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Neil Shephard
Neil Shephard (born 8 October 1964), FBA, is an econometrician, currently Frank B. Baird Jr., Professor of Science in the Department of Economics and the Department of Statistics at Harvard University. His most well known contributions are: (i) the formalisation of the econometrics of realised volatility, which nonparametrically estimates the volatility of asset prices, (ii) the introduction of the auxiliary particle filter (signal extraction), (iii) the nonparametric identification of jumps in financial economics, through multipower variation, (iv) stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes, known as 'Barndorff-Nielsen-Shephard' models. Early life and education Neil Shephard was born in Plymouth, England, but moved to Norfolk, England, aged one. His mother was Tydfil Shephard (1930-1972), who was a high school teacher. His father is Tom Shephard, who was a Norfolk high school head. Since 1975 Gillian Shephard has been his step-mothe ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Plymouth
Plymouth () is a port city and unitary authority in South West England. It is located on the south coast of Devon, approximately south-west of Exeter and south-west of London. It is bordered by Cornwall to the west and south-west. Plymouth's early history extends to the Bronze Age when a first settlement emerged at Mount Batten. This settlement continued as a trading post for the Roman Empire, until it was surpassed by the more prosperous village of Sutton founded in the ninth century, now called Plymouth. In 1588, an English fleet based in Plymouth intercepted and defeated the Spanish Armada. In 1620, the Pilgrim Fathers departed Plymouth for the New World and established Plymouth Colony, the second English settlement in what is now the United States of America. During the English Civil War, the town was held by the Roundhead, Parliamentarians and was besieged between 1642 and 1646. Throughout the Industrial Revolution, Plymouth grew as a commercial shipping port, handling ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Statistics
Statistics (from German language, German: ''wikt:Statistik#German, Statistik'', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a scientific, industrial, or social problem, it is conventional to begin with a statistical population or a statistical model to be studied. Populations can be diverse groups of people or objects such as "all people living in a country" or "every atom composing a crystal". Statistics deals with every aspect of data, including the planning of data collection in terms of the design of statistical survey, surveys and experimental design, experiments.Dodge, Y. (2006) ''The Oxford Dictionary of Statistical Terms'', Oxford University Press. When census data cannot be collected, statisticians collect data by developing specific experiment designs and survey sample (statistics), samples. Representative sampling as ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Peter Reinhard Hansen
Peter Reinhard Hansen (born June 15, 1968) is the Henry A. Latané Distinguished Professor of Economics at the University of North Carolina at Chapel Hill. He has previously taught at Brown University, Stanford Graduate School of Business, Stanford University, and the European University Institute. Biography Hansen was born in Sorø, Denmark, where he went to Sorø Akademi. He studied mathematics and economics at the University of Copenhagen (M.sc. 1995) under the supervision of Søren Johansen and from 1996 he studied economics University of California, San Diego (Ph.D. 2000) supervised by James D. Hamilton. Hansen is known for his research on volatility, forecasting and cointegration, including the "test for superior predictive ability", which can be used to test whether a benchmark forecast is significantly outperformed by competing forecasts, the Model Confidence Set. He has, in collaboration with Ole E. Barndorff-Nielsen, Asger Lunde, and Neil Shephard, developed the reali ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Oxford-Man Institute
The Oxford-Man Institute of Quantitative Finance is an interdisciplinary research institute of the University of Oxford, England. The institute was co-founded in June 2007 with Man Group plc. It brings together faculty, post-docs and students throughout the university interested in research into the quantitative finance applications of machine learning and data analytics. Faculty The current director of the Oxford-Man Institute is Álvaro Cartea, a Professor of Mathematical Finance at Oxford University, where he is a member of the Mathematical and Computational Finance Group. Álvaro is a founding member and deputy chairman of the Commodities & Energy Markets Association (CEMA). The founding director of OMI was Professor Neil Shephard, who served from 2007 to 2011. Terry Lyons served as director from 2011 to 2015.. Stephen Roberts served as director from 2015 to 2021. Departments of the university currently represented in the membership of the institute include the Computing ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Colin Mayer
Colin Peter Mayer is the Peter Moores Professor of Management Studies at the Saïd Business School at the University of Oxford. He was the Peter Moores Dean of the Saïd Business School between 2006 and 2011. He is a fellow of the British Academy, a fellow of the European Corporate Governance Institute, a fellow of the Royal Society of Arts, and a research fellow of the Centre for Economic Policy Research. He is a professorial fellow of Wadham College, Oxford, an honorary fellow of St. Anne's College, Oxford, and an honorary fellow of Oriel College, Oxford. He is an ordinary member of the Competition Appeal Tribunal and was a member of the UK government Natural Capital Committee. Over the last decade he has made the case against narrow shareholder value maximization by business firms and instead promoted the broader view of business purpose to promote economic and social well-being. Current Activities Colin Mayer has degrees in engineering science and economics (BA, First C ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Econometrics Journal
''The Econometrics Journal'' was established in 1998 by the Royal Economic Society to promote the general advancement and application of econometric methods and techniques to problems of relevance to modern economics. It aims to publish high quality research papers relevant to contemporary econometrics in which primary emphasis is placed on important and original contributions of substantive direct or potential value in applications. It is particularly interested in path-breaking articles in econometrics and empirical economics that address leading cases rather than provide an exhaustive treatment. The journal's editorial process of is overseen by its Managing Editor (Jaap Abbring) and Co-Editors (Victor Chernozhukov, Dennis Kristensen, Michael Jansson, Petra Todd), with the help of a Deputy Managing Editor (Tobias Klein) and an Editorial Office. The Editorial Board is complemented with a large number of first-rate econometricians from around the world who, as Associate Editors, act ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
David F
David (; , "beloved one") (traditional spelling), , ''Dāwūd''; grc-koi, Δαυΐδ, Dauíd; la, Davidus, David; gez , ዳዊት, ''Dawit''; xcl, Դաւիթ, ''Dawitʿ''; cu, Давíдъ, ''Davidŭ''; possibly meaning "beloved one". was, according to the Hebrew Bible, the Kings of Israel and Judah, third king of the Kingdom of Israel (united monarchy), United Kingdom of Israel. In the Books of Samuel, he is described as a young shepherd and Lyre, harpist who gains fame by slaying Goliath, a champion of the Philistines, in southern Canaan. David becomes a favourite of Saul, the first king of Israel; he also forges David and Jonathan, a notably close friendship with Jonathan (1 Samuel), Jonathan, a son of Saul. However, under the paranoia that David is seeking to usurp the throne, Saul attempts to kill David, forcing the latter to go into hiding and effectively operate as a fugitive for several years. After Saul and Jonathan are both killed in battle against the Philistin ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Aarhus University
Aarhus University ( da, Aarhus Universitet, abbreviated AU) is a public research university with its main campus located in Aarhus, Denmark. It is the second largest and second oldest university in Denmark. The university is part of the Coimbra Group, the Guild, and Utrecht Network of European universities and is a member of the European University Association. The university was founded in Aarhus, Denmark, in 1928 and comprises five faculties in Arts, Natural Sciences, Technical Sciences, Health, and Business and Social Sciences and has a total of twenty-seven departments. It is home to over thirty internationally recognised research centres, including fifteen centres of excellence funded by the Danish National Research Foundation. The university has been ranked among the top 100 world's best universities. ''Times Higher Education'' ranks Aarhus University in the top 10 of the most beautiful universities in Europe (2018). The university's alumni include Bjarne Stroustrup, the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Econometric Society
The Econometric Society is an international society of academic economists interested in applying statistical tools to their field. It is an independent organization with no connections to societies of professional mathematicians or statisticians. It was founded on December 29, 1930, at the Statler Hotel in Cleveland, Ohio. Its first president was Irving Fisher. As of 2014, there are about 700 Elected Fellows of the Econometric Society, making it one of the most prevalent research affiliations. New fellows are elected each year by the current fellows. The sixteen founding members were Ragnar Frisch, Charles F. Roos, Joseph A. Schumpeter, Harold Hotelling, Henry Schultz, Karl Menger, Edwin B. Wilson, Frederick C. Mills, William F. Ogburn, J. Harvey Rogers, Malcolm C. Rorty, Carl Snyder, Walter A. Shewhart, Øystein Ore, Ingvar Wedervang and Norbert Wiener. The first president was Irving Fisher. The Econometric Society sponsors the Economics academic journal ''Economet ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Gatsby Foundation
The Gatsby Charitable Foundation is an endowed grant-making trust, based in London, founded by David Sainsbury in 1967. The organisation is one of the Sainsbury Family Charitable Trusts, set up to provide funding for charitable causes. Although the organisation is permitted in its Trust Deed to make general grants within this broad area, its activities have been restricted to a limited number of fields. At the time of writing, these fields are: * Science and Engineering Education * Plant science * Neuroscience * Poverty alleviation in Africa * The arts * Public policy However, these categories are likely to change from time to time. Amongst its activities, the Gatsby Charitable Foundation funds the Gatsby Computational Neuroscience Unit and Sainsbury Wellcome Centre for Neural Circuits and Behaviour at University College London, the Sainsbury Management Fellowships, the Institute for Government based in Carlton House Terrace, and the Sainsbury Laboratory. It has long funded the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
City Of Norwich School
The City of Norwich School, more commonly known as CNS, is a coeducational secondary school and sixth form with academy status in Norwich, England. History In 1910, the Education Committee decided to merge the King Edward VI Middle School in Norwich with the Municipal and Presbyterian Schools for boys to create the new City of Norwich School, a boys' grammar school, which was to be built at Eaton. Grammar school It had around 950 boys in 1960, and around 850 in 1969 when administered by the Norwich Education Committee. Comprehensive It became a comprehensive in 1970 at which point its name changed to Eaton (City of Norwich) School and co-educational in 1971. Three female sixth-formers were admitted in 1972 (Hazel, Marian and Mary.) The school was refurbished in 2007. The Arc is a new building, as is the Skinner Centre. Academy Previously a community school administered by Norfolk County Council, City of Norwich School converted to academy status on 1 September 2014 and is ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
