Video From 19w5188: New and Evolving Roles of Shrinkage in Large-Scale Prediction and Inference

Wednesday, April 10, 2019 09:48 - 10:30
Factor models for asset returns based on transformed factors
Jialiang Li, Video: Factor models for asset returns based on transformed factors
Jialiang Li, Video: Factor models for asset returns based on transformed factors
Jialiang Li, Factor models for asset returns based on transformed factors, New and Evolving Roles of Shrinkage in Large-Scale Prediction and Inference, BIRS, BIRS talk, 19w5188, math, mathematics, video
Banff International Research Station
Banff International Research Station
presentation
mpeg4
223M
http://www.birs.ca/events/2019/5-day-workshops/19w5188/videos
Factor models for asset returns based on transformed factors
Jialiang Li at 19w5188: New and Evolving Roles of Shrinkage in Large-Scale Prediction and Inference on Wednesday, April 10, 2019
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