Slot D: Saturday, 16 December 2017, 11:25 - 13:05
EI015: Prediction, present and future
CLO B01
Venue: BBK-Clore, Level: -1, Capacity: 228
Organizer: Bertrand Clarke
Chair: Dimitris Politis
Philip Dawid - E0157: Predictive consistency
Alexander Rakhlin - E0158: Novel adaptive algorith ...
Fumiyasu Komaki - E0159: A predictive approach to ...
EO581: Inference for diffusion models
CLO 102
Venue: BBK-Clore, Level: 1, Capacity: 33
Organizer: Frank van der Meulen
Chair: Frank van der Meulen
Andreas Ruttor - E0346: Nonparametric learning of ...
Andrew Golightly - E0930: Correlated pseudo margin ...
Moritz Schauer - E1180: Inference for diffusion pr ...
Christiane Fuchs - E1163: MCMC inference for discr ...
EO134: Bayesian semi- and nonparametric modelling I
CLO 101
Venue: BBK-Clore, Level: 1, Capacity: 50
Organizer: Li Ma, Matteo Ruggiero, Raffaele Argiento
Chair: Raffaele Argiento
Jim Griffin - E0689: Using particle Gibbs methods ...
Alexandros Beskos - E1275: Geometric MCMC for infi ...
Giacomo Zanella - E1242: Design of informed local ...
Gertraud Malsiner-Walli - E0381: Inferring compone ...
EO238: Statistical size distributions and heavy-tailed distributions
CLO 203
Venue: BBK-Clore, Level: 2, Capacity: 33
Organizer: Yves Dominicy
Chair: Christophe Ley
Fabio Clementi - E0544: $\kappa$-generalized model ...
Tomoaki Imoto - E0539: Pareto type probability dis ...
Pasquale Cirillo - E0841: Characterizing the conce ...
Christian Kleiber - E0744: Size distributions and ...
EO049: Design, modeling, data analysis, and computational statistics
CLO 204
Venue: BBK-Clore, Level: 2, Capacity: 33
Organizer: Subir Ghosh
Chair: Subir Ghosh
Christopher Jennison - E0475: Designing an adaptiv ...
Yves Berger - E0742: Modelling multilevel data und ...
Janet Godolphin - E0471: Construction of two-level ...
Subir Ghosh - E0456: CV, ECV, and robust CV design ...
EO415: Advances in analysis of correlated survival data
MAL B30
Venue: BBK-Malet, Level: -1, Capacity: 40
Organizer: Liming Xiang
Chair: Liming Xiang
Guodong Li - E0855: Hybrid quantile regression est ...
Mengjiao Peng - E1007: Joint regression analysis f ...
Tonghui Yu - E0843: Conditional modeling of surviv ...
Liming Xiang - E0625: Missing covariate data in ge ...
EO298: Graphical Markov models I
MAL B18
Venue: BBK-Malet, Level: -1, Capacity: 65
Organizer: Giovanni Maria Marchetti
Chair: Giovanni Maria Marchetti
Alberto Roverato - E0911: Undirected, indirected a ...
Robin Evans - E1291: Model selection and local geo ...
Sofia Massa - E1306: Learning stable graphical mod ...
EO457: Spatial and multivariate extremes
MAL B20
Venue: BBK-Malet, Level: -1, Capacity: 99
Organizer: Emeric Thibaud
Chair: Emeric Thibaud
Marco Oesting - E0827: Equivalent representations ...
Emma Simpson - E0620: Determining the dependence s ...
Gilles Stupfler - E0764: Some negative results on ...
EO394: High-dimensional inference
MAL B35
Venue: BBK-Malet, Level: -1, Capacity: 125
Organizer: Rajen D Shah
Chair: Rajen D Shah
Jelena Bradic - E1259: Significance testing in non ...
Sumanta Basu - E1057: Network modeling of high-dim ...
Chenlei Leng - E0904: A feature distributed framew ...
Gian-Andrea Thanei - E0801: The xyz algorithm for ...
EO617: Statistical analysis in finite and infinite dimensional Hilbert spaces
MAL B33
Venue: BBK-Malet, Level: -1, Capacity: 165
Organizer: Karel Hron
Chair: Karel Hron
Gil Gonzalez-Rodriguez - E1128: Testing a function ...
Alessandra Menafoglio - E1032: Kriging for Hilbert ...
Tamas Rudas - E1209: On the compositional interpre ...
Jan Walach - E0739: A new method for variable sele ...
EO488: Recent developments for functional data exploration
MAL B34
Venue: BBK-Malet, Level: -1, Capacity: 222
Organizer: Frederic Ferraty
Chair: Frederic Ferraty
Julien Jacques - E0349: Model-based co-clustering ...
Stanislav Nagy - E0342: Data depth for discontinuo ...
Enea Bongiorno - E0730: An asymptotic factorizatio ...
Hachem Kadri - E1109: Operator-valued kernels for ...
EG026: Contributions to time series analysis I
MAL 151
Venue: BBK-Malet, Level: 1, Capacity: 30
Organizer: CFE-CMStatistics
Chair: Rajendra Bhansali
Clara Cordeiro - E1426: A bootstrap contribution i ...
Jessa Lopez - E1436: Estimation of autoregressive ...
Fabian Mies - E1739: Nonparametric Gaussian infere ...
Chun Yip Yau - E1151: Optimal estimation of change ...
EC699: Contributions in hypothesis testing
MAL 152
Venue: BBK-Malet, Level: 1, Capacity: 30
Organizer: CFE-CMStatistics
Chair: Clement Marteau
Jaco Visagie - E1048: A new class of tests for mul ...
Ivan Zezula - E1690: Multivariate mean testing und ...
Nihan Potas - E0292: Testing the equality of coeff ...
Remigijus Leipus - E1680: Statistical inference fo ...
EO421: Advances in ordinal data analysis
MAL 402
Venue: BBK-Malet, Level: 4, Capacity: 35
Organizer: Cristina Mollica
Chair: Cristina Mollica
Mayer Alvo - E0323: The use of penalized likelihoo ...
Marta Crispino - E0561: Probabilistic preference l ...
Brian Francis - E0528: Modelling multiple Likert i ...
Maria Iannario - E0872: Assessment of zero inflate ...
EO439: Simultaneous statistical inference
MAL 415
Venue: BBK-Malet, Level: 4, Capacity: 55
Organizer: Thorsten Dickhaus
Chair: Thorsten Dickhaus
Pierre Neuvial - E0525: Post-selection inference v ...
Daniel Yekutieli - E0535: From post hoc analysis t ...
Jelle Goeman - E0767: All-resolution inference: Co ...
Thorsten Dickhaus - E0638: Multivariate multiple t ...
EO362: Statistics on networks
MAL 416
Venue: BBK-Malet, Level: 4, Capacity: 65
Organizer: Jean-Pierre Florens
Chair: Jean-Pierre Florens
Aureo de Paula - E0479: Identifying and estimating ...
Jean-Pierre Florens - E0486: Convolution on networ ...
Martin Weidner - E1789: Network and panel quantile ...
Eric Gautier - E1798: Inference on social effects ...
EO384: Statistics in bioscience
MAL 414
Venue: BBK-Malet, Level: 4, Capacity: 70
Organizer: Thomas Lee
Chair: Hao Chen
Min-ge Xie - E1303: Approximate confidence distrib ...
Radu Craiu - E0277: Two-phase designs for joint tr ...
Jan Hannig - E1182: Estimation and testing of surv ...
Tony Sit - E0860: Transformed dynamic quantile reg ...
EO286: Machine learning, approximation, and robustness
MAL 421
Venue: BBK-Malet, Level: 4, Capacity: 130
Organizer: Andreas Christmann
Chair: Andreas Christmann
Ruben Zamar - E1779: Ensembles of Regularized Line ...
Florian Dumpert - E0704: Consistency and robustnes ...
Daohong Xiang - E0597: The stability of SVMs
Andreas Christmann - E0737: Stability of pairwise ...
EO569: Copula-based regression
MAL 539
Venue: BBK-Malet, Level: 5, Capacity: 35
Organizer: Ingrid Hobaek Haff
Chair: Ingrid Hobaek Haff
Claudia Czado - E0548: Extended D-vine quantile re ...
Taoufik Bouezmarni - E0658: Copula-based logistic ...
Cristiano Varin - E0595: Gaussian copula regressio ...
Lu Yang - E1077: Multivariate frequency-severity r ...
EO631: Miscellaneous results for change point analysis
MAL 540
Venue: BBK-Malet, Level: 5, Capacity: 35
Organizer: Marie Huskova
Chair: Marie Huskova
William Pouliot - E0296: Detecting at-most-m chang ...
Rebecca Killick - E0913: Nonparametric changes in ...
Ansgar Steland - E1329: Change detection and infer ...
Marie Huskova - E0584: Some results on detection ...
EO156: Advances in fuzzy clustering
MAL 538
Venue: BBK-Malet, Level: 5, Capacity: 45
Organizer: Maria Brigida Ferraro
Chair: Maria Brigida Ferraro
Mika Sato-Ilic - E0492: A fuzzy clustering based d ...
Daniel Fernandez - E0663: Mixture-based clustering ...
Maria Brigida Ferraro - E1330: Model-based and fuz ...
Jose Vilar - E0888: Soft clustering of time series ...
EO447: Time series and regression models
MAL 541
Venue: BBK-Malet, Level: 5, Capacity: 48
Organizer: Marco Meyer
Chair: Marco Meyer
Bernd Funovits - E1237: Estimating non-causal VARs ...
Stefan Richter - E1232: Adaptive bandwidth selecti ...
Suhasini Subbarao - E0963: Linear regression with ...
Efstathios Paparoditis - E1280: Extending the rang ...
EO561: Recent developments on spatio-temporal modelling
MAL 532
Venue: BBK-Malet, Level: 5, Capacity: 76
Organizer: Alexandra Schmidt
Chair: Sudipto Banerjee
Giovanna Jona Lasinio - E0378: Bayesian model-base ...
Abhirup Datta - E1152: Spatial disease mapping usi ...
Joao Pereira - E1081: Spatial modelling of fish co ...
Gavin Shaddick - E1389: Global estimation of air q ...
EO236: Regression models under non i.i.d. settings
G21A
Venue: Senate House, Level: 0, Capacity: 30
Organizer: Ghislaine Gayraud, Sophie Dabo
Chair: Sophie Dabo
Salim Bouzebda - E0208: Some nonparametric tests f ...
Mohamed Chaouch - E0622: Conditional homoscedastic ...
Nicolas Debarsy - E1039: Efficient MCMC estimation ...
Bouchra Nasri - E1603: A nonstationarity copula-ba ...
CO660: The econometrics of market exuberance
G3
Venue: Senate House, Level: 0, Capacity: 35
Organizer: Florian Ielpo
Chair: Florian Ielpo
Antoine Kornprobst - C0229: An empirical approach ...
Sam Astill - C1809: Detecting end-of-sample explos ...
Eero Tolo - C1457: On unit root methods to predict ...
Florian Ielpo - C1579: Fundamental bubbles in equi ...
CO514: Time series models of commodities and commodities futures
G4
Venue: Senate House, Level: 0, Capacity: 35
Organizer: Pierre Siklos, Claudia Wellenreuther
Chair: Pierre Siklos
Devraj Basu - C0861: Economic impact of commodity ...
Konstantin Kuck - C1005: The quantile-heterogeneou ...
Claudia Wellenreuther - C0826: Speculation and vol ...
Maria Kartsakli - C1417: On crude oil as financial ...
CG072: Contributions in stochastic volatility
Gordon
Venue: Senate House, Level: 0, Capacity: 40
Organizer: CFE
Chair: Peter Exterkate
Martina Danielova Zaharieva - C1517: Semi-parametr ...
Anne Hansen - C1458: A macro-finance term structur ...
Antonio Santos - C0236: Volume, durations and jump ...
Seyma Vahap - C0562: Bayesian state-space model wi ...
CO638: Financial econometrics
G11
Venue: Senate House, Level: 0, Capacity: 50
Organizer: Roderick McCrorie
Chair: Roderick McCrorie
Chi Wan Cheang - C1277: The fractionally cointegra ...
Isabel Figuerola-Ferretti - C1201: Bubble migratio ...
Tao Tang - C1205: A market approach for convergenc ...
Frederique Bec - C0348: On the rationality of expe ...
CO504: Nonparametric methods in microeconometrics
Bloomsbury
Venue: Senate House, Level: 0, Capacity: 50
Organizer: Christoph Breunig
Chair: Christoph Breunig
Fabian Dunker - C0675: Simultaneous confidence ban ...
Andreas Dzemski - C0982: Confidence sets for group ...
Michael Lechner - C0682: Heterogeneous employment ...
Martin Spindler - C1176: Estimation and inference ...
CO252: Empirical macroeconomics
G5
Venue: Senate House, Level: 0, Capacity: 50
Organizer: Michael Owyang
Chair: Michael Owyang
Nora Traum - C0197: Trade flows, trade policy, and ...
Laura Jackson Young - C0268: Debt and stabilizatio ...
Amy Guisinger - C0295: Gender differences in busin ...
Michael Owyang - C0315: A time-varying threshold s ...
CO593: Durham quant-fin group session: High frequency trading and econometrics
Court
Venue: Senate House, Level: 0, Capacity: 80
Organizer: Julian Williams
Chair: Julian Williams
Abderrahim Taamouti - C0392: Spanning GARCH: Prici ...
Nikos Paltalidis - C1093: Credit, stock, commodity ...
Handing Sun - C1030: Recovering foreign exchange o ...
Julian Williams - C1031: The information content o ...
CO512: Time series econometrics
Chancellor's Hall
Venue: Senate House, Level: 0, Capacity: 150
Organizer: Antonio Montanes
Chair: Antonio Montanes
Lola Gadea - C0344: Polar warming
Mariam Camarero - C0339: External imbalances and e ...
Josep Lluis Carrion-i-Silvestre - C1266: Cointegra ...
Antonio Montanes - C1325: Testing for cointegratio ...
CO116: Regime change modeling I: Finance and forecast
Jessel
Venue: Senate House, Level: 1, Capacity: 40
Organizer: Willi Semmler
Chair: Willi Semmler
Jan Hanousek - C0319: Structural breaks in panel d ...
Jacek Kotlowski - C0524: To what extent does senti ...
Fredj Jawadi - C1533: Arbitrage costs and nonlinea ...
Malte Rieth - C1586: Nonlinear intermediary asset ...
CO260: Financial modelling and forecasting
Montague
Venue: Senate House, Level: 1, Capacity: 50
Organizer: Ekaterini Panopoulou
Chair: Ekaterini Panopoulou
Ekaterini Panopoulou - C0419: The role of technica ...
Radu Tunaru - C0420: The normal before the crises: ...
Nikolaos Voukelatos - C0417: An examination of her ...
Antonis Alexandridis - C0480: Extracting risk neut ...
CO126: Network analysis and high dimensional time series models
Woburn
Venue: Senate House, Level: 1, Capacity: 70
Organizer: Christian Brownlees
Chair: Christian Brownlees
Ruben Hipp - C0241: On the architecture of financi ...
adf asdf - C0387: Community detection in large vec ...
Ilya Archakov - C0616: A multi-factor realized GAR ...
Mark Hallam - C0713: Mixed-frequency macro-financi ...
EO642: High dimensional time series models and their applications
Senate
Venue: Senate House, Level: 1, Capacity: 80
Organizer: George Michailidis
Chair: George Michailidis
Jiahe Lin - E0919: Regularized estimation and test ...
Danna Zhang - E1430: Gaussian approximation for hi ...
Han Xiao - E1524: Autoregressive model for matrix- ...
Sreyoshi Das - E1570: A system-wide approach to me ...
CO490: Mixture models, independent components, and identification
SH349
Venue: Senate House, Level: 3, Capacity: 80
Organizer: Markus Haas
Chair: Markus Haas
Jochen Krause - C0671: Approximating expected shor ...
Dennis Umlandt - C0830: Financial intermediation a ...
Sebastian Mueller - C0932: On interdependence and ...
Markus Haas - C1204: Robust and flexible mixture m ...