Vorlesen

Winter Term 2017/18

Der Inhalt dieser Seite ist aktuell nur auf Englisch verfügbar.

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.

October 6:

Efstathia Bura (Institute of Statistics and Mathematical Methods in Economics, TU Wien):
Near-equivalence in Forecasting Accuracy of Linear Dimension Reduction Methods in Large Panels of Macro-variables
> Abstract
> Paper n/a yet
> Talk
[Host: Sylvia Frühwirth-Schnatter]

October 20:

Josef Teichmann (Department of Mathematics, ETH Zürich)
Machine Learning in Finance
> Abstract
> Paper n/a
> Talk n/a

[Host: Rüdiger Frey]

November 10:

Natesh S. Pillai (Department of Statistics, Harvard University, USA):
Bayesian Factor Models in High Dimensions
> Abstract
> Paper 1, Paper 2, Paper 3
> Talk
[Host: Sylvia Frühwirth-Schnatter]

November 17:

Johanna F. Ziegel (Institute of Mathematical Statistics and Actuarial Science, University of Bern):
Elicitability and backtesting: Perspectives for banking regulation
> Abstract
> Paper

> Talk
[Host: Rüdiger Frey]

November 24:

Vladimir Veliov (Institute of Statistics and Mathematical Methods in Economics, TU Wien):
Regularity and approximations of generalized equations; applications in optimal control
> Abstract
> Paper 1, Paper 2, Paper 3, Paper 4
> Talk

[Host: Birgit Rudloff]

December 1:

Bernd Bischl (Department of Statistics, Ludwig-Maximilians-Universität München):
Model-Based Optimization for Expensive Black-Box Problems and Hyperparameter Optimization
> Abstract
> Paper

> Talk
[Host: Kurt Hornik]

December 13 (Wednesday 12:30, Brown Bag Seminar):

Stefan Weber (Institute of Probability and Statistics, Leibniz Universität Hannover):
Pricing of Cyber Insurance Contracts in a Network Model
> Abstract
> Paper
> Talk

[Host: Birgit Rudloff]

January 12:

Eric Finn Schaanning (Department of Mathematics, ETH Zürich):
Measuring systemic risk: The Indirect Contagion Index
> Abstract
> Paper

> Talk
[Host: Birgit Rudloff]

January 26:

Daniel Rösch (Department of Business Administration, Universität Regensburg):
Systematic Effects among LGDs and their Implications on Downturn Estimation
> Abstract
> Paper
> Talk n/a
[Host: Kurt Hornik]