Date: Friday, November 13, 2009
Category: Statistics Seminar
Start Time: 16:00 End time: 17:00
Location: Humanities 428
Title: Bayesian Lasso for the study of Financial Contagion
Speaker: Alan Lenaric
Affiliation: Harvard University
Contact Person: Michele Guindani
Comment: Alan Lenarcic is currently a postdoctoral fellow at Harvard University, where he graduated under the supervision of Carl N. Morris, with a thesis on Bayesian Two-Lasso prior/penalty and corresponding use on the Glasso algorithm for Financial Contagion matrices. Show Abstract
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