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Die Erholunsgzone vor dem D4 Gebäude über dem Brunnen.

Summer Term 2018

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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]
June 15:

Peter Filzmoser (Institute of Statistics and Mathematical Methods in Economics, TU Wien):
Robust and sparse estimation methods for linear and logistic regression in high dimensions

> Abstract
> Preprint, Paper


> Talk


[Host: Kurt Hornik]
June 22:

John M. Maheu (DeGroote School of Business, McMaster University, Hamilton, Canada):

Nonparametric Dynamic Conditional Beta

> Abstract


> Paper


> Talk


[Host: Sylvia Frühwirth-Schnatter]