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Schedule Workshop in Statistical Finance

source:西南财经大学统计学院 Release date:2016-05-11 Views:567

time

content

remarks

May 25th

(Monday)

8:30

Depart from Felton Floria Hotel to Liulin Campus

Aboard in front of the hotel

(pick up by Kun Chen)

09:00-9:30

Opening Ceremony

hostJianjun Guo

Location: conference room B212

9:30-1000

 Photograph and tea break

 

10:00-1050

Ngai Hang Chan (Chinese University of Hong Kong)

Recent Developments in Statistical Finance

Location: conference room B212

10:50-11:50

Fanyin Zhou (SWUFE)

Event history analysis for debt collection portfolios

Location: conference room B212

 

12:00-13:10

Lunch

Second floor, San Wei Tang

13:10-13:55

Yuanyuan Zhang(SWUFE)

Forecasting the Daily Time-Varying European Banks Beta during the Crisis Period: Comparison between GARCH models and Kalman Filter

 

Location: conference room B212

13:55-14:40

Matteo Barigozzi (London School of Economics)

Non-Stationary Approximate Dynamic Factor Models: Representation and Estimation

Location: conference room B212

14:40-15:00

Tea break

Location: conference room B212

 

15:00-15:45

Tengdong Liu (SWUFE)

What affects the risk regime transition in China?

Location: conference room B212

15:45-16:30

Rong Chen (Rutgers University)

Sequential Monte Carlo and its Applications in Finance

Location: conference room B212

16:30-1720

Professor Marc Hallin (ULB)

A survey of factor models in the analysis of high-dimensional time series

Classroom in H building (or conference room in first floor)

 

17:30--

Dinner

 

 

 

 

 

 

May 26th

(Tuesday)

8:30

Depart from Felton Floria Hotel to Liulin Campus 

Aboard in front of the hotel

(pick up by Kun Chen)

8:50-9:40

Rong Chen (Rutgers University)

 

 

9:40-1030

Grace Yi (University of Waterloo)

Marginal Analysis of Longitudinal Data with Covariate Error and Missing Responses

 

10:30-1100

Tea break

 

11:00-12:00

Kun Chen (SWUFE)

On Bartlett correction of empirical likelihood for time series

 

12:00-13:30

Lunch

Second floor, San Wei Tang

13:30-14:30

Professor Marc Hallin (ULB)

Dynamic factor models and volatilities: extracting the market volatility shocks

 

14:30-15:30

Jinyuan Chang(SWUFE, Melbourne)

Segmenting multiple time series by contemporaneous linear transformation: PCA for time series

Location: conference room B212

15:30-16:30

Matteo Barigozzi(London School of Economics)

Network Estimation for Time Series 

Location: conference room B212

17:00-2030

Dinner

 

21:00

 

Back to hotel, bus arrangement by Bin Zhou

 


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