FIN-O.1: Signal and Information Processing for Finance and Business |
| Symposium: Symposium on Signal and Information Processing for Finance and Business |
| Session Type: Oral |
| Time: Thursday, November 16, 11:00 - 12:30 |
| Location: Verdun |
| Session Chair: Xiao-Ping (Steven) Zhang, Ryerson University |
| 11:00 - 11:18 |
| FIN-O.1.1: PROPENSITY MODELING FOR EMPLOYEE RE-SKILLING |
| Moninder Singh; IBM Thomas J. Watson Research Center |
| Karthikeyan Ramamurthy; IBM Thomas J. Watson Research Center |
| Shrihari Vasudevan; IBM Research |
| 11:18 - 11:36 |
| FIN-O.1.2: ONLINE LEARNING IN LIMIT ORDER BOOK TRADE EXECUTION |
| Nima Akbarzadeh; Bilkent University |
| Cem Tekin; Bilkent University |
| Mihaela Van der Schaar; Oxford University |
| 11:36 - 11:54 |
| FIN-O.1.3: INTERACTIVE GAUSSIAN-SUM FILTERING FOR ESTIMATING SYSTEMATIC RISK IN FINANCIAL ECONOMETRICS |
| Arash Mohammadi; Concordia University |
| Xiao-Ping Zhang; Ryerson University |
| Konstantinos N. Plataniotis; University of Toronto |
| 11:54 - 12:12 |
| FIN-O.1.4: ROBUST ESTIMATION OF MEAN AND COVARIANCE MATRIX FOR INCOMPLETE DATA IN FINANCIAL APPLICATIONS |
| Junyan Liu; Hong Kong University of Science and Technology |
| Daniel P. Palomar; Hong Kong University of Science and Technology |
| 12:12 - 12:30 |
| FIN-O.1.5: ROBUST MAXIMUM LIKELIHOOD ESTIMATION OF SPARSE VECTOR ERROR CORRECTION MODEL |
| Ziping Zhao; The Hong Kong University of Science and Technology |
| Daniel P. Palomar; The Hong Kong University of Science and Technology |