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BIOS SEMINAR SERIES: Parsimonious Modeling of Chronological Data


Featuring DR. RAJA VELU DEPARTMENT OF BIOSTATISTICS AND DATA SCIENCE Professor of Managerial Statistics Syracuse University

An important feature of chronological datais the dependence of the present on the past. Extracting this dependence is very important to make reasonable predictions into the future. I will discuss methodologies methods that deal with joint modeling of multiple time series. The talk will cover practical issues involved in developing anagile forecasting system.

Dr. Velu's current research interests include large dimensional forecasting, statistical methodology, algorithmic trading and big data issues. He is also affiliated with leading technology and financial companies; such asYahoo!, Microsoft Research, IBM-Almaden, and Google.


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