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BBS Winter Term 2017/18

Winter Term 2017/18

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.

  • October 4: no seminar

  • October 11:
    Riccardo Rastelli: 
    Statistical analysis of the diversification of exposures in the Austrian interbank market

  • October 18:
    Andrea Wagner
    : The Manhattan way of simplification

  • October 25: no seminar

  • November 8:
    Luke Tierney (Department of Statistics and Actuarial Science, The University of Iowa):
    ALTREP: A framework to support alternate representations of basic R objects

  • November 15:
    Zehra Eksi-Altay:
    Markov-switching Factor Models: Financial Applications and Estimation

  • November 22:
    Jana Matyasovska:
    Elicitability and Identifiability of Systemic Risk Measures

  • November 29:
    Christian Diem:
    Determining Capital Requirements Based on a Measure of Systemic Risk In a Multi Period Model with Common Risk Factors of Bank Assets

  • December 6:
    Lukas Sablica:
    mistr: A Computational Framework for Univariate Mixture and Composite Distributions

  • December 13:
    Stefan Weber (Institute of Probability and Statistics, Leibniz Universität Hannover):
    Pricing of Cyber Insurance Contracts in a Network Model

  • December 20:
    Laura Vana:
    Statistical modeling approaches in the assessment of creditworthiness

  • January 10:
    Florian Schwendinger:
    Predicting Readability Using Natural Language Processing

  • January 17:
    Sercan Gür: 
    Local Alternatives of Signal Detection Tests

  • January 24:
    Darjus Hosszejni:
    Efficient Estimation of Stochastic Volatility Models

  • January 31: no seminar