Date | Jun 08, 2016 |
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Speaker | Inyoung Kim |

Dept. | Virginia Tech, USA |

Room | 129-406 |

Time | 10:00-12:00, 13:30-14:30 |

In this talk, I briefly explain the Bayesian Paradigm. I then describe how to construct Bayesian hierarchical model and discuss the advantage of this modeling. We further describe flexible Bayesian framework using parametric and nonparametric Bayesian approach. I then explain how to apply parametric and nonparametric Bayesian modeling using finance data.

TEL 02-880-5857,6530,6531 / FAX 02-887-4694