Jana Hlavinová and Gabriela Kováčová won SIAM-FME Conference Paper Prize
Both first prizes of the SIAM-FME Conference Paper Prize went to the Institute for Statistics and Mathematics!
Jana Hlavinová won with her paper:
T. Fissler, R. Frongillo, J. Hlavinová, B. Rudloff (2021): Forecast Evaluation of Quantiles, Prediction Intervals, and other Set-Valued Functionals. Electronic Journal of Statistics 15(1), 1034-1084.
Gabriela Kováčová won with her paper:
G. Kováčová, B. Rudloff, I. Cialenco: Acceptability maximization. Submitted.
The prizes are awarded by the SIAM Activity Group on Financial Mathematics and Engineering (SIAG/FME).