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BBS Summer Term 2018

The PhD Research Seminar in Mathematics for Economics and Business ("Brown Bag Seminar") 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. Typically, each presentation is followed up by a short discussion. Moreover, some more senior faculty members talk about their work.

Seminar Schedule

  • March 14 / 12:30 / D4.0.019
    Gregor Kastner: Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?
    [Discussant: Sylvia Frühwirth-Schnatter]
    > Slides  > Paper

  • March 21 / 12:30 / D4.4.008
    Tina Wakolbinger and Vera Hemmelmayr (both: Institute for Transport and Logistics Management, WU): Sustainable logistics and humanitarian supply chains: Research topics and methods

  • April 18 / 12:30 / D4.4.008 (Research Seminar)
    Eric Eisenstat (School of Economics, The University of Queensland, Brisbane, Australia): Efficient Estimation of Structural VARMAs with Stochastic Volatility

  • April 25 / 12:30 / D4.4.008
    Rainer Hirk: mvord: An R Package for Fitting Multivariate Ordinal Regression Models
    > Slides  > Package mvord
    [Discussant: Florian Schwendinger]

  • May 2 / 12:30 / D4.4.008
    Kevin Kurt: A Dynamic Credit Risk Model for European Safe Bonds
    [Discussant: Annalisa Cadonna]

  • May 9 / 12:30 / D4.4.008
    Stefan Voigt (VGSF): Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty

  • May 16 / 12:30 / D4.4.008
    Gabriela Kovacova: Time Consistency of the Mean-Risk Problem and Dynamic Vector Optimization Problems
    [Discussant: Christian Diem]

  • May 23 / 12:30 / D4.4.008
    Annalisa Cadonna: Bayesian spectral modeling for locally-stationary time series
    [Discussant: Sylvia Frühwirth-Schnatter]

  • May 30 / 12:30 / D4.4.008
    Stefan Bachhofner: ReKlaSat 3D - Deep Learning on Satellite Images
    [Discussant: Niklas Schmidinger]

  • June 13 / 12:30 / D4.4.008
    no seminar

  • June 20 / 12:30 / D4.4.008
    Gertraud Malsiner-Walli: Learning the number of components and the number of clusters in Bayesian finite mixture models
    [Discussant: Riccardo Rastelli]

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Research