NY/SIGAPL Meeting Thur 11/19/98: Devon McCormick, "Bayesian Statistics for Finance: Using Dynamic Linear Models" 
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 NY/SIGAPL Meeting Thur 11/19/98: Devon McCormick, "Bayesian Statistics for Finance: Using Dynamic Linear Models"

NOVEMBER MEETING ANNOUNCEMENT of NY/SIGAPL, the New York City Area
chapter of SIGAPL (the ACM Special Interest Group on APL)

Title of Talk:
Bayesian Statistics for Finance: Using Dynamic Linear Models

Speaker: Devon McCormick, Bankers Trust

Thursday, November 19, 1998
  at Philips Electronics North America
  1251 Avenue of the Americas, 20th Floor
  New York, NY
Executive Council Meeting, 5:30 PM; Talk, 6:30 PM

Meeting fee: NY/SIGAPL member, $5; non-member $10

Devon will introduce the basic concepts of Bayesian statistical
methods with some famous examples in this field. He will then
provide an overview of Dynamic Linear Models which incorporate these
Bayesian techniques. We will look at some examples of how these models
can be used for financial forecasting and what advantages they
provide.
        Devons APL career began on an IBM 360 in the early 70s.
Since then, he has worked on numerous systems, APL and otherwise, many
of them in the financial arena. His interests include cellular
automata, the visual display of quantitative information, chaos
theory, and incomplete-information game theory. He can be reached at

__________

Reaching Philips by Subway or Car:
1251 Ave. of the Americas/6th Ave. is between 49th and 50th Streets.
Subway stations nearby:
  Lines B D F: 47-50th Sts. 6th Ave., Rockefeller Center
  Lines N R: 49th St. near 7th Ave. (1 stop north of Times Sq.)
  Line 1: Broadway at 50th St. (1 stop north of Times Sq.)
Pay parking: Outdoor lot at the west end of the block, enter from 49th
(westbound) or 50th (eastbound). Indoor lots, on 50th, between 8th
Ave. and Broadway.
__________

To obtain a free sample copy of the November issue of the NY/SIGAPL

NOTE: CURRENTLY AVAILABLE ONLY BY REGULAR MAIL, OR BY FAX
--For delivery by mail, please be sure to include your FULL postal
address.
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Wed, 25 Apr 2001 03:00:00 GMT  
 
 [ 1 post ] 

 Relevant Pages 

1. NY/SIGAPL Meetings Thur 11/30/00 and Thur 12/07/00

2. NY/SIGAPL Meetings Thur 11/30/00 and Thur 12/07/00

3. NY/SIGAPL Meeting Thur 12/11/97: Alan Graham on his language 0

4. NY/SIGAPL meeting 26 March: "String searchs with Ternary

5. NY/SIGAPL Meeting Thur 5/24/01: Jacob Brickman, "Operation Arrays in APL"

6. NY/SIGAPL Meeting Thur 4/19/01: David Siegel, "Code Control in APL"

7. NY/SIGAPL Meeting Thur 1/25/01: "SHARP APL for LINUX" Andrew MacLeod

8. NY/SIGAPL Meeting Thur 10/19/00: Jim Brown, "SmartArrays"

9. NY/SIGAPL Meeting Thur 9/14/00: Benkard, "Files, Datatypes, and Objects"

10. NY/SIGAPL Meeting Thur 3/16/00: Baelen, "Highlights of APL+Win, Release 3.6"

11. NY/SIGAPL Meeting Thur 2/24/00: Skutt, "APL/Genera, An APL Language Lab"

12. NY/SIGAPL Meeting Thur 9/30/99: Benkard, "It's Round-Up (or -Down) Time"

 

 
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