Write a solo term paper about the applications of bootstrap in finance.
Length and organization:
Make use of sections, beginning with Introduction and ending with Discussion/Conclusion, with each other section addressing a point or issue.
Available resources:
No need to use all the references, connecting 3~5 references, but you should highlight the relevance to finance and FinTech in your report.
1. Google AI blog, March 10, 2021 (Wed), by Hanie Sedghi (Google Research) and Preetum Nakkiran (Harvard).
https://ai.googleblog.com/2021/03/a-new-lens-on-understanding.html (Links to an external site.)
2. The Big Data Boostrap (Ariel Kleiner, Ameet Talwalkar, Purnamrita Sarkar, and Michael Jordan, UC Berkeley) in Proc. 29th International Conference on Machine Learning, Edinburgh, 2012.
https://arxiv.org/abs/1206.6415 (Links to an external site.)
3. A Scalable Bootstrap for Massive Data (same authors as in 2). J. Royal Statistical Society, Der B, 76: 795-816, 2014
https://arxiv.org/abs/1112.5016 (Links to an external site.)
4. Estimating Uncertainty for Massive Data Streams (Nicholas Chamandy, Omkar Muralidharan, Amir Najmi, and Siddartha Naidu). Tech. Report, Google, 2012.
https://research.google/pubs/pub43157/ (Links to an external site.)
5. An Introduction to the Poisson bootstrap (Amir Najmi). The Unofficial Google Data Science Blog, 2015.
https://www.unofficialgoogledatascience.com/2015/08/an-introduction-to-poisson-bootstrap26.html (Links to an external site.)
6. Lai-Xing book (2008): Section 1.6, P. 59 (Delta method and parametric bootstrap for likelihood inference).
7. Guo-Lai-Shek-Wong book (2017): Section 2.7 on the approach to bootstrapping martingale regression models (time series of mean returns and volatilities) in portfolio optimization.
8. The Wild Bootstrap with a “Small” Number of “Large” Clusters. Ivan Canay, Andres Santos, Azeem Shaikh. Review of Economics and Statistics, 103:346-363.
https://home.uchicago.edu/amshaikh/webfiles/wild.pdf (Links to an external site.)
Replication data available in Review of Economics and Statistics Dataverse at Harvard Kennedy School in 2021.
https://dataverse.harvard.edu/dataset.xhtml;jsessionid=9c18e64337ff30e060e16108a04f?persistentId=doi%3A10.7910%2FDVN%2FIGYXEF&version=&q=&fileTypeGroupFacet=&fileAccess=&fileSortField=name&fileSortOrder=desc
