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Contribution

ICTP - Adriatico Guest House - Giambiagi Lecture Hall

Covariance inference (3): Numerical aspects, kernel methods, cross-validation, applications to finance

Organizers

Sandrine Péché (Université Paris, France), Vianney Perchet (CREST, ENSAE, France), Jean Francois Emmanuel Barbier (ICTP, Italy), Local Organiser: Jean Barbier (ICTP)

Co-sponsors