CMI and ISI kolkata Workshop and Conf. on Statistical Methods in Finance 2021 | Apply Now
![CMI and ISI kolkata Workshop and Conf. on Statistical Methods in Finance 2021 | Apply Now](/media/media/Statistical_Methods_in_Finance_2021.jpg)
Overview
The StatFin2021 Data Science Workshop aims to provide participants exposure to the Principles, Techniques, and Tools of Data Science, including their applications to quantitative finance.
Date and Venue
27-29 June 2021
Virtual Platform
Who Can Apply?
- Ph.D. students, post-doctoral researchers, and faculty in mathematics, statistics, business, economics, and physics.
- Participants from the industry are encouraged to apply with a paper to be considered for presentation in the contributed paper sessions.
- Bachelors and Masters students can apply as well, provided at least one full course on statistics taken by the student.
Topics
The following topics will cover in this workshop
- Supervised Learning
- Classification -- Credit Scoring with German Credit Score Data
- List of algo: (i) Logistic Regression, (ii) Linear Discriminant Analysis, (iii) Naive Bayes, (v) Decision Tree, (vi) Random Forest (vi) SVM, (vii) Neural Network
- Regression -- Capital Asset Pricing Model with US Stock Market Data
- Unsupervised Learning
- Cluster Stocks based on Risk Profile
- PCA on Stocks Return to discover the major direction of the market
- Portfolio Optimization
- Option Pricing with Monte Carlo Method
- Risk Analysis
Dates
- Applications for participation will be accepted until May 30, 2021
- Abstracts for poster presentation and the contributed session will be accepted until May 15, 2021
- Selected participants/presenters will be notified, and registration will open on June 1, 2021
- Registration closes on June 15, 2021