Functional framework for high frequency financial data with focus on regression and predictability of intraday price curves

Piotr Kokoszka

http://www.birs.ca/events/2014/5-day-workshops/14w5157/videos/watch/201404281529-Kokoszka.html

Birs- 14w5157: Recent Advances and Trends in Time Series Analysis: Nonlinear Time Series, High Dimensional Inference and Beyond