BBS Winter Term 2017/18
Winter Term 2017/18
The PhD Research Seminar in Mathematics for Economics and Business takes place on Wednesdays from 12:30 to 13:30 in seminar room D4.4.008 (Building D4, Entrance A, Level 4).
The seminar is a forum where PhD students and postdocs present their research projects; work in progress is fully ok. Moreover, some more senior faculty members talk about their work.
October 4: no seminar
Riccardo Rastelli: Statistical analysis of the diversification of exposures in the Austrian interbank market
Andrea Wagner: The Manhattan way of simplification
October 25: no seminar
Luke Tierney (Department of Statistics and Actuarial Science, The University of Iowa): ALTREP: A framework to support alternate representations of basic R objects
Zehra Eksi-Altay: Markov-switching Factor Models: Financial Applications and Estimation
Jana Matyasovska: Elicitability and Identifiability of Systemic Risk Measures
Christian Diem: Determining Capital Requirements Based on a Measure of Systemic Risk In a Multi Period Model with Common Risk Factors of Bank Assets
Lukas Sablica: mistr: A Computational Framework for Univariate Mixture and Composite Distributions
Stefan Weber (Institute of Probability and Statistics, Leibniz Universität Hannover): Pricing of Cyber Insurance Contracts in a Network Model
Laura Vana: Statistical modeling approaches in the assessment of creditworthiness
January 31: tba