OTHER SEMINARS - GENEVA RESEARCH COLLABORATION SEMINAR:<br>Nonparametric estimation of conditional expected shortfall

by Prof. Olivier Scaillet (Université de Genève)

Tuesday 15 Jan 2002, 16:30 → 17:30 Europe/Zurich

Room 2193, UniMail, Université de Genève

The seminar is the third seminar in the framework of the Geneva Research Collaboration on 'Application of Mathematical and Physical Methods to Forecasting'. The following seminar in the series is scheduled for Thursday 16.30 hours, January 24, 2002 at CERN by Nobel Laureat Ilya Prigogine with the title Dynamics of correlations for integrable and non-integrable systems - A two levels formulation of laws of nature The main objective of the Geneva Research Collaboration is to establish an international, open, and creative research framework for developing and disseminating new mathematical and physical models in social science, in general, and in finance and environmental sciences, in particular. The collaboration involves researchers at the University of Geneva and CERN, other Swiss and foreign research institutions, practitioners from banks in the Geneva area, as well as selected individual researchers, who will interact through the organization of different types of research seminars. The topics of interest to the Geneva Research Collaboration include models related to financial engineering, financial time series, investment strategies, risk management, technical analysis, dynamics of biological and environmental systems, climate change, data analysis, stochastic processes, optimization methods, statistical mechanics, and quantum mechanics.

Organiser(s): Allan Din (E-mail: din@intl.ch)

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