Fall 2020

SEM217: Philip Stark, UC Berkeley: Evidence-Based Elections

Tuesday, September 15 @ 11:00 - 1:00 PM (ONLINE)

Evidence-Based Elections

Philip Stark, UC Berkeley

ABSTRACT: Elections rely on people, hardware, and software, all of which are fallible and subject to manipulation. Well resourced nation-states continue to attack U.S. elections. Voting equipment is built by private vendors–some foreign, but all using foreign parts. Many states even outsource election results reporting to foreign firms. How can we conduct and check elections in a...

SEM217: Dangxing Chen, UC Berkeley: Modeling the dynamics of the realized variance based on high-frequency data

Tuesday, September 8 @ 11:00 - 12:30 PM (ONLINE)

Modeling the dynamics of the realized variance based on high-frequency data

Dangxing Chen, UC Berkeley

ABSTRACT: This paper studies in some detail a class of continuous-time stochastic volatility models. These models are direct models of daily asset return volatility based on realized measures constructed from high-frequency data. The models are capable of capturing the mean-reversion effect and different rates of innovations. We...