MOAC Seminars 2007-2008
During term time, MOAC hosts a weekly joint-DTC seminar series, held in the MOAC Seminar Room (top floor of Coventry House). A free ploughman's lunch is served at 1pm, and the talks start at 1:10pm and finish by 1:45pm. Minibus transport to and from the Gibbet Hill site is usually provided. You are encouraged to sign up to the MOAC events email list.
DTCs Seminar, Fabio Rigat: Neurofinance, a tale of brains and stock
![[Poster]](http://www2.warwick.ac.uk/fac/sci/moac/news_events/seminars/2007-08/2007_10_24.jpg)
Abstract:
Despite of their fundamentally different nature, multivariate recordings of brain activity and of stock prices can be conveniently analysed using flexible stochastic time series models
This talk presents three such modelling frameworks as applied to the analysis of 32-channels electroencefalograms (EEG) recordings and of four major financial indices (DOW, NASDAQ, NYA and S&P500).
The talk will focus on contrasting inferences and predictions for both datasets when the dependence across the time series components is taken either as constant over time or as time-dependent.
For the EEG data, a class of non-parametric time-dependent covariance structures provides a flexible yet interpretable fit of the data dependencies. For the financial time series, a simple parametric time-dependent covariance structure provides the most accurate predictions.
This year's program including future seminar titles and posters can be found on MOAC's online calendar.