Vorlesen

Summer Term 2017

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.

March 17:

Ju­lie Josse (CMAP, École Poly­tech­nique, Uni­versité Par­is-Saclay):
Reg­u­lar­ized lo­g-b­i­lin­ear mod­els
> Ab­stract
> Talk

[Host: Kurt Hornik]

March 24:

Nic­ola Loper­fido (Di­par­ti­mento di Economia, So­cietà, Polit­ica; Uni­versità de­gli Studi di Urbino "Carlo Bo"):
Mul­tivari­ate Skew­ness for Fin­ite Mix­tures
> Ab­stract   
> Pa­per

> Talk
[Host: Sylvia Frühwirth-Schnat­ter]

March 31:

Thor­sten Schmidt (Ab­teilung für Mathem­at­ische Stochastik, Uni­versität Freiburg):
Un­biased es­tim­a­tion of risk
> Ab­stract   
> Pa­per

> Talk
[Host: Rüdi­ger Frey]

April 7:

Firdevs Ulus (De­part­ment of In­dus­trial En­gin­eer­ing, Bilkent Uni­versity, Ank­ara):
Util­ity Indif­fer­ence Pri­cing un­der In­com­plete Pref­er­ences
> Ab­stract
> Talk
[Host: Birgit Rud­loff]

May 5:

Gernot Müller (In­sti­tut für Mathem­atik, Uni­versität Augs­burg):
Mod­el­ling elec­tri­city prices us­ing pro­cesses with time-vary­ing para­met­ers
> Ab­stract
> Talk: Slides n/a

[Host: Sylvia Frühwirth-Schnat­ter]

May 12:

Nikolaus Hautsch (De­part­ment of Stat­ist­ics and Op­er­a­tions Re­search, Uni­versität Wien):
Volat­il­ity, In­form­a­tion Feed­back and Mar­ket Mi­cro­struc­ture Noise: A Tale of Two Re­gimes
> Ab­stract
> Pa­per

> Talk
[Host: Kurt Hornik]

May 19:

Jo­hanna Nešle­hová and Chris­tian Gen­est (De­part­ment of Mathem­at­ics and Stat­ist­ics, Mc­Gill Uni­versity, Montréal, Canada):
Mod­el­ing clusters of ex­tremes
> Ab­stract
> Pa­per
> Talk
[Host: Rüdi­ger Frey]

June 9:

To­bias Fissler (In­sti­tute of Mathem­at­ical Stat­ist­ics and Ac­tu­ar­ial Science, Uni­versity of Bern):
Test­ing the max­imal rank of the volat­il­ity pro­cess for con­tinu­ous dif­fu­sions ob­served with noise
> Ab­stract   
> Pa­per, Pub­lished pa­per

> Talk
[Host: Rüdi­ger Frey]

June 20:
***Change of loca­tion and time***: Tues­day, June 20, 16:30-18:00, TU Wien, Freihaus Build­ing

Al­ex­an­der Stein­icke (Uni­versität Graz):
Back­ward Stochastic Dif­fer­en­tial Equa­tions and Ap­plic­a­tions
> Ab­stract
> Talk
Vi­enna Sem­inar in Mathem­at­ical Fin­ance and Prob­ab­il­ity, jointly or­gan­ized with TU Wien and Uni­versity of Vi­enna
Loca­tion: TU Wien, Sem­inar room DC rot 07,
Wied­ner Hauptstraße 8, 1040 Wien, "Freihaus" build­ing, red sec­tion, 7th floor.    
[Host: Rüdi­ger Frey]

June 23:

Piotr Fryzlewicz (De­part­ment of Stat­ist­ics, Lon­don School of Eco­nom­ics):
Re­cent ad­vances in mul­tiple change-­point de­tec­tion
> Ab­stract   
> Pa­per 1, Pa­per 2

> Talk
[Host: Kurt Hornik]