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Kolloquium ältere Vorträge WS 21/22 - SoSe 25

Übersicht über die vergangenen Vorträge im Interdisziplinären Statistik Kolloquium WS 21/22 - WS 24/25

 

Datum Vortragende Vortragstitel

13.05.2025

Professor Anindya Goswami, IISER Pune, India 

Machine Learning Techniques in Option Pricing

 

10.12.2024

Jan Hazla; Alexander-von-Humboldt Chair, AIMS-Center Ruanda.

Geometric Models of Polarization in Opinion Exchange

02.07.2024

Tim Pfeiffer, JLU-Gießen  

Der Einfluss von Polizeipräsenz auf das Sicherheitsgefühl und die Kriminalitätslage

05.06.2024 Sebastian Mentemeier, Universität Hildesheim

Random Walks on Matrix (Semi-) Groups

28.05.2024

Wolfgang Härdle, Humboldt Universität Berlin

Uniform Confidence Corridors for Generalized Random Forests

07.02.2024 

Leif Döring, Universität Mannheim

Convergence of (simple) policy gradient methods in reinforcement learning

31.01.2024 Claudia Kirch, Universität Magdeburg Data Segmentation: Moving-sum-procedures and bootstrap confidence intervals

17.01.2024

Viktor Bengs, LMU

The Fundamental Issues of Evidential Deep Learning

13.07.2023

W. González-Manteiga, Faculty of Mathematics
University of Santiago de Compostela

Statistical Inference with synthetic functional data  derived
from point processes with applications

28.06.2023

Roxana Halbleib, Universität Freiburg

Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models

27.06.2023

Christina Nikitopoulos Sklibosios, UTS Sydney

Implied Roughness in the Term Structure of Oil Markets Volatility

09.05.2023

Dominik Liebl, Universität Bonn

Fast and fair simultaneous confidence bands for functional parameters

31.01.2023 Thomas Kruse, Wuppertal

Multilevel Picard approximations for high-dimensional semilinear parabolic PDEs and further applications

17.01.2023 Daniel Kaiser, Gießen

A framework for characterizing spatiotemporal representations in the visual brain

06.12.2022 Stefan Janssen, Gießen

Quantifying Microbial Diversity

29.11.2022 Alexander Meister, Rostock

Nonparametric estimation under Gaussian measurement error with conditionally heteroscedastic variances

28.06.2022 Dr. Tobias Fissler, Wirtschaftsuniversität Wien Consistent Scoring Functions and Murphy Diagrams for set-valued Measures of Systemic Risk
07.06.2022 Jun.-Prof. Dr. Timo Dimitriadis, Uni Heidelberg (AWI) Dynamic Co-Quantile Regression
03.05.2022 Prof. Dr. Sören Christensen, Uni Kiel Nonparametric approaches to data-driven stochastic control
25.01.2022 Mesias Alfeus, Stellenbosch University

Rough forward markets

07.12.2021 Leif Anders Thorsrud, Norwegian Business School

Climate risk and commodity currencies

23.11.2021 Dennis K.J. Lin, Purdue University

Ghost Data

26.10.2021

Philipp Strack, Yale University

Monotone Additive Statistics