Seminar on Probability and Statistics 2017, Tokyo

I presented yuimaGUI: a Graphical User Interface for the yuima Package at the Graduate School of Mathematical Sciences, University of Tokyo.

Seminars on Probability and Statistics are held during the summer and winter terms. The topics are Mathematical Statistics and related fields. All seminars, unless otherwise noted, are held at Room 052, Graduate School of Mathematical Sciences, the University of Tokyo. Seminar on Probability and Statistics is supported in part by CREST, JST.

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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