|
Presenter
|
Title
|
Date
|
Location
|
| Tobias Fissler |
Mind the Efficiency Gap |
13. March
2020 |
D4.4.008 |
| Sebastian Lerch |
Deep learning models for distributional regression |
13. March
2020 |
D4.4.008 |
| Paul Eisenberg |
A roller coaster: Energy markets, Suboptimal control and Pensions |
11. March
2020 |
D4.4.008 |
| Bettina Grün |
Shrinkage Priors for Sparse Latent Class Analysis |
6. March
2020 |
D4.4.008 |
| Natalie Packham |
Correlation stress testing of stock and credit portfolios |
17. January
2020 |
D4.4.008 |
| Michael Hecht |
Multivariate Newton & Lagrange Interpolation |
13. December
2019 |
D4.4.008 |
| Cinzia Viroli |
Recent advances in Deep Mixture Models |
06. December
2019 |
D4.4.008 |
| Zhu Dan |
Automated IPA for Bayesian MCMC: A New Approach for Local Prior Robustness and Convergence Analysis with Application to Multidimensional Macroeconomic Time Series with Shrinkage Priors |
04. December
2019 |
D4.4.008 |
| Kenneth Benoit |
More than Unigrams Can Say: Detecting Meaningful Multi-word Expressions from Political Texts, (appendix: R code) |
29. November
2019 |
D4.4.008 |
| Keefe Murphy |
Infinite Mixtures of Infinite Factor Analysers |
22. November
2019 |
D4.4.008 |
| Patrick Cheridito |
Deep optimal stopping |
15. November
2019 |
D4.4.008 |
| Christoph Belak |
Stochastic Impulse Control: Recent Progress and Applications |
8. November
2019 |
D4.4.008 |
| Lukas Gonon |
Dynamic learning based on random recurrent neural networks and reservoir computing systems |
25. October
2019 |
D4.4.008 |
| Gareth Roberts |
Principled subsampling and super-efficiency for Bayesian inference |
18. October
2019 |
D4.4.008 |
| Andreea Minca |
(In)Stability for the Blockchain: Deleveraging Spirals and Stablecoin Attacks |
28. June
2019 |
D4.4.008 |
| Katia Colaneri |
A class of recursive optimal stopping problems with an application to stock trading |
24. May
2019 |
D4.4.008 |
| Raffaele Argiento |
From infinity to here: a Bayesian nonparametric perspective of finite mixture models |
17. May
2019 |
D4.4.008 |
| Sylvia Kaufmann |
The bank lending channel in Switzerland: Capturing cross-section heterogeneity and asymmetry over time |
10. May
2019 |
D4.4.008 |
| Radu Ioan Boţ |
Proximal algorithms for nonconvex and nonsmooth minimization problems |
3. May
2019 |
D4.4.008 |
| Michaela Szölgyenyi |
Convergence order of Euler-type schemes for SDEs in dependence of the Sobolev regularity of the drift |
12. April
2019 |
D4.4.008 |
| Nadja Klein |
Implicit Copulas from Bayesian Regularized Regression Smoothers |
05. April
2019 |
D4.4.008 |
| Simon Wood |
Large smooth models for big data and space time modelling of daily pollution data |
29. March
2019 |
D4.4.008 |
| Harald Baayen |
Wide learning in language modeling |
15. March
2019 |
D4.4.008 |
| Antonietta Mira |
Bayesian dimensionality reduction via identifications of data intrinsic dimensions |
08. March
2019 |
D4.4.008 |
| Stefan Thurner |
Elimination of systemic risk in financial markets |
01. March
2019 |
D4.4.008 |
| Rémi Piatek |
A multinomial probit model with latent factors, with an application to the study of inequality in educational attainment |
25. January
2019 |
D4.4.008 |
| Wolfgang Hörmann |
Stochastic disease spread models |
23. January
2019 |
D4.4.008 |
| Matteo Mogliani |
Bayesian MIDAS penalized regressions: Estimation, selection, and prediction |
18. January
2019 |
D4.4.008 |
| Veronika Rockova |
Dynamic Sparse Factor Analysis |
19. December
2018 |
D4.4.008 |
| Rodney Strachan |
Reducing Dimensions in a Large TVP-VAR |
07. December
2018 |
D4.4.008 |
| Alexander J. McNeil |
Spectral Backtests of Forecast Distributions with Application to Risk Management |
30. November
2018 |
D4.4.008 |
| Johannes Heiny |
Assessing the dependence of high-dimensional time series via autocovariances and autocorrelations |
23. November
2018 |
D4.008 |
| Christa Cuchiero |
Contemporary stochastic volatility modeling - theory and empirics |
16. November
2018 |
D4.008 |
| Clara Grazian |
Bayesian analysis of semiparametric copula models |
16. November
2018 |
D4.008 |
| Tobias Fissler |
The Elicitation Problem or The Quest of Comparing Forecasts in a Meaningful Way |
09. November
2018 |
D4.008 |
| Nestor Parolya |
Testing for Independence of Large Dimensional Vectors |
09. November
2018 |
D4.008 |
| Matthias Fengler |
Textual Sentiment, Option Characteristics, and Stock Return Predictability |
19. October
2018 |
D4.008 |
| Torsten Hothorn |
Transformation Forests |
12. October
2018 |
D4.008 |
| Walter Farkas |
Intrinsic Risk Measures |
12. October
2018 |
D4.008 |
| John Maheu |
Nonparametric Dynamic Conditional Beta |
22. June
2018 |
D4.008 |
| Peter Filzmoser |
Robust and sparse estimation methods for linear and logistic regression in high dimensions |
15. June
2018 |
D4.008 |
| Wayne Oldford |
Exploratory visualization of higher dimensional data |
08. June
2018 |
D4.008 |
| Kemal Dinçer Dingeç |
Evaluating CDF and PDF of the Sum of Lognormals by
Monte Carlo Simulation |
25. May
2018 |
D4.4.008 |
| Ioannis Kosmidis |
Location-adjusted Wald statistics |
04. May
2018 |
D4.008 |
| Nicole Bäuerle |
Optimal Control of Partially Observable Piecewise Deterministic Markov Processes |
27. April
2018 |
D4.008 |
| Eric Eisenstat |
Efficient Estimation of Structural VARMAs with Stochastic Volatility |
18. April
2018 |
D4.008 |
| Marcia Manisera and Paola Zuccolotto |
Basketball data science |
13. April
2018 |
D4.4.008 |
| Cosimo-Andrea Munari |
Existence, uniqueness and stability of
optimal portfolios of eligible assets |
23. March
2018 |
D4.4.008 |
| Andrzej Ruszczynski |
Risk-Averse Control of Partially Observable Markov Systems |
16. March
2018 |
D4.4.008 |
| Jin Ma |
Optimal Dividend and Investment Problems under Sparre Andersen Model |
16. March
2018 |
D4.4.008 |
| Eric Finn Schaanning |
Measuring systemic risk: The Indirect Contagion Index |
12. January
2018 |
D4.4.008 |
| Stefan Weber |
Pricing of Cyber Insurance Contracts in a Network Model |
13. December
2017 |
D4.4.008 |
| Bernd Bischl |
Model-Based Optimization for Expensive Black-Box Problems and Hyperparameter Optimization |
1. December
2017 |
D4.4.008 |
| Vladimir M. Veliov |
Regularity and approximations of generalized equations; applications in optimal control |
24. November
2017 |
D4.4.008 |
| Johanna F. Ziegel |
Elicitability and backtesting: Perspectives for banking regulation |
17. November
2017 |
D4.4.008 |
| Natesh S. Pillai |
Bayesian Factor Models in High Dimensions |
10. November
2017 |
D4.4.008 |
| Josef Teichmann |
Machine Learning in Finance |
20. October
2017 |
D4.4.008 |
| Efstathia Bura |
Near-equivalence in Forecasting Accuracy of Linear Dimension Reduction Methods in Large Panels of Macro-variables |
6. October
2017 |
D4.4.008 |
| Piotr Fryzlewicz |
Recent advances in multiple change-point detection |
23. June
2017 |
D4.4.008 |
| Tobias Fissler |
Testing the maximal rank of the volatility process for continuous diffusions observed with noise |
9. June
2017 |
D4.4.008 |
| Johanna Nešlehová |
Modeling clusters of extremes |
19. May
2017 |
D4.4.008 |
| Nikolaus Hautsch |
Volatility, Information Feedback and Market Microstructure Noise: A Tale of Two Regimes |
12. May
2017 |
D4.4.008 |
| Gernot Müller |
Modelling electricity prices using processes with time-varying parameters |
5. May
2017 |
D4.4.008 |
| Firdevs Ulus |
Utility Indifference Pricing for Incomplete Preferences via Convex Vector Optimization |
7. April
2017 |
D4.4.008 |
| Thorsten Schmidt |
Unbiased estimation of risk measures |
31. March
2017 |
D4.4.008 |
| Nicola Loperfido |
Multivariate Skewness for Finite Mixtures |
24. March
2017 |
D4.4.008 |
| Julie Josse |
Low-rank Interaction Contingency Tables |
17. March
2017 |
D4.4.008 |
| Sara Biagini |
The robust Merton problem of an ambiguity averse investor |
27. January
2017 |
D4.4.008 |
| Guido Consonni |
Objective Bayes Learning of Graphical Models |
20. January
2017 |
D4.4.008 |
| Christian Kleiber |
Majorization and the Lorenz order in statistics, applied probability, economics and beyond |
13. January
2017 |
D4.4.008 |
| Matt Taddy |
Deep Counterfactual Prediction using Instrumental Variables |
14. December
2016 |
D4.4.008 |
| Claudia Ceci |
Locally risk-minimizing strategies for defaultable claims
under incomplete information |
02. December
2016 |
D4.4.008 |
| Petros Dellaportas |
Identifying and predicting jumps in financial time series |
25. November
2016 |
D4.4.008 |
| Mathias Beiglböck |
The Geometry of Model Uncertainty |
18. November
2016 |
D4.4.008 |
| Ulrich Horst |
Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience |
18. November
2016 |
D4.4.008 |
| Achim Zeileis |
Examining Exams Using Rasch Models and Assessment of Measurement Invariance |
11. November
2016 |
D4.4.008 |
| Peter Bank |
Hedging with Temporary Price Impact |
21. October
2016 |
D4.4.008 |
| Christian Genest and Johanna Nešlehová |
Estimating extremal dependence using B-splines |
16. June
2016 |
D4.0.127 |
| Peter Bühlmann |
Hierarchical High-Dimensional Statistical Inference |
10. June
2016 |
D4.4.008 |
| Luc Bauwens |
Autoregressive Moving Average Infinite Hidden Markov-Switching Models |
3. June
2016 |
D4.4.008 |
| Brendan Murphy |
Model-based clustering for multivariate categorical data |
20. May
2016 |
D4.4.008 |
| Marcia Manisera and Paola Zuccolotto |
Analyzing human perceptions from survey data with Nonlinear CUB models
R-Code |
13. May
2016 |
D4.4.008 |
| Christiano Varin |
Composite likelihood estimation for spatial clustered binary data |
29. April
2016 |
D4.4.008 |
| Ruggero Bellio |
Fixed-effects estimation of 2PL models |
22. April
2016 |
D4.4.008 |
| Andreas Loehne |
On the Dual of the Solvency Cone |
15. April
2016 |
D4.4.008 |
| Gunther Leobacher |
QMC methods in quantitative finance, tradition
and perspectives |
08. April
2016 |
D4.4.008 |
| Judith Rousseau |
Mixture models : static and dynamical models; parametric and nonparametric cases |
11. March
2016 |
D4.0.144 |
| Çağın Ararat |
Measuring systemic risk via model uncertainty |
04. March
2016 |
D4.4.008 |
| Ivan Mizera |
Borrowing Strength from Experience: Empirical Bayes Methods and Convex Optimization |
08. January
2016 |
D4.4.008 |
| Christian P. Robert |
Reliable Approximate Bayesian computation (ABC) model choice via random forests |
04. December
2015 |
EA.6.026 |
| Yee Whye Teh |
Bayesian Nonparametrics in Mixture and Admixture Modelling |
27. November
2015 |
D4.4.008 |
| Martyn Plummer |
Cuts in Bayesian Graphical Models |
20. November
2015 |
D4.4.008 |
| Christian Brownlees |
Realized Networks |
13.November
2015 |
D4.4.008 |
| Nicolas Chopin |
Sequential quasi-Monte Carlo and extensions |
23. October
2015 |
D4.4.008 |
| Andreas Hamel |
From Multi-Utility Representations to Stochastic Orders and Central Regions - A Set Optimization Perspective |
16. October
2015 |
D4.4.008 |
| Claudia Klüppelberg |
Modelling, estimation and model assessment of extreme space-time data |
09. October
2015 |
D4.4.008 |
| Marius Hofert |
Improved Algorithms for Computing Worst Value-at-Risk: Numerical Challenges and the Adaptive Rearrangement Algorithm |
02. October
2015 |
D4.4.008 |
| Yoosoon Chang |
Distributional Time Series |
03. July
2015 |
D4.4.008 |
| Evelyn Buckwar |
Stochastic numerics and issues in the stability analysis of numerical methods |
26. Juni
2015 |
D4.4.008 |
| Ralf Wunderlich |
Expert opinions and dynamic portfolio optimization under partial information |
19. Juni
2015 |
D4.4.008 |
| Paul Embrechts |
How to Model Operational Risk |
10. Juni
2015 |
Executive Academy, Foyer |
| Alexander J. McNeil |
Backtesting Trading Book Models Using Estimates of VaR, Expected Shortfall and Realised p-Values |
10. Juni
2015 |
Executive Academy, Foyer |
| François Bachoc |
Covariance function estimation in Gaussian process regression |
29. May
2015 |
D4.4.008 |
| François Caron |
Sparse random graphs with exchangeable point processes |
8. May
2015 |
D4.4.008 |
| Mark Jensen |
Mutual Fund Performance: When Investors Learn About Fund Manager Skill |
20. March
2015 |
D4.4.008 |
| Elisa Ossola |
Time-Varying Risk Premium in Large Cross-Sectional Equity Datasets |
13. March
2015 |
D4.4.008 |
| Jörn Sass |
Continuous-time regime switching models, portfolio optimization and filter-based volatility |
6. March
2015 |
D4.4.008 |
| Sam Cohen |
Ergodic BSDEs with Lévy noise and time dependence |
22. January
2015 |
D4.0.019 |
| Harry Zheng |
Utility-Risk Portfolio Selection |
4. December
2014 |
D4.0.019 |
| Nicolas Turenne |
Relations and entities extraction from full texts, and their use in an end-user platform.
The case of the epidemiosurveillance VESPA platform.
|
27. November
2014 |
D4.0.019 |
| Michaela Szölgyenyi |
Dividend maximization under regime switching and incomplete information |
20. November
2014 |
D4.0.019 |
| Hansjörg Albrecher |
Coming Soon at: Insurance risk and the cost of capital |
23. October
2014 |
D4.0.019 |
| Nikolaus Hautsch |
Estimating the Spot Covariation of Asset Prices - Statistical Theory and Empirical Evidence |
16. October
2014 |
D4.0.019 |
| Wolfgang Hörmann |
Risk simulation with optimally stratified importance sampling |
12. June
2014 |
D4.0.127 |
| Markus Pauly |
Resampling methods for randomly censored survival data |
5. June
2014 |
D4.0.127 |
| Peter Rossi |
Valuation of Patents and Product Features: A Structural Approach |
22. May
2014 |
D4.0.127 |
| Mark Steel |
Incorporating unobserved heterogeneity in Weibull survival models: A Bayesian approach |
14. May
2014 |
EA.0.024 |
| Mattias Villani |
Speeding up MCMC with Efficient Data Subsampling |
10. April
2014 |
D4.0.127 |
| Steve Scott |
Bayes and Big Data: The Consensus Monte Carlo Algorithm |
3. April
2014 |
D4.0.127 |
| Håvard Rue |
Penalising model component complexity: A principled practical approach to constructing priors |
27. March
2014 |
D4.0.127 |
| Roberto Casarin |
Bayesian Calibration and Combination of Predictive Distributions |
16. January 2014 |
TC.5.02 |
| Maria Kalli |
Bayesian semiparametric vector autoregressive models |
06. December 2013 |
D4.0.022 |
| Jim Griffin |
Modelling Macroeconomic Time Series using Regression Models with Time-varying Sparsity |
06. December 2013 |
D4.0.022 |
| Arnold Janssen |
Von der Le Cam Theorie zur Datenanalyse: Resamplingmethoden für studentisierte Statistiken |
22. November 2013 |
LC.0.200 |
| Hans Föllmer |
Mathematical Aspects of Financial Risk |
22. November 2013 |
LC.0.200 |
| Robert Kohn |
Particle Methods in Econometrics |
22. November 2013 |
LC.0.200 |
| Steven L. Scott |
Predicting the Present with Bayesian Structural Time Series |
22. November 2013 |
LC.0.200 |
| Mike Smith |
Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation |
15. November 2013 |
D4.0.022 |
| David Edwards |
Some context-specific graphical models for discrete longitudinal data |
8. November 2013 |
D4.0.022 |
| Omiros Papaspiliopoulos |
Optimal filtering in the dual process |
18 October 2013 |
D4.0.022 |
| Marius Hofert |
Statistical and computational aspects of nested Archimedean copulas and beyond |
18 October 2013 |
D4.0.022 |
| Kemal Dinçer Dingeç |
New Control Variates for Levy Processes and Asian Options |
20 June 2013 |
SR Statistik (UZA 4) |
| Kerem Ugurlu |
|
19 June 2013 |
SR Statistik (UZA 4) |
| Alexander McNeil |
Copula Families that Generalise the Archimedean Class |
14 June 2013 |
SR Statistik (UZA 4) |
| Alan Agresti |
Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments |
24 May 2013 |
SR Statistik (UZA 4) |
| Cristiano Varin |
The Ranking Lasso |
24 May 2013 |
SR Statistik (UZA 4) |
| Alan Agresti |
Some Remarks on Latent Variable Models in Categorical Data Analysis |
22 May 2013 |
SR Statistik (UZA 4) |
| Alan Agresti |
Modeling Ordinal Categorical Data |
21 May 2013 |
SR Statistik (UZA 4) |
| John Geweke |
Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments |
17 May 2013 |
SR Statistik (UZA 4) |
| Peter Stadler |
Discoveries in Genomes and Transcriptomes: Challenges in High Throughput Sequencing Data Analysis |
26 April 2013 |
SR Statistik (UZA 4) |
| Sonia Petrone |
Bayesian Nonparametric Inference for Hidden Markov Models: An Overview and Some New Insights |
12 April 2013 |
SR Statistik (UZA 4) |
| Wolfgang Runggaldier |
Variance reduction by conditioning in the pricing problem where the underlying is a continuous-time finite state Markov process |
14 December 2012 |
SR Statistik (UZA 4) |
| Karl Bang Christensen |
Item response theory models for measuring level and change in latent variables |
14 December 2012 |
SR Statistik (UZA 4) |
| Ralf Wunderlich |
Optimal portfolio strategies under partial information with expert opinions |
7 December 2012 | SR Statistik (UZA 4) |
|
Andrea Riebler
|
Estimation and extrapolation of time trends in multivariate registry data using Bayesian age-period-cohort models
|
23 November 2012
|
SR Statistik (UZA 4)
|
|
Wolfgang Härdle
|
Risk Patterns and Correlated Brain Activities. Multidimensional statistical analysis of fMRI data with application to risk patterns
|
16 November 2012
|
SR Statistik (UZA 4)
|
|
Rob J. Hyndman
|
Demographic forecasting using functional data analysis
|
7 September 2012
|
SR Statistik (UZA 4)
|
| Gary Koop |
Hierarchical Shrinkage in
Time-Varying Parameter Models |
20 January 2012 | SR Statistik (UZA 4) |
| Christoph Freudenthaler |
Matrix and
Tensor Factorization from a Machine Learning Perspective |
13 January 2012 | SR Statistik (UZA 4) |
| Gilles Celeux |
Different Points of View for Selecting a Latent Structure Model |
2 Decmber 2011 | SR Statistik (UZA 4) |
| Leonhard Held |
Introducing Bayes Factors |
25 November 2011 | SR Statistik (UZA 4) |
| Anthony Brabazon |
Natural Computing and Finance |
11 October 2011 | SR Statistik (UZA 4) |
| Hedibert Lopes |
Cholesky Stochastic Volatility |
11 November 2011 | SR Statistik (UZA 4) |
| Peter M. Bentler |
Reinventing “Guttman Scaling” as a Statistical Model: Absolute Simplex Theory |
17 October 2011 | SR Statistik (UZA 4) |
| Gerhard Tutz |
Regularisierung für kategoriale Daten |
14 October 2011 | SR Statistik (UZA 4) |
|
Jan C. Neddermeyer
|
Particle Filter-Based On-Line Estimation of Spot (Cross-)Volatility with
Nonlinear Market Microstructure Noise Models
|
17 June 2011
|
SR Statistik (UZA 4)
|
|
obert Zinkov
|
A Taste of Sentiment Analysis
|
26 May 2011
|
SR Statistik (UZA 4)
|
|
Diethelm Würtz
|
R/Rmetrics Solver Factory for Porfolio Optimization and Design
|
25 May 2011
|
SR Statistik (UZA 4)
|
|
Piotr Fryzlewicz
|
Haar-Fisz methodology for interpretable estimation
of large, sparse, time-varying volatility matrices
|
20 May 2011
|
SR Statistik (UZA 4)
|
|
Maria E. Mancino
|
Multivariate volatility estimation with high frequency
data using Fourier method
|
8 April 2011
|
SR Statistik (UZA 4)
|
|
Daniel Kuhn
|
Worst-Case Value-at-Risk of Non-Linear
Portfolios
|
25 March 2011
|
SR Statistik (UZA 4)
|
|
Wolfram Wiesemann
|
Scenario-Free Stochastic Programming
|
17 December 2010
|
SR Statistik (UZA 4)
|
|
Marcus C. Christiansen
|
Konstruktion von Rechnungsgrundlagen erster Ordnung
|
25 June 2010
|
SR Statistik (UZA 4)
|
|
Didier Chauveau
|
EM-like Algorithms for Semi- and Non-Parametric Estimation in Multivariate Mixtures
|
17 June 2010
|
SR Statistik (UZA 4)
|
|
Duncan Murdoch
|
Teaching Statistical Computing using 3D Graphics in R
Examples in R
|
11 June 2010
|
SR Statistik (UZA 4)
|
|
Dirk Eddelbuettel
|
Seamless R and C++ Integration: Rcpp and RInside
|
20 May 2010
|
SR Statistik (UZA 4)
|
|
Karim Chine
|
R in the cloud
|
29 April 2010
|
SR Statistik (UZA 4)
|
|
Jens Oehlschlägel
|
Managing large datasets in R
Examples in R
|
January 2010
|
SR Statistik (UZA 4)
|
|
Carolin Strobl
|
A New Approach for Detecting Differential Item Functioning in IRT Models
|
13 January 2010
|
SR Statistik (UZA 4)
|
|
Dimitris Rizopoulos
|
Fitting Multidimensional Latent Variable Models using an Efficient Laplace Approximation
|
13 January 2010
|
SR Statistik (UZA 4)
|
|
Dimitris Rizopoulos
|
Item Response Theory in R using Package ltm
|
12 January 2010
|
SR Statistik (UZA 4)
|
|
Pavla Kabelikova
|
Fixing nodes of meshes from point of view of graph theory
|
14 December 2009
|
SR Statistik (UZA 4)
|
|
Martyn Plummer
|
Penalized Loss Functions for Bayesian Model Choice
|
13 November 2009
|
SR Statistik (UZA 4)
|
|
Robert Schöftner
|
On the Estimation of Credit Exposures Using Regression-Based Monte-Carlo Simulation
|
16 October 2009
|
SR Statistik (UZA 4)
|
|
Marc Hellmuth
|
(Approximate) Graph Products
|
14 October 2009
|
SR Statistik (UZA 4)
|
|
iqun Wang
|
Second-Order Least Squares Estimation in Nonlinear Models
|
26 June 2009
|
SR Statistik (UZA 4)
|
|
Sougata Chaudhuri
|
Error Detection in Non-Uniform Random Variates
|
23 June 2009
|
SR Statistik (UZA 4)
|
|
Duncan Murdoch
|
Two Recursive Simulation Schemes
|
19 June 2009
|
SR Statistik (UZA 4)
|
|
Uwe Ligges & Sebastian Krey
|
Statistical musicology with an application in SVM based instrument classification
|
5 June 2009
|
SR Statistik (UZA 4)
|
|
Helmut Küchenhoff
|
Das statistische Beratungslabor und das Zentrum für empirische Studien an der LMU München: Konzepte und Beispiele
|
22 May 2009
|
SR Statistik (UZA 4)
|
|
Samir K.C.
|
Multistate Demography with R?
|
23 April 2009
|
SR Statistik (UZA 4)
|
|
Jeffrey Ryan
|
Rapid Trade Development
|
27 March 2009
|
SR Statistik (UZA 4)
|
|
Christian Bey
|
Remarks on an edge – Isoperimetric problem for uniform hypergraphs
|
20 March 2009
|
SR Statistik (UZA 4)
|
|
Reinhold Hatzinger & Regina Dittrich
|
Präferenzanalyse mit R (book presentation)
|
13 March 2009
|
SR Statistik (UZA 4)
|
|
Stefano Iacus
|
Identification and Clustering of Discretely Observed Diffusion Processes
|
6 March 2009
|
SR Statistik (UZA 4)
|
|
Doğan Yildiz & Atif Evren
|
Some Results from the Survey on Turkish Statistics Education
|
14 January 2009
|
SR Statistik (UZA 4)
|
|
Uwe Hassler
|
Testing for General Fractional Integration in the Time Domain
|
12 December 2008
|
SR Statistik (UZA 4)
|
|
Wolfgang Jank
|
Functional Forecasting of Demand Decay Rates using Online Virtual Stock Markets
Slides
|
3 December 2008
|
SR Statistik (UZA 4)
|
|
Alex Gonzaga
|
Wavelet Analysis of Generalized Fractional Process
|
12 November 2008
|
SR Statistik (UZA 4)
|
|
Suraj Dey
|
Approximating Early Exercise Boundaries for American Options
|
26 June 2008
|
SR Statistik (UZA 4)
|