Statistical Methods in Finance 2017

Dec 16 - 19, 2017

Monday, December 18, 2017
Contributed Session I
14:00- 14:15 Akshay Bansal, KPMG
Optimizing Execution Cost Using Stochastic Control
14:15- 14:30 Amita Sharma,Indian Institute of Information Technology, Guwahati, India
Re-balancing the Second order Stochastic Dominance Portfolio for Indian Stock Market
14:30- 14:45 Arti Singh,Bennett University, Greater Noida, India
Optimal portfolio trading subject to stochastic dominance constraints under second-order autoregressive price dynamics
14:45-15:00 Indrajit Saha,IIT Bombay, India
Systemic Risk In Huge Heterogeneous Financial Network
15:00-15:15 Petra Tomanova,University of Economics, Prague, Czech Republic
Pairs Trading Utilizing High-Frequency Information

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