MVA - Covariance Correlation and Summary

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MVA - Covariance Correlation and Summary

Presents multivariate statistical analysis in a comprehensive way, including the most useful approaches to multi-dimensional data Features numerous examples and exercises, including real-world applications Provides the underlying R and MATLAB or SAS code, equipping readers to reproduce all computations.

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  • 4 Students Enrolled
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General Overview

Description

Presents multivariate statistical analysis in a comprehensive way, including the most useful approaches to multi-dimensional data Features numerous examples and exercises, including real-world applications Provides the underlying R and MATLAB or SAS code, equipping readers to reproduce all computations.

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Meet the instructors !

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About the Instructor

Research Interest

  • Risk Models
  • Machine Learning
  • Text Mining
  • NFTs, blockchain, Crypto Currencies

 

Publications

K-expectile clustering (with Wolfgang Karl Härdle and Yingxing Li)

Tail Event Driven Factor Augmented Dynamic Model (with Weining Wang)

 

Work in Progress

The DAI - Digital Art Index  (with Min-Bin Lin, Wolfgang Karl Härdle, Christian Hafner, Artnet)

Understanding NFTs (with Min-Bin Lin, Bruno Spilak)

VizTech & CryptoPunks (with Min-Bin Lin, Wolfgang Karl Härdle)