Financial Mathematics and Engineering Virtual Talk Series - Session 23
Society for Industrial and Applied Mathematics via YouTube
Overview
Syllabus
Introduction
Motivation
Policy Gradient Method
Sequential Testing
Anytime Valid Tests
Trading Analogy
identifiability
estimators
testing hypotheses
families of tests
unbounded case
parametrized case
next task
return strategies
chosen test
asymptotic power
anytime valid confidence sequence
simple examples
Questions
Taught by
Society for Industrial and Applied Mathematics