AMS Sectional Meeting AMS Special Session

Current as of Sunday, September 20, 2020 03:30:05

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• Virtual Program
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• Program
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• Deadlines
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• Timetable
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• Chronological Index of Talks
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• Registration/Housing/Etc.


• Inquiries: meet@ams.org

Fall Central Sectional Meeting (formerly at University of Texas at El Paso)

• now meeting virtually, MDT (hosted by the American Mathematical Society)
• September 12-13, 2020 (Saturday - Sunday)
• Meeting #1159

Associate secretaries:

Georgia Benkart, AMS benkart@math.wisc.edu

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Update: the 2020 Fall Sectional Meetings will be held VIRTUALLY on their original dates. Further details will be posted as soon as they become available. Please email any questions to Meetings staff.

Special Session on High-Frequency Data Analysis and Applications

• Saturday September 12, 2020, 9:00 a.m.-11:20 a.m.
  Special Session on High-Frequency Data Analysis and Applications, I
  AMS 1, American Mathematical Society
  Organizers:
  Maria Christina Mariani, University of Texas at El Paso
  Michael Pokojovy, University of Texas at El Paso mpokojovy@utep.edu
  Ambar Sengupta, University of Connecticut
  

  • 10:00 a.m.
    Trends and trades.
    Olympia Hadjiliadis*, Hunter College
    (1159-91-144)
  • 10:30 a.m.
    Tail risk monotonicity under temporal aggregation in GARCH(1,1) models.
    Paul Glasserman, Columbia University
    Dan Pirjol*, Stevens Institute of Technology
    Qi Wu, City University of Hong Kong
    (1159-60-45)
  • 11:00 a.m.
    Modeling earthquake series dependencies by using coupled system of stochastic differential equations.
    Osei K. Tweneboah*, Computational Science Program, University of Texas at El Paso, El Paso, Texas
    Maria C. Mariani, Department of Mathematical Sciences, University of Texas at El Paso, El Paso, Texas
    (1159-60-6)
• Saturday September 12, 2020, 1:30 p.m.-4:20 p.m.
  Special Session on High-Frequency Data Analysis and Applications, II
  AMS 1, American Mathematical Society
  Organizers:
  Maria Christina Mariani, University of Texas at El Paso
  Michael Pokojovy, University of Texas at El Paso mpokojovy@utep.edu
  Ambar Sengupta, University of Connecticut
  

  • 1:30 p.m.
    High frequency study of EL Niño Southern Oscillation index.
    Sebastian Jaroszewicz*, National Comision of Atomic Energy
    Maria C. Mariani, Department of Mathematical Sciences, University of Texas at El Paso
    Osei K. Tweneboah, Computational Science Program, University of Texas at El Paso
    Maria P. Beccar-Varela, Department of Mathematical Sciences, University of Texas at El Paso
    (1159-86-151)
  • 2:00 p.m.
    Using SHIFT a laboratory environment to test changes to financial markets.
    Ionut Florescu*, Stevens Institute of Technology
    Thiago Winkler Alves, Stevens Institute of Technology
    Dragos Bozdog, Stevens Institute of Technology
    George Calhoun, Stevens Institute of Technology
    (1159-91-51)
  • 2:30 p.m.
    Determination of classical representations of quantum phenomena through data-enabled high throughput searchers.
    Mark R Pederson*, Dept of Physics, University of Texas at El Paso, El Paso TX
    (1159-05-204)
  • 3:00 p.m.
    Superposed Inverse-Gaussian (IG(a,b)) Ornstein-Uhlenbeck model applied to geophysics and financial data.
    Peter K. Asante*, University of Texas at El Paso
    Maria C. Mariani, University of Texas at El Paso
    William Kubin, University of Texas at El Paso
    Osei K. Tweneboah, University of Texas at El Paso
    (1159-60-25)
  • 3:30 p.m.
    Machine learning-based refinement of stochastic models and oil data analysis.
    Indranil SenGupta*, North Dakota State University
    (1159-91-7)
  • 4:00 p.m.
    "Will They or Won't They?": Predictive Models of Student College Commitment Decisions Using Machine Learning.
    Treena Basu*, Occidental College
    Kanadpriya Basu, Covisus Inc.
    Ron Buckmire, Occidental College
    Nishu Lal, Occidental College
    (1159-62-43)
• Sunday September 13, 2020, 11:00 a.m.-11:20 a.m.
  Special Session on High-Frequency Data Analysis and Applications, III
  AMS 1, American Mathematical Society
  Organizers:
  Maria Christina Mariani, University of Texas at El Paso
  Michael Pokojovy, University of Texas at El Paso mpokojovy@utep.edu
  Ambar Sengupta, University of Connecticut
  

  • 11:00 a.m.
    Analysis of High Frequency Financial Data using Dynamic Fourier Models.
    Md Al Masum Bhuiyan*, Austin Peay State University
    Maria C. Mariani, University of Texas at El Paso
    Maria P. Beccar Varela, University of Texas at El Paso
    Ionut Florescu, Stevens Institute of Technology
    (1159-60-8)
• Sunday September 13, 2020, 1:30 p.m.-4:20 p.m.
  Special Session on High-Frequency Data Analysis and Applications, IV
  AMS 1, American Mathematical Society
  Organizers:
  Maria Christina Mariani, University of Texas at El Paso
  Michael Pokojovy, University of Texas at El Paso mpokojovy@utep.edu
  Ambar Sengupta, University of Connecticut
  

  • 1:30 p.m.
    Minimum-Variance Hedging of Bitcoin Inverse Futures.
    Jun Deng, University of International Business and Economics
    Huifeng Pan, University of International Business and Economics
    Shuyu Zhang, Zhongnan University of Economics and Law
    Bin Zou*, University of Connecticut
    (1159-91-53)
  • 2:00 p.m.
    Application of sequential jump hypothesis testing to oil prices.
    Michael J. Roberts*, North Dakota State University
    (1159-60-10)
  • 2:30 p.m.
    Self-Paced Probabilistic Principal Component Analysis for Data with Outliers.
    Bowen Zhao, Tsinghua University
    Xi Xiao, Tsinghua University
    Wanpeng Zhang, Tsinghua University
    Bin Zhang, Tsinghua University
    Guojun Gan*, University of Connecticut
    Shutao Xia, Tsinghua University
    (1159-62-54)
  • 3:00 p.m.
    Comparing predictive performance of statistical learning models on medical data.
    Francis Biney*, The University of Texas at El Paso
    Maria C. Mariani, The University of Texas at El Paso
    (1159-00-109)
  • 3:30 p.m.
    Relationship between Self-Similar Models and The Lévy Model.
    William Kubin*, University of Texas at El Paso
    Maria C. Mariani, University of Texas at El Paso
    Peter K. Asante, University of Texas at El Paso
    Osei K. Tweneboah, University of Texas at El Paso
    (1159-60-24)
  • 4:00 p.m.
    Quantitative stock market modeling using multivariate geometric random walk.
    Michael Orosz*, The University of Texas at El Paso
    Michael Pokojovy, The University of Texas at El Paso
    Maria C. Mariani, The University of Texas at El Paso
    (1159-62-114)

Inquiries: meet@ams.org

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