Dynamic statistical uncertainty and decision making

In many financial situations we need to make decisions using statistical observations. In this talk, we will look at how this can be done in a consistent way, incorporating quantification of statistical uncertainty in our... [ view full abstract ]

In many financial situations we need to make decisions using statistical observations. In this talk, we will look at how this can be done in a consistent way, incorporating quantification of statistical uncertainty in our objectives, while still allowing tractable approximations and the incorporation of new information.