The joint 8th International Conference of the European Research Consortium for Informatics and Mathematics (ERCIM), on Computational and Methodological Statistics (CMStatistics 2015), and 9th International Conference on Computational and Financial Econometrics (CFE2015) was held at the University of London from 12-14 December 2015.
SMSAS was well-represented with two members of staff, one PhD student, and two recent PhD students giving talks. At CMStatistics 2015, Fabrizio Leisen presented his work with Jim Griffin on Compound Random Measures and Raffaele Argiento presented work on model-based clustering via normalized completely random measure mixtures.
At CFE2015, Sam Oduro presented joint work with Jaideep Oberoi and Jim Griffin on learning about informed trading risk through the dynamic volume-spread relationship, Evangelia Mitrodima (London School of Economics) presented joint work with Jaideep Oberoi and Jim Griffin on Bayesian nonparametric multiple quantile models for forecasting the asset return distribution and Maria Kalli (Canterbury Christ Church University) presented joint work with Jim Griffin on a Bayesian nonparametric time varying vector autoregression model.