A Data Mining Approach for Financial Modeling and Risk Management
Speaker:
Yuying Li, University of Waterloo
Date and Time:
Thursday, June 2, 2016 - 11:00am to 11:30am
Location:
Fields Institute, Room 230
Abstract:
In this talk, I will discuss financial modeling and risk management from a data mining perspective. Specifically I will illustrate with a new method for learning a regime switching model, which is widely used in finance and insurance, using a spectral clustering approach.
