Financial Statistics/Marketing Seminar

Sponsored by SORA - the Southern Ontario Chapter of the American Statistical Association and the Southern Ontario Regional Association of the Statistical Society of Canada. This seminar is co-sponsored by the Bank of Nova Scotia and the Royal Bank and is the sixth in a series.

Everyone is welcome to attend. There is no fee for these seminars, but space is limited so pre-registration is essential.

Speaker:

Hugh Chipman
Associate Professor, Statistics & Actuarial Science, University of Waterloo

Date:

Thursday October 5, 2000

Time:

2:00 - 5:00 p.m.

Location:

Royal Bank Training Centre
20 King Street West
10th Floor, Laurentian Room
Toronto

Take the King Subway exit on the north-west side of King and Yonge.

Topic

Tree models: Roots and Recent Branches

Trees provide flexible and often interpretable way to model data. By using one or more explanatory variables and a tree-structured set of questions, tree models segment a population into groups of similar objects. This talk will provide an introduction and overview of tree models, such as CART and C4.5. Topics will include tree construction and validation, and combination of multiple tree models. Some of my recent research on forests of trees and tree models containing linear regressions will also be discussed. Techniques will be illustrated using real examples from several domains, including financial andmarketing applications.

Program

About the Speaker

Dr. Hugh Chipman received his Bachelor's degree from Acadia University and his Master's and PhD from the University of Waterloo. He was a faculty member at the University of Chicago Graduate School of Business from 1994-97, and is now an associate professor at the University of Waterloo. His research interests include tree models, model selection in regression problems, and data mining.

Please RSVP

Due to limited space, we require all attendees to preregister with Tamara Arenovich, Vice-Chair, SORA Committee for Financial Statistics & Marketing, no later than Friday, September 29:

Tamara Arenovich
Statistical Consultant
Centre for Academic Technology
University of Toronto
Phone: (416) 978-5128
Fax: (416) 978-7705
E-mail: tamara.arenovich@utoronto.ca

For those who register colleagues and guests for this seminar, please make sure that you include the name, phone number, company name/institution name, e-mail address and fax number of those people so that we will have a proper record in our system.

For more information about this seminar and other SORA events and activities, please contact either Tamara or Ivan Hon, Chair, SORA Committee for Financial Statistics & Marketing:

Ivan Hon
Senior Technical Manager
Retail Marketing
The Bank of Nova Scotia
602-100 Yonge Street,
Toronto, Ontario M5H 1H1
Phone: (416) 933-1493
E-mail: ivan.hon@scotiabank.com