Read out

Winter Term 2017/18

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.

Oc­to­ber 6:

Ef­stathia Bura (In­sti­tute of Stat­ist­ics and Mathem­at­ical Meth­ods in Eco­nom­ics, TU Wien):
Near-equi­val­ence in Fore­cast­ing Ac­cur­acy of Lin­ear Di­men­sion Re­duc­tion Meth­ods in Large Pan­els of Mac­ro-vari­ables
> Ab­stract
> Pa­per n/a yet
> Talk
[Host: Sylvia Frühwirth-Schnat­ter]

Oc­to­ber 20:

Josef Teich­mann (De­part­ment of Mathem­at­ics, ETH Zürich)
Ma­chine Learn­ing in Fin­ance
> Ab­stract
> Pa­per n/a
> Slides n/a

[Host: Rüdi­ger Frey]

Novem­ber 10:

Natesh S. Pil­lai (De­part­ment of Stat­ist­ics, Har­vard Uni­versity, USA):
Bayesian Factor Mod­els in High Di­men­sions
> Ab­stract
> Pa­per 1, Pa­per 2, Pa­per 3
[Host: Sylvia Frühwirth-Schnat­ter]

Novem­ber 17:

Jo­hanna F. Ziegel (In­sti­tut für Mathem­at­ische Stat­istik und Ver­sicher­ungslehre, Uni­versität Bern):
Eli­cit­ab­il­ity and backtest­ing: Per­spect­ives for bank­ing reg­u­la­tion
> Ab­stract
> Pa­per

[Host: Rüdi­ger Frey]

Novem­ber 24:

Vladi­mir Veliov (In­sti­tut für Stochastik und Wirtschafts­mathem­atik, TU Wien):
Reg­u­lar­ity and ap­prox­im­a­tions of gen­er­al­ized equa­tions; ap­plic­a­tions in op­timal con­trol
> Ab­stract
[Host: Birgit Rud­loff]

Decem­ber 1:

Bernd Bis­chl (In­sti­tut für Stat­istik, LMU München):
Bayesian Op­tim­iz­a­tion and Model Se­lec­tion
[Host: Kurt Hornik]

Decem­ber 13 (Wed 12:30, BBS):

Stefan Weber (In­sti­tut für Mathem­at­ische Stochastik, Leib­niz Uni­versität Han­nover)
[Host: Birgit Rud­loff]

Janu­ary 12: tba
Janu­ary 19: tba
Janu­ary 26:

Daniel Rösch (In­sti­tut für Be­trieb­swirtschaftslehre, Uni­versität Re­gens­burg):
Sys­tem­atic Ef­fects among LGDs and their Im­plic­a­tions on Down­turn Es­tim­a­tion
> Ab­stract
[Host: Kurt Hornik]