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The KAUST 2012 Winter Enrichment Program (WEP) will be held January 14-29, 2012 with a special opening evening on January 13. WEP aims to broaden our intellectual horizons and stretch our collective imaginations. Through an expansive offering of courses, workshops, lectures and cultural and recreational activities, WEP is a time to discover new fields of interest and to be inspired.


Tuesday, January 17, 2012

Statistical Inference with high-frequency financial data

Location: Building 9 - 3125

Ito's semimaringales are widely used in modeling the asset prices in financial markets. Ito's semimaringales can model both continuous and discontinuous components. In recent years, the availability o ... more