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Quantitative Finance and the Critical Role of Statistics and Data Science

22 January 2021
Location: Virtual

ISBIS

The second installment of the webinar series will be presented by Professor Kathy Ensor on Friday, 22 January 2021 at 16:00 Milano time (or CET time), or 10:00 AM in New York, 20:30 in Kochi, and 9:00 AM for Prof. Ensor time in Texas. The webinar is for free and you can register here.

Title: “Quantitative Finance and the Critical Role of Statistics and Data Science”.

Abstract: In the last three decades the world has seen dramatic changes in global financial markets. Much of this change is due to the rise of algorithmic trading. Simultaneously the world of statistics and data science has been rapidly changing. I will discuss recent statistical advances in this arena, highlighting the financial problems the statistical innovations are designed to address.

About the Speaker: Katherine Bennett Ensor, PhD, is the Noah G. Harding Professor of Statistics in the George R. Brown School of Engineering at Rice University (USA) where she serves as director of the Center for Computational Finance and Economic Systems (CoFES). She also oversees the development of the Kinder Institute Urban Data Platform, a resource for the greater Houston area. She served as chair of the Department of Statistics from 1999 through 2013. Dr. Ensor, an expert in many areas of modern statistics, develops innovative statistical techniques to answer important questions in science, engineering and business with focus on the environment, energy and finance. She is a fellow of the American Statistical Association, a fellow of the American Association for the Advancement of Science and has been widely recognized for her leadership, scholarship and mentoring. She is President Elect of the American Statistical Association’s (ASA) Board of Directors (2021 – 2022) and served as Vice President of ASA’s Board of Directors from 2016-2018. She is a member of the National Academies Committee on Applied and Theoretical Statistics (CATS) and serves on the Board of Directors of the NSF Institute on Pure and Applied Mathematics (IPAM). Dr. Ensor is currently Editor of ASMBI, the research journal of ISBIS. She holds a BSE and MS in Mathematics from Arkansas State University and a PhD in Statistics from Texas A&M University.

Organizer: Fabrizio Ruggeri - This email address is being protected from spambots. You need JavaScript enabled to view it.

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