PhD Seminar • Scientific Computation | Quantitative Finance • Bootstrap Methods in Quantitative Finance

Tuesday, September 28, 2021 12:00 pm - 12:00 pm EDT (GMT -04:00)

Please note: This PhD seminar will be given online.

Chendi Ni, PhD candidate
David R. Cheriton School of Computer Science

Supervisors: Professors Yuying Li, Peter Forsyth

In finance, one often needs to estimate market parameters such as the return and risk of assets. One major obstacle in these estimations is the lack of financial data in practice. Statistical bootstrap methods are proposed to overcome this obstacle. In this seminar, we will review the different popular bootstrap methods and discuss the advantages and disadvantages of these methods. In addition, we will discuss the usage of bootstrap methods as a data generating method in optimal asset allocation applications and the challenges involved.

To join this PhD seminar on WebEx, please go to