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Summer Term 2020

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The Institute for Statistics and Mathematics cordially invites everyone interested to attend the talks in our Research Seminar Series in seminar room D4.4.008 (Building D4, Entrance A, Level 4) on Fridays at 9:00am.
No registration required.

March 6, 2020

// 09:00-10:10 //
Bettina Grün (Institute of Applied Statistics, Johannes Kepler University Linz):
Shrinkage Priors for Sparse Latent Class Analysis
> Abstract
> Talk

March 11, 2020 - WEDNESDAY

// 12:15-13:25 //
Paul Eisenberg (Department of Mathematical Sciences, University of Liverpool):
A roller coaster: Energy markets, Suboptimal control and Pensions.
> Abstract
> Talk

March 13, 2020 - TWO TALKS

// 9:00-10:10 //
Sebastian Lerch (Institute for Stochastics, Karlsruhe Institute of Technology):
Deep learning models for distributional regression
> Abstract
> Talk

// 11:00-12:10 //
Tobias Fissler (Institute for Statistics and Mathematics, WU Wien):
Mind the Efficiency Gap
> Abstract
> Talk

March 20, 2020 

// 9:00-10:10 //  !! CANCELLED !!
Johannes Heiny (Faculty of Mathematics, Ruhr University Bochum):
Recent advances in large sample correlation matrices and their applications
> Abstract
> Paper 1, Paper 2

// 11:00-12:00 //  !! CANCELLED !!
Alexander J. McNeil (The York Management School, University of York):
Modelling volatility with v-transforms
> Abstract
[Host: Rüdiger Frey]

March 25, 2020 - WEDNESDAY

// 12:15-13:25 //  !! CANCELLED !!
Tobias Kley (School of Mathematics Research, University of Bristol):
Integrated copula spectral densities and their applications
> Abstract

March 27, 2020

// 9:00-10:10 //  !! CANCELLED !!
Yannick Hoga (Department of Economics, University of Duisburg-Essen):
The Uncertainty in Extreme Risk Forecasts from Covariate-Augmented Volatility Models
> Abstract
> Paper

April 3, 2020 - no seminar
April 24, 2020 - no seminar
April 29, 2020 - WEDNESDAY, 12:15 pm - !! CANCELLED !!

Susana Campos Martins (Climate Econometrics, Nuffield College)
[Host: Sylvia Frühwirth-Schnatter]

May 8, 2020  !! CANCELLED !!

Hannes Leeb (Department of Statistics and Operations Research, University of Vienna)
Prediction when fitting simple models to high-dimensional data
> Abstract
> Paper
[Host: Kory D. Johnson]

May 15, 2020  !! CANCELLED !!

Luca Rossini (Department of Econometrics and Operational Research, Vrije Universiteit Amsterdam)

June 5, 2020  !! CANCELLED !!

Herman K. van Dijk (Tinbergen Institute, Erasmus University Rotterdam and Norges Bank):
Structure and Workings of Forecast Density Combinations
[Host: Sylvia Frühwirth-Schnatter]

June 19, 2020  !! CANCELLED !!

Ville Satopää (Technology and Operations Management, INSEAD):
Bias, Noise, and Information in Elicitation and Aggregation of Crowd Forecasts
> Abstract
> Paper
> Podcast
[Hosts: Kory D. Johnson, Tobias Fissler]

June 26, 2020  !! CANCELLED !!

Gilles Stupfler (ENSAI)
[Host: Tobias Fissler]