Difference between revisions of "Rare Events Project"
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# ''Early Warning Methods for Rare Events Detection'', Stevens Innovation Expo - Faculty Poster Session, April 24, 2013 | # ''Early Warning Methods for Rare Events Detection'', Stevens Innovation Expo - Faculty Poster Session, April 24, 2013 | ||
# ''Methods for Detection and Analysis of Rare Events in High-Frequency Financial Data'', The 4th Annual Modeling High Frequency Data in Finance Conference , July 19-22, 2012 | # ''Methods for Detection and Analysis of Rare Events in High-Frequency Financial Data'', The 4th Annual Modeling High Frequency Data in Finance Conference , July 19-22, 2012 | ||
+ | # ''Detection and Analysis of Rare Events in High-Frequency Financial Data'', Stevens Financial Systems Center (FSC) Launch Event, April 17, 2012 | ||
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Revision as of 16:29, 24 July 2017
Publications
- A Study of Rare Events in High-Frequency Financial Data, D. Bozdog, Ph.D. Dissertation, Stevens Institute of Technology, 2014.
- Rare Events Analysis for High-Frequency Equity Data, D. Bozdog, I. Florescu, K. Khashanah, and J. Wang, Proceedings of the 10th International Workshop on Rare Event Simulation, RESIM 2014, Amsterdam.
- Rare Events Analysis of High-Frequency Equity Data, D. Bozdog, I. Florescu, K. Khashanah, and J. Wang, Wilmott Journal (July 2011), 2011(54), pg. 74-81.
- A study of persistence of price movement using High Frequency Financial Data, D. Bozdog, I. Florescu, K. Khashanah, and J. Wang, Chapter in Handbook of Modeling High-Frequency Data in Finance, December 2011.
Presentations
- Application of Rare Events Detection Techniques to Financial Data, Strategy Exploration Meeting: Lockheed Martin and SIT, School of Systems and Enterprises, Stevens Institute of Technology, July 2014.
- Rare Events Analysis for High-Frequency Equity Data, 10th International Workshop on Rare Event Simulation (RESIM 2014), Tinbergen Institute, Amsterdam, August 27-29, 2014
- Early Warning Methods for Rare Events Detection, Stevens Innovation Expo - Faculty Poster Session, April 24, 2013
- Methods for Detection and Analysis of Rare Events in High-Frequency Financial Data, The 4th Annual Modeling High Frequency Data in Finance Conference , July 19-22, 2012
- Detection and Analysis of Rare Events in High-Frequency Financial Data, Stevens Financial Systems Center (FSC) Launch Event, April 17, 2012