41st Annual Meeting of the Association for Mathematics Applied to Social and Economic Sciences, Cagliari

I presented yuimaGUI: a Graphical User Interface for the yuima Package at the 41st Annual Meeting of the Association for Mathematics Applied to Social and Economic Sciences (AMASES), Cagliari, Italy.

The meeting is organized with the support of the Department of Economics and Business of the University of Cagliari.
As in the AMASES established tradition, the purpose of meeting is to stimulate discussion among scholars and practitioners from Italy and all around the world, on different aspects of Mathematics applied to Economic and Social Sciences.

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, including additional tools related to quantitative finance: 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.

Speaker. Emanuele Guidotti

Authors. Emanuele Guidotti, Stefano Iacus, Lorenzo Mercuri

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