Haindorf Seminar 2012
9.02-12.02 2012, Hejnice, Czech Republic
10th Anniversary
Organization and Contact Information
Prof. Dr. Wolfgang Härdle Barbara Choros-Tomczyk, M. Sc. Piotr Majer, M. Sc. Humboldt-Universitat zu Berlin CASE - Center for Applied Statistics and Economics Wirtschaftswissenschaftliche Fakultat Spandauer Str. 1 10178 Berlin |
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Tel.: | +49 - 30 - 2093 5623 |
Fax: | +49 - 30 - 2093 5649 |
E-Mail: | barbara.choros@wiwi.hu-berlin.de |
piotr.majer@wiwi.hu-berlin.de |
Location and Trip Tips
Klasterni1
463 62 HEJNICE
Czech Republic
More information about the location
Please download the conference poster to announce the seminar at your department.
Participants
StatisticsWolfgang Härdle Brenda Lopez Cabrera Ostap Okhrin Shih-Kang Chao Barbara Choros Maria Grith Mengmeng Guo Piotr Majer Andrija Mihoci Dedy Dwi Prastyo Alexander Ristig Elena Silyakova Stephan Stahlschmidt Tetyana Sydorenko Weining Wang |
WIASAndreas Andresen |
MATHMarkus Reiß Thorsten Dickhaus Hilmar Mai Jacob Söhl Jens Stange Mathias Trabs |
ExternalToshio Honda Zdenek Hlavka |
Schedule
Day |
Time |
Speaker |
Title |
Download |
Thursday |
1st Session |
Chair: B. Choros-Tomczyk |
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15:00-15:45 |
W. Härdle, M. Grith |
Inverse Problem for Semi-parametric Pricing Kernel |
Talk | |
15:45-16:30 |
T. Honda |
Nonparametric LAD Cointegrating Regression |
Talk | |
16:30-17:00 |
Coffee Break |
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2nd Session |
Chair: E. Silyakova |
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17:00-17:30 |
M. Guo, B. Lopez Cabrera |
Functional Principal Component Analysis for Generalized Quantile Regression |
Talk | |
17:30-18:00 |
P. Majer |
Inflation Expectation and Risk Premiums by Nominal and Real Bond Yields |
Talk | |
18:00-18:30 |
B. Choros-Tomczyk, O. Okhrin |
DSFM fitting of Implied Base Correlation Surface |
Talk | |
19:00-20:00 |
Dinner |
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Friday |
09:00-15:30 |
Sport Activities |
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1st Session |
Chair: P. Majer |
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15:30-16:00 |
H. Mai |
Drift estimation for jump diffusion |
Talk | |
16:00-16:30 |
J. Söhl |
Confidence Sets in Nonparametric Calibration of Exponential Lévy Models |
Talk | |
16:30-17:00 |
Coffee Break |
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2nd Session |
Chair: M. Guo |
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17:00-17:30 |
J. Stange |
On the effective number of tests in genetic association studies |
Talk | |
17:30-18:00 |
M. Trabs |
Calibration of self-decomposable Lévy Models |
Talk | |
18:00-18:30 |
A. Andersen |
Nonasymptotic wilks-phenomenon in semiparametric estimation |
Talk | |
19:00-20:00 |
Dinner |
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Saturday (11.02.2012) |
1st Session |
Chair: J. Söhl |
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09:00-09:30 |
A. Mihoci |
Local Adaptive Multiplicative Error Models for High-Frequency Forecasts |
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09:30-10:00 |
E. Silyakova |
Implied Basket Correlation Dynamics |
Talk | |
10:00-10:30 |
S. Chao |
Quantile regression in Risk Calibration |
Talk | |
10:30-11:00 |
Coffee Break |
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2nd Session |
Chair: H. Mai |
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11:00-11:30 |
W. Wang |
HMM for HAC |
Talk | |
11:30-12:00 |
D. Prastyo |
Variable Selection and Optimization in Default Prediction |
Talk | |
12:00-14:30 |
Lunch |
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3rd Session |
Chair: M. Grith |
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14:30-15:00 |
S. Stahlschmidt |
Analysing assault and robbery rates in a spatial model for German districts |
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15:00-15:30 |
T. Sydorenko |
Evaluation of Validity and Reliability of Diversity Icebreaker Questionnaire |
Talk | |
15:30-16:00 |
A. Ristig, O. Okhrin |
Modelling of vector MEM with hierarchical Archimedean copula |
Talk | |
16:00-16:30 |
Coffee Break |
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16:30-18:00 |
Scheduling of Summer Term 2012 |
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18:00-19:00 |
Dinner |
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Sunday |
10:00-11:00 |
Departure |