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Tuesday, July 26, 2016 - 4:30pm

Amr Elsaify

UPenn

Location

University of Pennsylvania

DRL 4N30

I am planning to first discuss a particular application of principal components to a problem in economics dealing with projecting interest rates, then perhaps mention a few other applications. After that, I'm planning on speaking a bit about the ways in which these computations are done with Matlab. Finally, there is another application of sparse matrices in economics that I may mention.