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Here is the info. I will attend since I am interested in ultra high frequency time series. ONE DAY WORKSHOP ON FINANCE AND STATISTICS /with emphasis on the econometrics of high frequency data/ Place: Gleacher Center, The University of Chicago; 450 N. Cityfront Plaza Date: Thursday, April...

attached is an article by Dr. Andrew Lo from MIT A nonparametric kernal regression is applied to identify technical pattern. I have not followed through the model and calculation yet. It looks interesting enough though - Regression sounds like better than voodoo "chart reading"....we will...

about two hour long video. Three speakers. the first speaker is Dr. Carr(I somehow remember that Dr. Carr is the director of FM program at MYU, please verify), I like this part of the video. the second is a lady...from econ perspective (a Phd from UT Austin, her english is really ... on the...

I am planning to move to the field of financial engineering. I had classes in calculus and differential equations, probability/statistics/regression, discrete math, stochastics, and simulation. That's basically my math background. Some classes were very remote to me now. Here is my plan to...