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Next Dates: - Introduction to QuantLib Development with Luigi Ballabio, September 2 - 4, 2013 - £1700

 

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Tue, 16 Oct 2012 14:24:12 GMT

Attention conservation notice: Self-promotion, based on unpublished papers. At the Columbia University Applied Math department: "LICORS: Light Cone Reconstruction of States for Non-parametric Forecasting of Spatiotemporal Processes" Abstract: We present a new, non-parametric forecasting method for data where continuous values are observed discretely in space and time. Our method, "light-cone reconstruction of states" (LICORS), uses physical principles to identify predictive states which are...

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