You are cordially invited to attend the talks in seminar room D4.4.008 (Building D4, Entrance A, Level 4) on Fridays at 9:00am.

March 4:

Çağın Ararat (Department of Industrial Engineering, Bilkent University):
Measuring systemic risk via model uncertainty
> Abstract
> Talk

March 11:

Judith Rousseau (Ceremade - Université Paris-Dauphine):
Some results on the behaviour of the posterior distribution of static and dynamic mixture models - parametric and nonparametric cases
! Change of location: D4.0.144 (Building D4, Level 0)
> Abstract
> Paper
> Talk

April 8:

Gunther Leobacher (Institut für Finanzmathematik und Angewandte Zahlentheorie, Johannes Kepler Universität Linz):
QMC methods in quantitative finance, tradition and perspectives
> Abstract   
> Papers   
> Talk

April 15:

Andreas Löhne (Institut für Mathematik, Friedrich-Schiller-Universität Jena):
On the Dual of the Solvency Cone
> Abstract   
> Paper
> Talk

April 22:

Ruggero Bellio (Department of Economics and Statistics, University of Udine):
Fixed-effects estimation of 2PL models
> Abstract
> Talk

April 29:

Cristiano Varin (Dipartimento di Scienze Ambientali, Informatica e Statistica (DAIS), Università Ca'Foscari Venezia):
Composite likelihood estimation for spatial clustered binary data
> Abstract   
> Paper
> Talk

May 13:

Marica Manisera and Paola Zuccolotto (Department of Quantitative Methods, University of Brescia):
Analyzing human perceptions from survey data with Nonlinear CUB models
> Abstract   
> Papers   
> Talk   
> R functions with explaining paper

May 20:

Brendan Murphy (School of Mathematical Sciences, University College Dublin):
Model-based clustering for multivariate categorical data
> Abstract   
> Paper 1, Paper 2
> Talk

June 3:

Luc Bauwens (CORE - Center for Operations Research and Econometrics, Université catholique de Louvain, Louvain-la-Neuve, Belgium):
Autoregressive Moving Average Infinite Hidden Markov-Switching Models   
> Abstract   
> Paper   
> Paper appendix   
> Talk

June 10:   

Peter Bühlmann (Seminar for Statistics, Department of Mathematics, ETH Zürich):
Hierarchical high-dimensional statistical inference
> Abstract
> Paper
> Talk

Thursday, June 16:

Johanna Nešlehová and Christian Genest (Department of Mathematics and Statistics, McGill University, Montréal, Canada):
Estimating extremal dependence using B-splines
! Change of time and location: D4.0.127 (Building D4, Level 0), 14:30-15:30
> Abstract
> Paper
> Talk