| Date | Jun 08, 2016 |
|---|---|
| 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.
