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Berkeley–Columbia Meeting in Engineering and Statistics
March 24, 2016 @ 8:00 am - March 25, 2016 @ 5:00 pm
The Berkeley-Columbia Meeting provides an interdisciplinary forum for research in Engineering, Finance, Mathematics and Statistics. CDAR’s Co-Directors, Robert Anderson and Lisa Goldberg, gave talks on PCA with Model Misspecification and Identifying Financial Risk Factors with a Low-Rank Sparse Decomposition, respectively. The inaugural session of the conference was hosted by UC Berkeley.