Statistics at UC Berkeley

Speaker: (Speaker - Featured)
Sep 25, 2018 11:00am 1011 Evans Hall
Speaker: Ben Gum, AXA Rosenberg (Speaker - Featured)
Sep 25, 2018 11:00am 1011 Evans Hall
Abstract:
The one-month return reversal in equity prices was first documented by Jedadeesh (1990), who found that there was a highly significant negative serial correlation in the monthly return series of stocks. This is in contrast to the positive serial correlation of the annual stock returns. Explanations for this effect differ, but the general consensus has been that the trailing one-month return...
Sep 25, 2018 4:00pm Spieker Forum, Chou Hall (6th Fl) Haas School of Business
Abstract:
The Berkeley Master of Financial Engineering Program invites you to join us on September 25 at UC Berkeley's Haas School of Business for a Machine Learning Panel in the Spieker Forum of Chou Hall. Industry veterans will discuss applications of machine learning within their firms / industries and the state of the field. The Haas School of Business is located on the UC Berkeley campus at 2220...
Brett Kolesnik, UC Berkeley
Sep 26, 2018 3:00pm 1011 Evans Hall
Abstract:
The Brownian map is a random non-differentiable surface, homeomorphic to the sphere, which was first identified as a scaling limit of random planar maps (Le Gall 2011 and Miermont 2011). More recently its connections with quantum gravity were established (Miller and Sheffield 2016). In this talk we show that the cut locus of the Brownian map is continuous almost everywhere, and discuss other...
Jeroen P. van der Sluijs, University of Bergen and Utrecht University
Sep 26, 2018 4:00pm 1011 Evans Hall
Abstract:
Scientific assessment of many contemporary risks is plagued by controversy, persistent uncertainty, and polarized societal contexts. Decision makers often become mired in contested evidence, beset by uncertainties and contradictions. This leads to inaction on early warnings, paralysis-by-analysis, and erodes trust in science and its institutions. But why do controversies persist? A new...

Statistics at UC Berkeley: We are a community engaged in research and education in probability and statistics. In addition to developing fundamental theory and methodology, we are actively involved in statistical problems that arise in such diverse fields as molecular biology, geophysics, astronomy, AIDS research, neurophysiology, sociology, political science, education, demography, and the U.S. Census. We have forged strong interdisciplinary links with other departments and areas of study, particularly biostatistics, mathematics, computer science, and biology, and actively seek to recruit graduate students and faculty who can help to build and maintain such links. We also offer a statistical consulting service each semester.