Tuesday November 24 2009 12:00 PM Statistics Lab (ORF 213)
Marco Cuturi, ORFE Department, Princeton UniversityWhite Functionals for Anomaly Detection in Dynamical Systems
Tuesday November 24 2009 4:30 PM Sherrerd Hall 101
Tao Huang, University of VirginiaModel Selection for Gaussian Mixture Models and Mixture of Factor Models
Wednesday November 25 2009 12:30 PM BCF 103
Michael Coulon, ORFE, Princeton UniversityThe six-week course on commodity markets will address the various approaches to price modeling, techniques for estimation and calibration to data, and derivative pricing, with a primary focus on energy and electricity prices.