Summer Term 2018
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 16: TWO TALKS
// 9:00-10:30 //
Jin Ma (Department of Mathematics, University of Southern California, Los Angeles, USA):
Optimal Dividend and Investment Problems under Sparre Andersen Model
> Abstract
> Paper
> Talk
[Host: Birgit Rudloff]
// 10:30-12:00 //
Andrzej Ruszczynski (Department of Management Science & Information Systems, Rutgers Business School, Newark, USA):
Risk-Averse Control of Partially Observable Markov Systems
> Abstract
> Paper
> Talk
[Host: Birgit Rudloff]
March 23:
Cosimo-Andrea Munari (Department of Banking and Finance, University of Zurich):
Existence, uniqueness and stability of optimal portfolios of eligible assets
> Abstract
> Paper
> Talk
[Host: Birgit Rudloff]
April 13:
Marica Manisera and Paola Zuccolotto (both: Department of Economics and Management, UNIBS-Università degli Studi di Brescia):
Basketball data science
> Abstract
> Paper 1, Paper 2, Material
> Talk
[Host: Thomas Rusch]
April 18:
***Change of date and time***: WEDNESDAY, April 18, 12:30 (Brown Bag Seminar)
Eric Eisenstat (School of Economics, The University of Queensland, Brisbane, Australia):
Efficient Estimation of Structural VARMAs with Stochastic Volatility
> Abstract
> Talk
[Hosts: Gregor Kastner, Sylvia Frühwirth-Schnatter]
April 27:
Nicole Bäuerle (Institute of Stochastics, Karlsruhe Institute of Technology):
Optimal Control of Partially Observable Piecewise Deterministic Markov Processes
> Abstract
> Paper
> Talk
[Host: Rüdiger Frey]
May 4:
Ioannis Kosmidis (Department of Statistics, University of Warwick):
Location-adjusted Wald statistics
> Abstract
> Paper
> Talk
[Host: Kurt Hornik]
May 25:
Kemal Dinçer Dingeç (Department of Industrial Engineering, Altınbaş University):
Evaluating CDF and PDF of the Sum of Lognormals by Monte Carlo Simulation
> Abstract
> Talk
[Host: Josef Leydold]
June 8:
Wayne Oldford (Department of Statistics and Actuarial Science, University of Waterloo):
Exploratory visualization of higher dimensional data
> Abstract
> Talk
> Selected Papers / Further Material
[Host: Kurt Hornik]