Read out

Summer Term 2017

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 17:

Ju­lie Josse (CMAP, École Poly­tech­nique, Uni­versité Par­is-Saclay):
Reg­u­lar­ized lo­g-b­i­lin­ear mod­els
> Ab­stract
> Talk

[Host: Kurt Hornik]

March 24:

Nic­ola Loper­fido (Uni­versità de­gli Studi di Urbino "Carlo Bo"):
Mul­tivari­ate Skew­ness for Fin­ite Mix­tures
> Ab­stract   
> Pa­per

[Host: Sylvia Frühwirth-Schnat­ter]

March 31:

Thor­sten Schmidt (Ab­teilung für Mathem­at­ische Stochastik, Uni­versität Freiburg):
Un­biased es­tim­a­tion of risk
> Ab­stract   
> Pa­per

[Host: Rüdi­ger Frey]

April 7:

Firdevs Ulus (Bilkent Uni­versity):
Util­ity Indif­fer­ence Pri­cing un­der In­com­plete Pref­er­ences
> Ab­stract
[Host: Birgit Rud­loff]

May 5:

Gernot Müller (Uni­versität Augs­burg):
Mod­el­ling elec­tri­city prices us­ing pro­cesses with time-vary­ing para­met­ers
> Ab­stract

[Host: Sylvia Frühwirth-Schnat­ter]

May 12:

Nikolaus Hautsch (Uni­versität Wien):
Volat­il­ity, In­form­a­tion Feed­back and Mar­ket Mi­cro­struc­ture Noise: A Tale of Two Re­gimes
> Ab­stract
> Pa­per

[Host: Kurt Hornik]

May 19:

Jo­hanna Nešle­hová and Chris­tian Gen­est (Mc­Gill Uni­versity, Montréal, Canada):
Mod­el­ing clusters of ex­tremes
> Ab­stract
[Host: Rüdi­ger Frey]

June 9:

To­bias Fissler (In­sti­tute of Mathem­at­ical Stat­ist­ics and Ac­tu­ar­ial Science, Uni­versity of Bern):
Test­ing the max­imal rank of the volat­il­ity pro­cess for con­tinu­ous dif­fu­sions ob­served with noise
> Ab­stract   
> Pa­per

[Host: Rüdi­ger Frey]

June 23:

Piotr Fryzlewicz (Lon­don School of Eco­nom­ics):
Re­cent ad­vances in mul­tiple change-­point de­tec­tion
> Ab­stract   
> Pa­per 1, Pa­per 2

[Host: Kurt Hornik]