Mathematical Finance Days

(This article was originally published at Freakonometrics » Statistics, and syndicated at StatsBlogs.)

I will be at HEC Montréal Monday morning and Tuesday, for the Mathematical Finance Days. I will give a talk on Quantiles Estimation from Heavy Tailed Distribution, based on some joint work with Emmanuel Flachaire. I will upload the slides soon… After lunch, I will be downtown for a crash course on classification trees, at UQaM.

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Tags: Conferences, finance, IFM2, inference