Humboldt-Universität zu Berlin | School of Business and Economics | Statistik | Research | Scientific activity | Hejnice2012

 

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
 
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

Statistics


Wolfgang 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

WIAS








Andreas Andresen

MATH


Markus Reiß
Thorsten Dickhaus




Hilmar Mai
Jacob Söhl
Jens Stange
Mathias Trabs

External


Toshio Honda
Zdenek Hlavka
 



Schedule


 

Day

Time

Speaker

Title

Download
talk

Thursday
(9.02.2012)

1st Session

Chair: B. Choros-Tomczyk

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

2nd Session

Chair: E. Silyakova

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

 

Friday
(10.02.2012)

09:00-15:30

Sport Activities

1st Session

Chair: P. Majer

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

2nd Session

Chair: M. Guo

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

 

Saturday (11.02.2012)

1st Session

Chair: J. Söhl

09:00-09:30

A. Mihoci

Local Adaptive Multiplicative Error Models for High-Frequency Forecasts

 

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

2nd Session

Chair: H. Mai

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

3rd Session

Chair: M. Grith

14:30-15:00

S. Stahlschmidt

Analysing assault and robbery rates in a spatial model for German districts

 

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

16:30-18:00

Scheduling of Summer Term 2012

18:00-19:00

Dinner

 

Sunday
(12.02.2012)

10:00-11:00

Departure