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Winter Term 2021/22

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The Institute for Statistics and Mathematics cordially invites everyone interested to attend the talks in our Research Seminar Series.

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On-campus talks take place in the respective auditorium at TC, with the speaker present.
Please take into account 2,5G checks in front of the building (have your green pass/certificate and ID ready).
We aim to stream all on-campus talks via Zoom. A direct link will be posted at each date.
Online talks take place via Zoom. A direct link will be posted at each date. 
While it is possible to join a Zoom meeting directly from the browser, it is recommended to download the Zoom desktop or mobile app.
Members of WU may find more information here and download/sign in to Zoom here.
Zoom meetings open for the audience 5 minutes before the scheduled beginning.

Schedule:

  • Friday, October 8, 2021
    // 9:00-10:30 // on-campus talk: room TC.3.21
    Thorsten Schmidt (Department of Mathematical Stochastics, University of Freiburg):
    Arbitrage Principles in Insurance
    > Abstract
    > Talk n/a
    [Host: Rüdiger Frey]
     

  • Wednesday, October 20, 2021
    // 18:15-19:30 //     online talk
    Paul McNicholas (Department of Mathematics and Statistics, McMaster University, Hamilton, Canada):
    Using Subset Log-Likelihoods to Trim Outliers in Gaussian Mixture Models
    > Abstract
    > Paper
    > Talk n/a
    [Host: Gertraud Malsiner-Walli]
     

  • Friday, November 5, 2021
    // 9:00-10:30 //     on-campus talk: room TC.3.21
    Achim Zeileis (Department of Statistics, University of Innsbruck):
    Strategies and Software for Robust Color Palettes in Data Visualizations
    > Abstract
    > Talk
    [Host: Kurt Hornik]
     

  • Friday, November 12, 2021
    // 9:00-10:30 //     on-campus talk: room TC.3.21
    Ville Satopää (Technology and Operations Management, INSEAD):
    Herding in Probabilistic Forecasts
    > Abstract
    > Paper
    > Talk
    [Host: Tobias Fissler]
     

  • Friday, November 19, 2021
    // 9:00-10:30 //     online talk
    Herman K. van Dijk (Tinbergen Institute, Erasmus University Rotterdam and Norges Bank):
    Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil
    > Abstract
    > Paper, > Online Appendix
    > Talk
    [Host: Sylvia Frühwirth-Schnatter]


  • Wednesday, November 24, 2021
    // 18:15-19:30 // online talk
    Stefano M. Iacus (Department of Economics, Management and Quantitative Methods, University of Milan):
    Subjective Well-Being and Social Media
    > Abstract
    > References
    > Talk
    [Host: Kurt Hornik]


  • Wednesday, December 1, 2021
    // 18:15-19:30 // online talk
    Alexander J. McNeil (The York Management School, University of York):
    Time Series Models With Infinite-Order Partial Copula Dependence
    > Abstract
    > Paper
    > Talk
    [Host: Rüdiger Frey]


  • Friday, December 10, 2021
    // 9:00-10:30 //     online talk
    Gael M. Martin (Department of Econometrics and Business Statistics, Monash University, Melbourne, Australia):
    Loss-Based Variational Bayes Prediction
    > Abstract
    > Paper
    > Talk
    [Host: Sylvia Frühwirth-Schnatter]


  • Friday, January 14, 2022
    // 9:00-10:30 // on-campus talk: room TC.4.01
    Ursula Laa (Institute of Statistics, BOKU):
    Section Pursuit
    > Abstract
    > Paper
    > Talk
    [Host: Gertraud Malsiner-Walli]


  • Wednesday, January 19, 2022
    // 18:15-19:30 //     online talk
    Damir Filipović (EPFL and Swiss Finance Institute):
    Stripping the Discount Curve – a Robust Machine Learning Approach
    > Abstract
    > Paper
    > Talk n/a
    [Host: Zehra Eksi-Altay]


Contact:
Katrin Artner
katrin.artner@wu.ac.at
T: +43 1 31336 4469