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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