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BBS Summer Term 2017

Sum­mer Term 2017

The PhD Re­search Sem­inar in Mathem­at­ics for Eco­nom­ics and Busi­ness takes place on Wed­nes­days from 12:30 to 13:30 in sem­inar room D4.4.008 (Build­ing D4, En­trance A, Level 4).

The sem­inar is a forum where PhD stu­dents and postdocs present their re­search pro­jects; work in pro­gress is fully ok. Moreover, some more senior fac­ulty mem­bers talk about their work.

March 8:
Gregor Kast­ner:
Should I Stay or Should I Go? Bayesian In­fer­ence in the Threshold Time Vary­ing Para­meter (TTVP) Model

March 15:

Mi­chael Hauser:
Profit per­sist­ence and stock re­turns

March 22:
no sem­inar

March 29:

Zehra Ek­si-Altay:
Port­fo­lio op­tim­iz­a­tion: a pure jump model with un­ob­serv­able char­ac­ter­ist­ics and lin­ear feed­back ef­fect

April 5:
PhD Hear­ings 12:30-16:20
April 7:
PhD Hear­ings 10:30-12:00

April 12, 19, 26: no sem­inar

May 3:
Mi­chaela Szölgy­enyi:
Util­ity indif­fer­ence pri­cing of cata­strophe de­riv­at­ives in a PDMP model

May 10:
Gab­ri­ela Kováĉova
: Time Con­sist­ency of a Dy­namic Mean-Risk Port­fo­lio Se­lec­tion as a Vector Op­tim­iz­a­tion Prob­lem
! Change of loca­tion:
Sitzungs­saal 2 (Build­ing AD, Level 0)

May 17:
Ka­tia Colaneri: Pairs trad­ing un­der drift un­cer­tainty and risk pen­al­iz­a­tion

May 24:
Ric­cardo Ras­telli: Es­tim­at­ing the num­ber of clusters in a stochastic block model for tem­poral net­works

May 31:
Jean-Bern­ard Sa­lomond
(UPEC): Some prop­er­ties of the Gaus­sian Scale mix­ture prior for Sparse mod­els
> Ab­stract
> Talk

June 7:
An­nal­isa Cadonna
: Local mix­ture mod­els for spec­tral dens­ity es­tim­a­tion

June 14
: no sem­inar

June 21:
Kurt Hornik:
Vari­ations on a Theme by von Mises and Fisher (Part A)

June 28:
Laura Vana:
Dy­namic mod­el­ing of credit risk meas­ures