Past Event Announcement: 3/26/2008

 

Enhancing Portfolio Performance Using Combinatorial Fusion Analysis

How does a portfolio manager optimize the selection of underlying assets in a portfolio?

If you have thought about this question, don't miss the presentations by two distinguished scholars, Prof Frank Hsu, Clavius Professor of Science at Fordham U, and Prof H.D. Vinod, Director of the Institute for Ethics and Economic Policy at Fordham U. They will present a method to enhance portfolio performance by combining several factors, such as underlying asset probability distribution, existence of unknown parameters, and market trends, using a recently developed method, Combinatorial Fusion Analysis (CFA). They will demonstrate the method using US stock market data.

Due to security concerns, RSVP is mandatory. If you haven't done so, please email a capsule bio of yous to NYTFA dot mail at gmail dot com, so the speakers and other guests can get to know you better. 

Agenda:

  • 5:30-6:00pm: registration
  • 6:00-7:00pm: Prof Frank Hsu & Prof H.D. Vinod: "Enhancing Portfolio Performance Using Combinatorial Fusion Analysis"
  • 7:00-8:30pm: Mixing & dinner

Cost: $30

 

Speakers:

Frank Hsu is Clavius Professor of Science and Professor of Computer and Information Science at Fordham University. He received a Ph.D. From University of Michigan. He has held visiting positions at M.I.T., Boston University, Keio University (as IBM Chair Professor), JAIST (as Komatsu Chair Professor), Taiwan University, and the University of Paris-Sud. He has recently developed Combinatorial Fusion Analysis and studied its application to information fusion and data mining. Dr. Hsu serves currently as Associate Editor of Pattern Recognition Letters and as Editor in Chief (2000-06) and for special issue of the Journal of Interconnection Networks. He is a senior member of IEEE Computer Society and a Fellow of the New York Academy of Sciences.

H.D. Vinod is a professor of Economics and director of the Institute for Ethics and Economic Policy at Fordham University in New York. He received his Ph. D. in Economics from Harvard University, has worked at Bell Laboratories for many years, and had been an expert witness in major anti-trust trials. He has published over a hundred articles in top journals in Econometrics and Statistics. In 1996, he was named a fellow of the Journal of Econometrics. Maharashtra Foundation honored him for outstanding social service in 1998. Vinod has coauthored a Marcel Dekker monograph on regression methods and Wiley monograph "Preparing for the Worst: Downside Risk in Stock Market Investing".