[FRIAM] TODAY - FRIAM Lecture 12:30p March 21 : Lloyd Lubet - Exploring Econometric Systems with Interactive 3D Graphics

Stephen Guerin stephen.guerin at redfish.com
Wed Mar 21 09:41:57 EST 2007


** Reminder **
** today Wed March 21 **

SPEAKER: Lloyd Lubet
 Corporate Income Taxes
 State of New Mexico

TITLE:  Exploring Econometric Systems with Interactive 3D Graphics

TIME: Wednesday, 21 March @ 12:30 p.m.
LOCATION: Redfish Conference Room, 624 Agua Fria Street

Lunch will be available for $5 purchase

ABSTRACT:
I am interested in exploring financial systems dynamics visually.

1) Baysian Vector Autoregression( with a Gibbs Sampler) has a genetic front-
   end to enhance visual exploration of system dynamics.
   I will focus on Volume interventions on stock market pricing
2) Higher Dimensional Response Surfaces with ColorTime plotting
   See how prices and volumes interact on a surface with time periods
   in different colors
3) Neural Net Time Series will also illustrate the interaction
   between various economic sectors of our economy
4) Time permitting I'll illustrate some things about the Gibbs Sampler




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