Die Erholunsgzone vor dem D4 Gebäude über dem Brunnen.

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