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 SAS, the Bank of Nova Scotia, the Royal Bank and Trans Union of Canada and is the twentieth in a series.

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

Guest Speaker:	Victor Zurkowski Generation5 Mathematical technologies in marketing models
Date:	Wednesday, September 29, 2004
Time:	2:00 - 3:30 pm
Place:	Productivity Room RBC Training Centre 10th Floor, 20 King Street West, Toronto Take the King Subway exit on the north-west side of King and Yonge. For those who drive, please don't park on any main streets (King, Yonge, Bay or Adelaide); cars will be towed away from 3:00 to 6:00 p.m.

ABOUT THE SPEAKER

Dr. Victor Zurkowski is a technical consultant with experience in Predictive Modeling, Data Mining, and Clustering applied to Marketing. Since 2001 he has worked at Generation5, where he has lead projects for retail, service, and financial industries. He holds advanced degrees in Mathematics and Statistics from leading North-American universities. Dr. Zurkowski brings to projects several years of experience in Statistical Analysis, the ability to frame business problems technically and to determine the leading edge analytic tools that best leverage data to solve each problem.

ABSTRACT

Generation5 business is founded on three pillars: databases, data-mining software, and marketing consulting. As a statistician working at G5, I have access to the three aspects of the business. I will present an example of how G5 tools are currently applied. I will also show how theoretical results from non-parametric regression relate to our work at G5.

G5 data-base, the role of modeled data in applications, modeled data as a data relative to a "virtual consumer".

Review of the main results in non-parametric regression:

different smoothing parameters: fixed radius, fixed number of neighbours, zeroth and first order local regression regression;

large sample L2 convergence/divergence results;

residual sum of squares asymptotic expansion in terms of the number of neighbours and non-parametric estimation of R-square.

Project example: where can I find good responders to my next campaign?

a synthetic population made of "responders" and "virtual consumers" and how predictions in the synthetic population relate to the predictions in the real population through Bayes' formula;

application of non-parametric regression.

Please RSVP

If you plan to attend this seminar, please RSVP to Alison Burnham by e-mail. Please contact Alison if you want more information about the SORA Financial Statistics/Marketing Seminars.

Alison Burnham
Chair, SORA Committee for Financial Statistics & Marketing
Exchange Solutions Inc.
(416) 646-7103
aburnham.mobile@exchangesolutions.net

TransUnion

Co-sponsorship for these seminars is provided by SAS, Scotiabank, RBC Financial Group and Trans Union of Canada.

Financial Statistics/Marketing Seminar

Please RSVP

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