Collaborative Research: Statistical Inference for High Dimensional and High Frequency Data — NSF Award to University of Illinois a
To pursue the promise of the big data revolution, the current project is concerned with a particular form of such data, high dimensional high frequency data (HD2), where series of high-dimensional observations can see new data updates in fractions of milliseconds. With technological advances in data collection, HD2 dat
| Award title | Collaborative Research: Statistical Inference for High Dimensional and High Frequency Data |
|---|---|
| Award ID | 2413953 |
| Awardee | University of Illinois at Chicago |
| City | CHICAGO |
| State | IL |
| Amount obligated | $155,372 |
| Principal investigator | Lan Zhang |
| Program | STATISTICS |
| Start date | 07/01/2024 |
| Abstract | To pursue the promise of the big data revolution, the current project is concerned with a particular form of such data, high dimensional high frequency data (HD2), where series of high-dimensional observations can see new data updates in fractions of milliseconds. With technological advances in data collection, HD2 data occurs in medicine (from neuroscience to patient care), finance and economics, geosciences (such as earthquake data), marine science (fishing and shipping), and, of course, in in |
| Source | NSF Awards |
$799/mo
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