Apr 19, 2018 12:30pm to 2:00pm
1011 Evans Hall
Happening As Scheduled
Significant market events such as Flash Crash of 2010 undermine the trust of the capital market system. An ability to forecast such events would give market participants and regulators time to react to such events and mitigate their impact. For this reason, there have been a number of attempts to develop early warning indicators. In this work, we explore one such indicator named Probability of...
Speaker: John Wu, LBL (Speaker - Featured)