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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