CMI and ISI kolkata Workshop and Conf. on Statistical Methods in Finance 2021 | Apply Now
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
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.
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
- 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