A Risk-Averse Utility-Function Framework for Rebalancing a Portfolio
Session on Mathematical Finance,
Central Regional Meeting, American Mathematical Society,
Western Michigan University, Kalamazoo, MI,
17 - 19 Oct 2008
Matric Musings in Statistical Finance
IWMS XVI: 16th International Workshop on Matrices and Statistics,
University of Windsor, Ontario, Canada,
1 - 3 June 2007
Velocity and Acceleration of GDP via a Markov Model
Joint Statistical Meetings,
American Statistical Association and Related Societies,
Minneapolis, MN, 7 - 11 August 2005
Business and Economics Section Session, 8:30 a.m.,
Wednesday, 10 August
Abstract
Model-Based and Model-Free Optimization
of a Stock Day-Trading Strategy
MOPTA 05: Modeling and Optimization: Theory and Applications 2005
CORS: Canadian Operational Research Society
University of Windsor, Windsor, ON, Canada, 25 - 27 July 2005
Abstract
Hidden Markov Models, the Viterbi Algorithm, and the Business
Cycle
INFORMS Applied Probability Society,
Ottawa, Ontario, Canada, 6 - 8 July 2005
Abstract
Markov Models for Financial Time Series
Joint Statistical Meetings, American Statistical Association and Related Societies,
Toronto, 8 - 12 August 2004
General Methodology Session, 8:30 a.m., Monday, 9 August
Abstract
Cluster Analysis of fMRI
Data
Annual Meeting, Classification Society of
North America, Tallahassee, FL, June 12-15, 2003
Abstract
Spreadsheet Determination of an Acceptance Sampling Plan
in the Decision Risk Analysis Context:
Expected Loss Convexity and Monotone Likelihood Ratio
Chicago INFORMS Conference, Managing Risk in an Uncertain World,
Northwestern University, Evanston, 31-May-2003
Abstract
Some Remarks on Estimation for Labeling Models
UIC IDS Thursday Group on Financial Time Series
Analysis
April - May, 2003
Notes
Spectral Analysis of Heart-Period Data
-- Covariance of Squares
Statistics Seminar, UIC Dept. of Mathematics, Statistics, and Computer Science,
2002: Oct 25
Narrative
Material
for transparencies