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Event Dates: Thursday  November 07 - Thursday  November 07
City: Piscataway   State: New Jersey   Country: USA
Event Type: Meeting ASA Sponsored: No
The Financial Statistics & Risk Management Program (FSRM) at Rutgers University joins the 2013 International Year of Statistics celebrations by hosting this one day event focused on the statistical facets of risk management. The inauguration of the Rutgers Center of Excellence for Research in Financial Statistics and Risk Management, with a mission to foster joint research by practitioners and academics into risk management approaches that are robust in the face of inevitable limitations and constraints in model specification and estimation, will also take place at the event. The conference features talks and a panel discussion by an international roster of globally distinguished experts, including Jin Duan (U. Singapore), Wolfgang Härdle (Humboldt-Universität zu Berlin); James Hodson (Machine Learning and Statistical Inference, Bloomberg L.P.); Ruey Tsay (U. Chicago); Nassim Taleb (Author of The Black Swan), and Holger Rootzén (Chalmers U. of Technology).
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