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Seminar on Probability and Statistics Thursday January 12 2017 Tokyo 052 1:00-3:00 pm
yuimaGUI: a Graphical User Interface for the yuima Package
Emanuele Guidotti Milan University Abstract The yuimaGUI package provides a user-friendly interface for yuima. It
greatly simplifies tasks such as estimation and simulation of stochastic
processes and it also includes additional tools. Some of them:
data retrieval: stock prices and economic indicators
time series clustering
change point analysis
lead-lag estimation
After a general overview of the whole interface, the yuimaGUI will be
shown in real-time. All the settings and the inner workings will be
discussed in detail. During this second part, you are kindly invited to
ask questions whenever you feel that some problem may arise.
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