Read out

Summer Term 2018

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 16: TWO TALKS

// 9:00-10:30 //
Jin Ma
(De­part­ment of Mathem­at­ics, Uni­versity of South­ern Cali­for­nia, Los Ange­les, USA):
Op­timal Di­vidend and In­vest­ment Prob­lems un­der Sparre Ander­sen Model

> Ab­stract
> Pa­per
> Talk
[Host: Birgit Rud­loff]

// 10:30-12:00 //
Andrzej Ruszczyn­ski
(De­part­ment of Man­age­ment Science & In­form­a­tion Sys­tems, Rut­gers Busi­ness School, Ne­wark, USA):
Risk-A­verse Con­trol of Par­tially Ob­serv­able Markov Sys­tems
> Ab­stract
> Pa­per
> Talk
[Host: Birgit Rud­loff]

March 23:

Cosimo-Andrea Mun­ari (De­part­ment of Bank­ing and Fin­ance, Uni­versity of Zurich):
Ex­ist­ence, unique­ness and sta­bil­ity of op­timal port­fo­lios of eli­gible as­sets
> Ab­stract
> Pa­per
> Talk
[Host: Birgit Rud­loff]

April 13:

Mar­ica Man­isera and Paola Zuc­colotto (both: De­part­ment of Eco­nom­ics and Man­age­ment, UNIB­S-Uni­versità de­gli Studi di Bres­cia):
Bas­ket­ball data science
> Ab­stract
> Pa­per 1, Pa­per 2, Ma­ter­ial

> Talk
[Host: Tho­mas Rusch]

April 18:
***Change of date and time***: WED­NES­DAY, April 18, 12:30 (Brown Bag Sem­inar)

Eric Ei­s­en­stat (School of Eco­nom­ics, The Uni­versity of Queensland, Bris­bane, Aus­tralia):
Ef­fi­cient Es­tim­a­tion of Struc­tural VARMAs with Stochastic Volat­il­ity
> Ab­stract
> Talk
[Hosts: Gregor Kast­ner, Sylvia Frühwirth-Schnat­ter]

April 27:

Nicole Bäuerle (In­sti­tute of Stochastics, Karls­ruhe In­sti­tute of Tech­no­logy):
Op­timal Con­trol of Par­tially Ob­serv­able Piece­wise De­termin­istic Markov Pro­cesses
> Ab­stract
> Pa­per

> Talk
[Host: Rüdi­ger Frey]

May 4:

Ioan­nis Kos­midis (De­part­ment of Stat­ist­ics, Uni­versity of War­wick):
Loca­tion-­ad­jus­ted Wald stat­ist­ics
> Ab­stract
> Pa­per

> Talk
[Host: Kurt Hornik]

May 25:

Kemal Dinçer Dingeç (De­part­ment of In­dus­trial En­gin­eer­ing, Altınbaş Uni­versity):
Evalu­at­ing CDF and PDF of the Sum of Lognor­mals by Monte Carlo Sim­u­la­tion
> Ab­stract
[Host: Josef Ley­dold]

June 8:

Wayne Old­ford (De­part­ment of Stat­ist­ics and Ac­tu­ar­ial Science, Uni­versity of Wa­ter­loo):
Ex­plor­at­ory visu­al­iz­a­tion of higher di­men­sional data

> Ab­stract
[Host: Kurt Hornik]

June 15:

Peter Filzmoser (In­sti­tute of Stat­ist­ics and Mathem­at­ical Meth­ods in Eco­nom­ics, TU Wien):
Ro­bust and sparse es­tim­a­tion meth­ods for lin­ear and lo­gistic re­gres­sion in high di­men­sions
> Ab­stract
> Pre­print, Pa­per

[Host: Kurt Hornik]

June 22:

John M. Ma­heu (De­G­roote School of Busi­ness, Mc­Mas­ter Uni­versity, Hamilton, Canada):
Non­para­met­ric Dy­namic Con­di­tional Beta
> Ab­stract
> Pa­per
[Host: Sylvia Frühwirth-Schnat­ter]