Winter Term 2021/22
The Institute for Statistics and Mathematics cordially invites everyone interested to attend the talks in our Research Seminar Series.
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On-campus talks take place in the respective auditorium at TC, with the speaker present.
Please take into account 2,5G checks in front of the building (have your green pass/certificate and ID ready).
We aim to stream all on-campus talks via Zoom. A direct link will be posted at each date.
Online talks take place via Zoom. A direct link will be posted at each date.
While it is possible to join a Zoom meeting directly from the browser, it is recommended to download the Zoom desktop or mobile app.
Members of WU may find more information here and download/sign in to Zoom here.
Zoom meetings open for the audience 5 minutes before the scheduled beginning.
Schedule:
Friday, October 8, 2021
// 9:00-10:30 // on-campus talk: room TC.3.21
Thorsten Schmidt (Department of Mathematical Stochastics, University of Freiburg):
Arbitrage Principles in Insurance
> Abstract
> Talk n/a
[Host: Rüdiger Frey]
Wednesday, October 20, 2021
// 18:15-19:30 // online talk
Paul McNicholas (Department of Mathematics and Statistics, McMaster University, Hamilton, Canada):
Using Subset Log-Likelihoods to Trim Outliers in Gaussian Mixture Models
> Abstract
> Paper
> Talk n/a
[Host: Gertraud Malsiner-Walli]
Friday, November 5, 2021
// 9:00-10:30 // on-campus talk: room TC.3.21
Achim Zeileis (Department of Statistics, University of Innsbruck):
Strategies and Software for Robust Color Palettes in Data Visualizations
> Abstract
> Talk
[Host: Kurt Hornik]
Friday, November 12, 2021
// 9:00-10:30 // on-campus talk: room TC.3.21
Ville Satopää (Technology and Operations Management, INSEAD):
Herding in Probabilistic Forecasts
> Abstract
> Paper
> Talk
[Host: Tobias Fissler]
Friday, November 19, 2021
// 9:00-10:30 // online talk
Herman K. van Dijk (Tinbergen Institute, Erasmus University Rotterdam and Norges Bank):
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil
> Abstract
> Paper, > Online Appendix
> Talk
[Host: Sylvia Frühwirth-Schnatter]Wednesday, November 24, 2021
// 18:15-19:30 // online talk
Stefano M. Iacus (Department of Economics, Management and Quantitative Methods, University of Milan):
Subjective Well-Being and Social Media
> Abstract
> References
> Talk
[Host: Kurt Hornik]Wednesday, December 1, 2021
// 18:15-19:30 // online talk
Alexander J. McNeil (The York Management School, University of York):
Time Series Models With Infinite-Order Partial Copula Dependence
> Abstract
> Paper
> Talk
[Host: Rüdiger Frey]Friday, December 10, 2021
// 9:00-10:30 // online talk
Gael M. Martin (Department of Econometrics and Business Statistics, Monash University, Melbourne, Australia):
Loss-Based Variational Bayes Prediction
> Abstract
> Paper
> Talk
[Host: Sylvia Frühwirth-Schnatter]Friday, January 14, 2022
// 9:00-10:30 // on-campus talk: room TC.4.01
Ursula Laa (Institute of Statistics, BOKU):
Section Pursuit
> Abstract
> Paper
> Talk
[Host: Gertraud Malsiner-Walli]Wednesday, January 19, 2022
// 18:15-19:30 // online talk
Damir Filipović (EPFL and Swiss Finance Institute):
Stripping the Discount Curve – a Robust Machine Learning Approach
> Abstract
> Paper
> Talk n/a
[Host: Zehra Eksi-Altay]
Contact:
Katrin Artner
katrin.artner@wu.ac.at
T: +43 1 31336 4469