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 1, 2019

Stefan Thurner (Center for Medical Statistics, Informatics, and Intelligent Systems, Medical University of Vienna):
Elimination of systemic risk in financial markets
> Abstract
> Talk
[Host: Birgit Rudloff]

March 8, 2019

Antonietta Mira (Data Science Lab, Institute of Computational Science, Università della Svizzera italiana, Switzerland and Università dell’Insubria, Italy):
Bayesian dimensionality reduction via identifications of data intrinsic dimensions
> Abstract
> Talk
[Host: Sylvia Frühwirth-Schnatter]

March 15, 2019

Harald Baayen (Department of Linguistics, University of Tübingen):
Wide learning in language modeling
> Abstract
> Paper 1, Paper 2
> Talk
[Host: Kurt Hornik]

March 29, 2019

Simon Wood (School of Mathematics, University of Bristol):
Large smooth models for big data and space time modelling of daily pollution data
> Abstract
> Paper 1, Paper 2
> Talk
[Host: Kurt Hornik]

April 5, 2019

Nadja Klein (School of Business and Economics, Humboldt-Universität zu Berlin):
Implicit Copulas from Bayesian Regularized Regression Smoothers
> Abstract
> Paper
> Talk
[Host: Sylvia Frühwirth-Schnatter]

April 12, 2019

Michaela Szölgyenyi (Department of Statistics, University of Klagenfurt):
Convergence order of Euler-type schemes for SDEs in dependence of the Sobolev regularity of the drift
> Abstract
> Paper, Preprint
> Talk
[Host: Rüdiger Frey]

May 3, 2019

Radu Ioan Boţ(Faculty of Mathematics, University of Vienna):
Proximal algorithms for nonconvex and nonsmooth minimization problems
> Abstract
> Paper 1, Paper 2
> Talk
[Host: Birgit Rudloff]

May 10, 2019

Sylvia Kaufmann (Study Center Gerzensee):
The bank lending channel in Switzerland: Capturing cross-section heterogeneity and asymmetry over time
> Abstract
> Talk
[Host: Sylvia Frühwirth-Schnatter]

May 17, 2019

Raffaele Argiento (ESOMAS Department, University of Torino):
From infinity to here: a Bayesian nonparametric perspective of finite mixture models
> Abstract
> Talk
[Host: Gregor Kastner]

May 24, 2019

Katia Colaneri (Faculty of Mathematics and Physical Sciences, University of Leeds):
A class of recursive optimal stopping problems with an application to stock trading
> Abstract
> Talk
[Hosts: Zehra Eksi-Altay, Rüdiger Frey]

June 28, 2019

Andreea Minca (School of Operations Research and Information Engineering, Cornell University, USA):
(In)Stability for the Blockchain: Deleveraging Spirals and Stablecoin Attacks
> Abstract
> Paper
> Talk
[Host: Zehra Eksi-Altay]

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