CANSSI National Seminar Series (DSAS)
Speaker: Maciej Augustyniak (Université de Montreal)
Associate Professor at the Université de Montreal, is an expert in the areas of mathematical finance, econometrics, and computational statistics.
Title: Multifractal Discrete Stochastic Volatility
Students are invited to also sign up for an informal Q&A with the speaker on the same day from 3:00pm - 4:00pm EST. This is a great way to network with someone who has a wealth of experience working in academia and get advice on our next career steps.
All the relevant information about registering for the talk can be found in the link below:
As part of the CANSSI National Seminar initiative, there will be a journal club meeting open to graduate students in DSAS on Tuesday November 24th at 1:00pm-2:00pm EST to discuss the recommended background paper found below:
• Laurent E. Calvet, Adlai J. Fisher, How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes, Journal of Financial Econometrics, Volume 2, Issue 1, January 2004, Pages 49–83, https://doi.org/10.1093/jjfinec/nbh003
Please take the time to look it over before the talk and meeting if you're interested in attending. The zoom link is in the postscript - I hope to see you all there.
The journal club initiative is supported by CANSSI through funding and access to resources. If you have any questions about the journal club or seminar series please feel free to reach out to me and I’ll get back to you at my earliest convenience.
