| 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
|
| 08.06.2021 |
Prof. Dr. Michael Lechner (St. Gallen) |
Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium |
| 25.05.2021 |
Prof. Dr. Andrew Patton (Duke) |
Testing Forecast Rationality for Measures of Central Tendency |
| 04.05.2021 |
Prof. Dr. Kengo Kato (Cornell) |
Berry-Esseen bounds for Chernoff-type non-standard asymptotics in isotonic regression |
| 20.04.2021 |
Prof. Dr. Mathieu Rosenbaum (Paris)
|
A rough volatility tour from market microstructure to VIX options via Heston and Zumbach |
| 11.02.2020 |
Alessandra Luati, Professor of Statistics, Faculty of Statistics, University of Bologna
|
Semiparametric Modeling of Multiple Quantiles |
| 28.01.2020 |
Maria Brigida Ferraro, Assistant Professor presso University of Rome "La Sapienza"
|
Fuzzy clustering of complex data structures |
| 17.12.2019 |
Dr. Philipp Adämmer, Helmut-Schmidt-Universität Hamburg
|
Forecasting the Equity Premium: Mind the News! |
| 02.07.2019 |
Prof. Dr. Anindya Goswami, Ph.d. IISER, Pune, India
|
Option Pricing in a Regime Switching Jump Diffusion Model |
| 18.06.2019 |
Prof. Dr. Nikolaus Schweizer, Tilburg University, Niederlande
|
Perturbation Bounds for Monte Carlo within Metropolis via Restricted Approximations
|
| 21.05.2019 |
Prof. Dr. Nikolaus Hautsch, Universität Wien
|
Local Mispricing and Microstructural Noise: A Parametric Perspective
|
| 07.05.2019 |
Prof. Dr. Ana Colubi, Frederik University Cyprus
|
On functional representations to deal with (fuzzy) set-valued data
|
| 06.02.2018 |
Prof. Dr. Christoph Breunig, HU Berlin
|
Inference in High-Dimensional Models with Instrumental Variables
|
| 23.01.2018 |
Prof. Dr. Christian Conrad, Universität Heidelberg
|
Two are better than one: volatility forecasting using multiplicative component GARCH models
|
| 07.11.2017 |
Prof. Dr. Barbara Hammer, Universität Bielefeld
|
Advances in metric learning and dimensionality reduction
|
| 04.07.2017 |
Prof. Dr. Johanna F. Ziegel, Unversität Bern
|
Higher order elicitability |
| 20.06.2017 |
Prof. Dr. Ulrich Fritsche, Universität Hamburg
|
Predicting Recessions in Germany With Boosted Regression Trees |
| 11.05.2017 |
Prof. Dr. Lutz Kilian, University of Michigan
|
The Impact of the Fracking Boom on Arab Oil Producers |
| 02.05.2017 |
Prof. Dr. Helmut Lütkepohl, Freie Universität Berlin:
|
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models |
| 26.01.2016 |
Prof. Dr. Joachim Winter, Ludwigs-Maximilians-Universität München
|
Interviewer Effects and the Maesurement of Financial Literacy |
| 12.01.2016 |
Dr. Axel Bücher, Ruhr-Universität Bochum
|
On the block maxima method in multivariate extremes |
| 15.12.2015 |
Dr. Christian Schumacher, Deutsche Bundesbank
|
What's the probability of deflation in the euro area? Evaluating pooled path forecast densities with weighted scores
|
| 24.11.2015 |
Dr. Iris Gönsch, Destatis, Wiesbaden
|
Ausgewählte Themen der Bildungsstatistik |
| 23.06.2015 |
Wolfgang Schmid, Europa Universität Viadrina, Frankfurt (Oder)
|
Monitoring Time Dependent Processes |
| 26.05.2015 |
Huan Zhang und Naiming Yuan, JLU Gießen
|
Nonlinear time series analysis: from scaling behavior to prediction tools |
| 05.05.2015 |
Jean Marc Bardet, Université Paris 1- Panthéon Sorbonne
|
Offline and online multiple change detection for causal time series |
