Speaker: Nazish Shahid
Affiliation: Forman Christian College (Pakistan)


To identify the market components contributing to ticklish credit loss, the annual equity returns of Pakistan Stock Exchange (PSX)-KSE 30 will be assessed through Machine Learning (ML) calibration techniques. Assets’ co-movement with respect to market index will be examined in reference to auto-correlation phenomenon prior to the use of one-factor Capital Asset Pricing Model (CAPM). ‘Is it effective to incorporate the technique of longer overlapped time period returns in the results as compared to daily returns for future investment decisions?’ will be briefly contemplated. Moreover, the identification of assets, conducted in the first part of analysis, will be compared with optimized portfolio equities obtained through active-returns’ risk-return ratio against the market benchmark.

About Statistics, modelling and operations research seminars

Students, staff and visitors to UQ are welcome to attend our regular seminars.

The events are jointly run by our Operations research and Statistics and probability research groups.

The Statistics, modelling and operations research (SMOR) Seminar series seeks to celebrate and disseminate research and developments across the broad spectrum of quantitative sciences. The SMOR series provides a platform for communication of both theoretical and practical developments, as well as interdisciplinary topics relating to applied mathematics and statistics.


Priestley Building 67
442 and via Zoom (https://uqz.zoom.us/j/85172010876)