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Events for September 14, 2009
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Human Factors In Aviation Safety - Sep.14-18, 2009
Mon, Sep 14, 2009
Aviation Safety and Security Program
Conferences, Lectures, & Seminars
HFH 10-1
For more information and to register for Aviation Safety and Security Program courses, please visit http://viterbi.usc.edu/aviation.Audiences: Registered Audiences Only
Contact: Viterbi Professional Programs
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BME 533 (Seminar in Biomedical Engineering)
Mon, Sep 14, 2009 @ 12:30 PM - 01:30 PM
Alfred E. Mann Department of Biomedical Engineering
Conferences, Lectures, & Seminars
BME Faculty Research Overview Presentations:
(Farkas, Madhukar, McNitt-Gray, Weiland)Daniel Farkas, PhD,
Research Professor, Director, Minimally Invasive Surgical Technologies Institute at Cedars-Sinai Medical Center , Los AngelesAnupam Madhukar, PhD,
Kenneth T. Norris Professor of Engineering and Professor of Materials Science,
Biomedical Engineering and PhysicsJill McNitt-Gray, PhD,
Department of Kinesiology, Department of Biomedical Engineering, Department of Biological SciencesJames Weiland, PhD,
Associate Professor, Opthalmology & Biomedical Engineering
Location: Olin Hall of Engineering (OHE) - 132
Audiences: Graduate Students/Faculty
Contact: Mischalgrace Diasanta
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Technical Resume Workshop
Mon, Sep 14, 2009 @ 02:00 PM - 02:30 PM
Viterbi School of Engineering Career Connections
Workshops & Infosessions
Does your resume highlight the skills that will land an interview? Learn how to create a resume that will serve as the marketing tool that will get your foot inside industry's door!
Location: Ronald Tutor Hall of Engineering (RTH) - 211
Audiences: All Viterbi Students
Contact: RTH 218 Viterbi Career Services
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Joint Analysis of Stock Prices and Volatility in a Class of Stochastic Volatility Models with Jumps
Mon, Sep 14, 2009 @ 02:30 PM - 03:30 PM
Daniel J. Epstein Department of Industrial and Systems Engineering
University Calendar
Math Finance ColloquiumMonday, Sept. 14, 2:30-3:30 PM at KAP 414Title: "Joint Analysis of Stock Prices and Volatility in a Class of Stochastic Volatility Models with Jumps"Speaker: Prof. Petra Posedel, University of Zagreb, CroatiaABSTRACT: We introduce a variant of the Barndorff-Nielsen and Shephard stochastic volatility model where the non Gaussian Ornstein-Uhlenbeck process describes some measure of trading intensity like trading volume or number of trades instead of unobservable instantaneous variance. We develop an explicit estimator based on martingale estimating functions in a bivariate model that is not a diffusion, but admits jumps. It is assumed that both the quantities are observed on a discrete grid of fixed width, and the observation horizon tends to infinity. We show that the estimator is consistent and asymptotically normal and give explicit expressions of the asymptotic covariance matrix. Our method is illustrated by a finite sample experiment and a statistical analysis on the International Business Machines Corporation (IBM) stock from the New York Stock Exchange (NYSE) and the Microsoft Corporation (MSFT) stock from Nasdaq during a history of five years.
Location: Kaprielian Hall (KAP) - 414
Audiences: Everyone Is Invited
Contact: Georgia Lum
