yuimaGUI: A Graphical User Interface for the ‘yuima’ Package
description

yuimaGUI: A Graphical User Interface for the ‘yuima’ Package

The YUIMA Software performs various central statistical analyses such as quasi maximum likelihood estimation, adaptive Bayes estimation, structural change point analysis, hypotheses testing, asynchronous covariance estimation, lead-lag estimation, LASSO model selection, and so on. It also supports stochastic numerical analysis by fast computation of the expected value of functionals of stochastic processes through automatic asymptotic expansion by means of the Malliavin calculus. All models can be multidimensional, multiparametric or non …
Seminar on Probability and Statistics 2018, Tokyo
description

Seminar on Probability and Statistics 2018, Tokyo

I presented the Latest Development in yuimaGUI – Interactive Platform for Computational Statistics and Finance 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 …
10th International Conference of the ERCIM WG on Computational and Methodological Statistics, London
description

10th International Conference of the ERCIM WG on Computational and Methodological Statistics, London

I presented The Yuima framework for simulation and inference of stochastic processes and its GUI at the 10th International Conference of the ERCIM WG on Computational and Methodological Statistics, London. This conference is organized by the ERCIM Working Group on Computational and Methodological Statistics (CMStatistics), Birkbeck University of London and King’s College London. The new journal Econometrics and Statistics (EcoSta)and its supplement, the Annals of Computational and Financial Econometrics are the main sponsors …
41st Annual Meeting of the Association for Mathematics Applied to Social and Economic Sciences, Cagliari
description

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 …

R/Finance Conference 2017, Chicago

I presented yuimaGUI: A graphical user interface for the yuima package at the R/Finance Conference 2017, Chicago. The conference covers topics including portfolio management, time series analysis, advanced risk tools, high-performance computing, market microstructure, and econometrics.  All will be discussed within the context of using R as a primary tool for financial model development, risk management, portfolio construction, and trading. From its midwest beginnings, word of the conference spread among …
Seminar on Probability and Statistics 2017, Tokyo
description

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, …
22nd International Conference on Computational Statistics, Oviedo, Spain
description

22nd International Conference on Computational Statistics, Oviedo, Spain

I presented yuimaGUI: A graphical user interface for computational finance based on the yuima R package at the 22nd International Conference on Computational Statistics. The Conference took place at the Auditorium/Congress Palace Principe Felipe, Oviedo, Spain, 23-26 August 2016. The conference is sponsored by the European Regional Section of the IASC and is organized by the University of Oviedo. It aims at bringing together researchers and practitioners to discuss recent …