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.
Statistics at UC Berkeley
Dec 13, 2018
Dec 10, 2018
Seminar 217, Risk Management: Sustainable Responsible Investing and the Cross-Section of Return and Risk
Speakers: Saad Mouti, UC Berkeley (Speaker - Featured)
The identification of factors that predict the cross-section of stock returns has been a focus of asset pricing theory for decades. We address this challenging problem for both equity performance and risk, the latter through the maximum drawdown measure. We test a variety of regression-based models used in the field of supervised learning including penalized linear regression, tree-based models,...
Will Perkins, University of Illinois at Chicago
What is the connection between a phase transition in a statistical physics model and the computational complexity of sampling from the given model? In the setting of the hard-core and Potts models on lattices, it is known that in the phase coexistence regime the Glauber dynamics mix slowly. Using some of the same tools used to prove slow mixing (the cluster expansion and Pirogov-Sinai theory), we...
Nina Miolane, Stanford University
Computational Anatomy aims to model and analyze healthy and pathological distributions of organ shapes. We are interested in the computational representation of the brain anatomy using brain MRIs (Magnetic Resonance Imaging). How can we define the notion of brain shapes and how can we learn their distribution in the population? Landmarks’ shapes, curve shapes or surface shapes can be seen as the...
Speakers: Samim Ghamami, Goldman Sachs and UC Berkeley Center for Risk Management Research (Speaker - Featured)
We study the spread of losses and defaults through financial networks focusing on two important elements of regulatory reforms: collateral requirements and bankruptcy stay rules in over-the-counter (OTC) markets. Under "segregated" collateral requirements, one firm can benefit from the failure of another, the failure frees the committed collateral of the surviving firm giving it additional...
Speakers: Ola Mahmoud, University of Zurich (Speaker - Featured)
Diversification is a fundamental concept in financial economics, risk management, and decision theory. From a broad perspective, it conveys the idea of introducing variety to a set of objects. Today, there is general consensus that some form of diversification is beneficial in asset allocation, however its definition is context-dependent and there is no consensus on a widely accepted,...