I N S I D E : C o N v E N t I o N N E w S AlumS IN BASEBAll C A S t l E I N t h E m o v I E S 165th Convention: Celebrating 175 Years of Psi U The Challenge: Each year, for…
Market Risk Modelling By A.V. Vedpuriswar July 31, 2009 * Volatility * Basics of volatility Volatility is a huge issue in risk management. Volatility is a key parameter in…
1. Motivation Undirected models are useful in many settings. Consider models in exponential family form: Task: Given i.i.d. data, estimate parameters accurately and quickly…