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
> Talk 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
> Talk
[Host: Sylvia Frühwirth-Schnatter]

November 17:

Johanna F. Ziegel (Institute of Mathematical Statistics and Actuarial Science, University of Bern):
Elicitability and backtesting: Perspectives for banking regulation
> Abstract
> Paper

> Talk
[Host: Rüdiger Frey]

November 24:

Vladimir Veliov (Institute of Statistics and Mathematical Methods in Economics, TU Wien):
Regularity and approximations of generalized equations; applications in optimal control
> Abstract
> Paper 1, Paper 2, Paper 3, Paper 4
> Talk

[Host: Birgit Rudloff]

December 1:

Bernd Bischl (Department of Statistics, Ludwig-Maximilians-Universität München):
Model-Based Optimization for Expensive Black-Box Problems and Hyperparameter Optimization
> Abstract
> Paper

> Talk
[Host: Kurt Hornik]

December 13 (Wednesday 12:30, Brown Bag Seminar):

Stefan Weber (Institute of Probability and Statistics, Leibniz Universität Hannover):
Pricing of Cyber Insurance Contracts in a Network Model
> Abstract
> Paper
> Talk

[Host: Birgit Rudloff]

January 12:

Eric Finn Schaanning (Department of Mathematics, ETH Zürich):
Measuring systemic risk: The Indirect Contagion Index
> Abstract
> Paper

> Talk
[Host: Birgit Rudloff]

January 26:

Daniel Rösch (Department of Business Administration, Universität Regensburg):
Systematic Effects among LGDs and their Implications on Downturn Estimation
> Abstract
> Paper
> Talk n/a
[Host: Kurt Hornik]