown in real-time. All the settings and the inner workings will be discussed in detail. During this second part, you are kindly invited to ask questions whenever you feel that some problem may arise.
The yuimaGUI package provides a user-friendly interface for yuima. It greatly simplifies tasks such as estimation and simulation of stochastic processes and it also includes additional tools. Some of them:
data retrieval: stock prices and economic indicators
time series clustering
change point analysis
lead-lag estimation
After a general overview of the whole interface, the yuimaGUI will be shown in real-time. All the settings and the inner workings will be discussed in detail. During this second part, you are kindly invited to ask questions whenever you feel that some problem may arise.
