Wednesday, June 14, 2017
Three PhD supported by CAE grants presented their works at the 2017 Annual Meeting of Canadian Statistical Society, Winnipeg, Canada. Hongcan Lin delivered an oral presentation entitled "Optimal Investment Strategies for Participating Contracts", Danqiao Guo presented "Improved Global Minimum Variance Portfolio via a Dominant Eigenvalue Shrinkage", and Lichen Chen presented “Empirical Likelihood Multiscale Inference of the Scaling Property of Time Series Models”