KEYNOTE TALKS (GMT)


Keynote talk 1 Saturday 17.12.2022 08:30 - 09:30 Room: BH (N) -1.01
Dynamic models using score copula innovations
Speaker: M. Pitt   Chair: Tommaso Proietti
Keynote talk 2 Saturday 17.12.2022 08:30 - 09:30 Room: Safra Lecture Theatre
New graphical displays for classification
Speaker: P. Rousseeuw  Co-authors: J. Raymaekers, M. Hubert Chair: Kalliopi Mylona
Keynote talk 4 Monday 19.12.2022 13:35 - 14:25 Room: Safra Lecture Theatre
The role of energy in UK inflation and productivity
Speaker: J.L. Castle   Chair: Benjamin Holcblat
Keynote talk 3 Monday 19.12.2022 18:45 - 19:40 Room: Safra Lecture Theatre
Conditional tail moment and reinsurance premium estimation under random right censoring
Speaker: A. Guillou  Co-authors: Y. Goegebeur, J. Qin Chair: Juan Romo


PARALLEL SESSIONS (GMT)


Parallel session C: CMStatistics Saturday 17.12.2022 10:00 - 12:05

Session EO624 Room: K0.19
Advanced methods for Bayesian modeling Saturday 17.12.2022   10:00 - 12:05
Chair: Florian Frommlet Organizer: Florian Frommlet
  B0651:  A. Mozdzen, G. Kastner, A. Cadonna, A. Cremaschi, A. Guglielmi
  Bayesian modeling and clustering for spatio-temporal areal data
  B0589:  L. Gruber, G. Kastner
  Forecasting macroeconomic data with Bayesian VARs: Sparse or dense
  B0603:  O. Kolbjornsen, C. Semin-Sanchis
  Sample free inference for Bayesian inverse problems, a local approximation
  B0785:  F. Frommlet, G.O. Storvik, A. Hubin
  Flexible Bayesian nonlinear model configuration
  B0632:  A. Hubin, R. De Bin, G. Heinze
  Genetically modified mode jumping MCMC approach for Bayesian multivariate fractional polynomials
Session EO629 Room: K0.20
Extreme value statistics Saturday 17.12.2022   10:00 - 12:05
Chair: Antoine Usseglio-Carleve Organizer: Antoine Usseglio-Carleve
  B0961:  A. Daouia, G. Stupfler, A. Usseglio-Carleve
  Extreme value modelling of SARS-CoV-2 community transmission using discrete Generalised Pareto distributions
  B1603:  M. de Carvalho, A. Kumukova, G. dos Reis
  Regression-type analysis for multivariate extreme values
  B1640:  I. Gomes, F. Caeiro, F.O. Figueiredo, L. Henriques-Rodrigues
  Accurate ways to measure risks of extreme events
  B1727:  T. Ahmad, C. Gaetan, P. Naveau
  Modelling of discrete extremes through extended versions of discrete generalized Pareto distribution
  B1964:  F. Reinbott, M. Schlather, A. Janssen
  Principal component analysis of max-stable distributions
Session EO274 Room: K0.50
Design of experiments and data analysis Saturday 17.12.2022   10:00 - 12:05
Chair: Kalliopi Mylona Organizer: Kalliopi Mylona
  B1081:  I. Garcia-Camacha Gutierrez, R. Martin-Martin, J.L. Polo Sanz, A. Sebastia Bargues
  Robust design for mixture experiments: An efficient class of exchangeable designs for Scheff polynomials
  B1092:  V. Koutra
  Design of experiments for networks
  B1585:  P. Goos, J. Nunez Ares, M.S. Ismail Hameed
  D-optimal two-level designs for main-effects models: Some new results
  B1601:  M. Borrotti, F. Cucchi, A. Melloncelli, F. Sambo, K. Mylona
  MultiDOE: A multi-criteria design of experiments R package
  B1649:  O. Egorova, S. Gilmour, K. Mylona
  Sequential multi-objective planning of factorial experiments with restricted randomisation
Session EO601 Room: S0.11
Complexity and computational aspects of MCMC methods Saturday 17.12.2022   10:00 - 12:05
Chair: Florian Maire Organizer: Florian Maire
  B0590:  J. Yang
  Stereographic Markov Chain Monte Carlo
  B1617:  S. Livingstone
  Adaptive MCMC methods for Bayesian variable selection
  B1681:  G. Vasdekis
  Pseudo-marginal piecewise deterministic Monte Carlo
  B1823:  S. Syed, T. Campbell, N. Surjanovic, A. Bouchard
  Parallel tempering with a variational reference
  B0286:  A. Beskos, M. Graham, A. Thiery
  Manifold Markov chain Monte Carlo methods for Bayesian inference in diffusion models
Session EO112 Room: S0.13
Projection pursuit: Theory Saturday 17.12.2022   10:00 - 12:05
Chair: Nicola Loperfido Organizer: Nicola Loperfido
  B1144:  J. Kent
  Partial least squares and interesting directions in data
  B0763:  Z. Landsman, T. Shushi
  The location of a minimum variance squared distance functional
  B0788:  T. Shushi, N. Loperfido
  Optimal portfolio projections and their applications to skew-elliptically distributed portfolio returns
  B0341:  C. Zhang
  A computational perspective on projection pursuit in high dimensions: Feasible or infeasible feature extraction
  B0907:  N. Loperfido
  Projection pursuit in high dimensions
Session EO585 Room: S-1.04
Advances in multivariate statistics Saturday 17.12.2022   10:00 - 12:05
Chair: Cinzia Franceschini Organizer: Cinzia Franceschini
  B0911:  M.G. Onorati, C. Franceschini, F.D. dOvidio
  How to measure changing patterns of taste and food consumption in transitional times
  B1239:  M. Piochi, C. Franceschini, L. Torri
  Evaluating the individual variability across consumers in texture perception through different classification approaches
  B1165:  V. Santarcangelo, M. Giacalone, D.C. Sinito
  An honeypot-semantic approach of data acquisition and data mining for corporate compliance analysis
  B1288:  M. Giacalone, S. Bonnini, M. Borghesi
  Advances on permutation tests for non-monotonic alternatives
Session EO264 Room: S-1.06
Advances in mixture modelling and model-based clustering Saturday 17.12.2022   10:00 - 12:05
Chair: Bettina Gruen Organizer: Bettina Gruen
  B0513:  P. Papastamoulis
  Model-based clustering of multinomial count data under the presence of covariates
  B0630:  A. Casa, T. O Callaghan, T.B. Murphy
  Unveiling patterns in spectroscopy data via a Bayesian latent variables approach
  B0697:  M. Papathomas, W. Jing, S. Liverani
  Reliable variance matrix priors for Bayesian mixture models with Gaussian kernels
  B1546:  S. Robin, S. Donnet
  Accelerating Bayesian estimation for network Poisson models using frequentist variational estimates
  B1981:  J. Vavra, A. Komarek, B. Gruen, G. Malsiner-Walli
  Clusterwise multivariate regression of mixed-type panel data
Session EO622 Room: S-1.27
Advances in longitudinal data modeling Saturday 17.12.2022   10:00 - 12:05
Chair: Maria Francesca Marino Organizer: Maria Francesca Marino
  B1102:  F. Dotto, R. Di Mari, A. Farcomeni, A. Punzo
  Measurement invariance and latent Markov models: A model selection problem
  B0558:  L. Merlo, L. Petrella, N. Tzavidis
  Quantile mixed hidden Markov models for multivariate longitudinal data: An application to children's SDQ scores
  B1240:  S. Pandolfi, F. Bartolucci, M.F. Marino
  Including attributes in dynamic stochastic blockmodels: An application to international trade data
  B1331:  J. Pohle, J. Signer, U. Schlaegel
  Markov-switching conditional logistic regression with application to animal movement data of interacting individuals
  B1166:  M. Doretti, E. Stanghellini, P. Berta, M. Raggi
  On path-specific natural effects with a binary outcome and two binary mediators
Session EO655 Room: S-2.23
Recent advances in tree ensemble methods Saturday 17.12.2022   10:00 - 12:05
Chair: Roman Hornung Organizer: Roman Hornung
  B0199:  L. Mentch
  Random forests: Why they work and why that is a problem
  B0230:  A. Hapfelmeier, R. Hornung, B. Haller
  Sequential permutation testing of random forest variable importance measures
  B0783:  Y. Cui, M. Kosorok, E. Sverdrup, S. Wager, R. Zhu
  Estimating heterogeneous treatment effects with right-censored data via causal survival forests
  B1040:  C. Benard
  Variable importance for random forests: MDA and Shapley effects
  B1028:  L. Arnould, E. Scornet, C. Boyer
  Interpolation and random forests
Session EO614 Room: Virtual R01
Non-regular techniques for statistical modeling and computing Saturday 17.12.2022   10:00 - 12:05
Chair: Tsung-I Lin Organizer: Tsung-I Lin
  B0206:  W.-L. Wang, T.-I. Lin
  Multivariate linear mixed models with censored and nonignorable missing outcomes
  B0398:  E. Mirfarah, M. Naderi, W.-L. Wang, T.-I. Lin
  Robust class of non-normal cluster-wise regression models
  B0402:  M. Castro, J.J. Quinlan Binelli, G. Page
  Joint random partition models for multivariate change point analysis
  B0418:  M. Naderi, E. Mirfarah
  Robust clusterwise regression analysis for the censored data
Session EO392 Room: Virtual R02
Advances in non- and semi-parametric inference for complex data Saturday 17.12.2022   10:00 - 12:05
Chair: Catia Scricciolo Organizer: Catia Scricciolo
  B0458:  C. Mancini
  Drift burst test statistic in a pure jump semimartingale model
  B1245:  B. Eggen, A. van der Vaart, S. van der Pas
  Bayesian sensitivity analysis for a missing data model
  B0455:  D. Kurisu, R. Fukami, Y. Koike
  Adaptive deep learning for nonparametric time series regression
  B1736:  D. Han, K. Lee, Y. Chung, T. Choi
  Semiparametric Bayesian two-stage meta-analysis for association between ambient temperature and new cases of COVID-19
  B1752:  K.W. Chan, C.H. Cheng
  A general framework for constructing locally self-normalized multiple-change-point tests
Session EO218 Room: Virtual R03
Recent advances in directional statistics Saturday 17.12.2022   10:00 - 12:05
Chair: Arthur Pewsey Organizer: Arthur Pewsey
  B0572:  R. Crujeiras, M. Alonso-Pena
  Multimodal regression with circular data
  B0443:  S. Jung
  Geodesic projection of directional distributions for projection pursuit
  B0347:  S. Huckemann, B. Eltzner, S. Hundrieser
  The role of finite sample smeariness for directional statistics
  B0939:  S. Kato, A. Pewsey
  A Cauchy-type model for cylindrical data
  B0804:  A. Pewsey, S. Kato
  Inference for a Cauchy-type model for cylindrical data
Session EO648 Room: Virtual R04
Advances in robust functional and high dimensional data analysis Saturday 17.12.2022   10:00 - 12:05
Chair: Ioannis Kalogridis Organizer: Ioannis Kalogridis
  B0475:  A. Ghosh, M. Jaenada, L. Pardo
  Robust adaptive variable selection in ultra-high dimensional linear regression models
  B1781:  J. Zhou, H. Zou
  AMP meets expectiles: Testing heteroscedasticity and asymmetry in high dimensions
  B0810:  L. Insolia, F. Chiaromonte, R. Li, M. Riani
  Doubly robust feature selection with mean and variance outlier detection and oracle properties
  B0583:  S. Van Aelst, I. Kalogridis
  Robust penalized estimators for functional linear regression
Session EO060 Room: Safra Lecture Theatre
Methods and applications for functional data analysis Saturday 17.12.2022   10:00 - 12:05
Chair: Enea Bongiorno Organizer: Enea Bongiorno
  B1084:  N. Pronello, E. del Gobbo, L. Fontanella, R. Ignaccolo, L. Ippoliti, S. Fontanella
  Mapping Brexit debate on twitter via functional graphical models
  B1112:  C. Capezza, F. Centofanti, A. Lepore, B. Palumbo
  Robust control charts for multivariate functional data
  B1381:  P. Chassat, J. Park, N. Brunel
  Analysis of variability in three-dimensional curves: Development of a generative model
  B1685:  K.L.L. Chan
  A specification test for the single functional index model
  B0797:  G. Van Bever, J.M. Jeon
  Flexible Hilbertian additive regression with small errors-in-variables
Session EO156 Room: K2.31 (Nash Lec. Theatre)
Model assessment Saturday 17.12.2022   10:00 - 12:05
Chair: Maria Dolores Jimenez-Gamero Organizer: Maria Dolores Jimenez-Gamero
  B0379:  D. Bagkavos, M. Guillen, J.P. Nielsen
  Conditional distribution function estimation and bandwidth selection under censoring
  B0496:  G. Rivas, M.D. Jimenez-Gamero
  A low computational cost approximation for a independence test in non-parametric regression
  B0531:  F. Chen, X. Li, H. Liang, D. Ruppert
  Model checking for logistic models when the number of parameters tends to infinity
  B0916:  D. Gaigall, L. Baringhaus
  A goodness-of-fit test for the compound Poisson exponential model
  B1150:  V. Alba-Fernandez, M.D. Jimenez-Gamero
  Homogeneity of marginal distributions for a large number of populations
  B1237:  J. Visagie, J. Allison, E. Bothma
  New tests for the Weibull distribution using Stein's method in the presence of random right censoring
Session EC816 Room: K0.16
Network data Saturday 17.12.2022   10:00 - 12:05
Chair: Yumou Qiu Organizer: CMStatistics
  B0239:  J.J. Cai, D. Yang, W. Zhu, H. Shen, L. Zhao
  Network regression and supervised centrality estimation
  B0629:  I. Fabris-Rotelli, J. Modiba, A. Stein, G. Breetzke
  Linear hotspot detection for a point pattern in the vicinity of a linear network
  B1541:  Y. Zhang, V. Panchenko
  Identifying relations between summary statistics and parameters in ABC: A network approach
  B1766:  M. Sabek, U. Pigorsch
  Local assortativity in weighted and directed complex networks
  B1018:  T. Li
  Supervariants identification for brain connectivity
Session EC754 Room: K0.18
Time series Saturday 17.12.2022   10:00 - 12:05
Chair: Tommaso Proietti Organizer: CMStatistics
  B0340:  T. Besbeas, F. Labrinakou
  Statistical inference in binomial time series when the number of trials is small
  B0682:  M. Felix, D. La Vecchia
  Semiparametric estimation for time series: A frequency domain approach based on optimal transportation theory
  B0335:  F. Chao, B. Masquelier, H. Rue, H. Ombao, L. Alkema
  A Bayesian hierarchical time series model for estimating sex ratios in youth mortality
  B1043:  C.F. Jimenez Varon, T.-H. Li, Y. Sun
  Semi-parametric estimation for the quantile coherence in multivariate time series
  B2031:  A. El Yaagoubi Bourakna, M.K. Chung, H. Ombao
  Modeling and simulating dependence in networks using topological data analysis
Session EC812 Room: K2.40
Dimension reduction and shrinkage methods Saturday 17.12.2022   10:00 - 12:05
Chair: Onno Kleen Organizer: CMStatistics
  B0332:  J. Kang, K. Kim
  A comparative study of linear and nonlinear sufficient dimension reduction
  B0369:  Y. Park, K. Kim, J.K. Yoo
  On cross-distance selection algorithm for hybrid sufficient dimension reduction
  B0534:  C. Lee, J.K. Yoo
  Comparing Grassmann manifold optimization and sequential candidate set algorithm in a principal fitted component model
  B0322:  M. Shin, J.K. Yoo
  Intensive comparison of semi-parametric and non-parametric dimension reduction methods in forward regression
  B2028:  F. Mies, A. Steland
  Projection inference for high-dimensional covariance matrices with structured shrinkage targets
Session EC815 Room: K2.41
Neuroimaging Saturday 17.12.2022   10:00 - 12:05
Chair: Russell Shinohara Organizer: CMStatistics
  B1555:  I.I. Gauran, H. Ombao, Z. Yu
  Cross-validation for high-dimensional testing in imaging genetics
  B1563:  S. Weinstein, R. Shinohara, J.Y. Park
  Hypothesis testing and spatial localization of associations in multi-modal neuroimaging studies
  B1608:  M. Palma, S. Tavakoli, J. Brettschneider, T. Nichols, A.-M. Staicu
  Normative brain mapping of 3-dimensional morphometry imaging data using skewed functional data analysis
  B1730:  M. Guerrero, H. Ombao, R. Huser
  Club Exco: Clustering brain extreme communities from multi-channel EEG data
  B1690:  D. Tu, J. Wrobel, A. Adebimpe, T. Satterthwaite, J. Goldsmith, J. Gertheiss, D. Bassett, R. Shinohara
  Regression and alignment for functional data and network topology
Session EC809 Room: S0.03
Spatial statistics Saturday 17.12.2022   10:00 - 12:05
Chair: Christopher Hans Organizer: CMStatistics
  B1689:  P. Girardi, V.M. Musau, C. Gaetan
  Spatial clustering of time series using Bayesian quantile regression
  B1716:  T.-M. Pasanen
  Spatio-temporal Bayesian methods for historical data
  B1841:  S. Taskinen, M. Sipila, K. Nordhausen
  Robust spatial blind source separation
  B1776:  T. Hirano
  A multi-resolution approximation by linear projection and covariance tapering for large spatial datasets
  B1996:  K.A. Ayalew, S. Manda, B. Cai
  Non-normal estimation of multiple spatial data using multivariate skews normal process
Session EC822 Room: S0.12
Multivariate statistics and complex data Saturday 17.12.2022   10:00 - 12:05
Chair: Michelle Carey Organizer: CMStatistics
  B0262:  M. Solis, A. Hernandez
  Geometric goodness of fit measure to detect patterns in data point clouds
  B0442:  M. Michaelides
  Individual claims reserving using activation patterns
  B1740:  R. Fontana, P. Semeraro
  High dimensional multivariate Bernoulli distributions with identical margins
  B1852:  I. Papageorgiou, S. Voutsinas
  Multivariate statistical quality control for autocorrelated data
  B2032:  R. Hipp, G. Halaj
  Decomposing systemic risk and the roles of contagion and common exposures: A structural approach
Session EC821 Room: S-1.01
Statistical modelling I Saturday 17.12.2022   10:00 - 12:05
Chair: Andriette Bekker Organizer: CMStatistics
  B0245:  P. Nagar, A. Bekker, M. Arashi, C.-J. Kat, A.-C. Barnard
  Modeling multivariate circular-linear data in a biomechanical study
  B0377:  B. Macoduol
  An extension of the quantile splicing technique for piece-wise distributions
  B0549:  S. Siegfried, L. Kook, T. Hothorn
  Distribution-free location-scale regression
  B1578:  K. Burke
  A novel differentiable unification of least absolute deviations and least squares
  B1793:  S.G. Haastert, M. Hettich
  Modelling cooperation in a dynamic common pool resource game with deep reinforcement learning
Session EC807 Room: S-1.29
Survival analysis I Saturday 17.12.2022   10:00 - 12:05
Chair: Shaun Seaman Organizer: CMStatistics
  B0569:  B. Tamasi, T. Hothorn
  Mixed-effects additive transformation models
  B0750:  D. Dobler, E. Musta
  Residual mean survival times in the presence of cure fractions in a two-sample problem
  B0571:  M. Escobar-Bach, O. Goudet
  Nonparametric survival estimation with missing not at random censoring indicators
  B1797:  R. Braekers
  Modelling the association structure in clustered right-censored survival data by factor copulas
  B1760:  L. McQuaid, S. Moghaddam, K. Burke
  Variable selection in the power-generalized Weibull distributional regression model
Session EC825 Room: S-2.25
Applied machine learning Saturday 17.12.2022   10:00 - 12:05
Chair: Alejandro Murua Organizer: CMStatistics
  B1775:  S. Poggi
  Emotions affect investors' willingness to take risks during trading sessions: A machine learning experimental research
  B1494:  A. Negahdari Kia, P. Sarzaeim, K. Burke, P. Shamsi
  Feature ranking in the diagnosis of cardiovascular diseases
  B1943:  S. Karkkainen, J. Arje, J. Raitoharju, A. Iosifidis, V. Tirronen, K. Meissner, M. Gabbouj, S. Kiranyaz
  Top-down classifiers with hierarchy based on taxonomic resolution used by human experts
  B0544:  M. Nagy-Lakatos, S. Baran
  Statistical post-processing of visibility ensemble forecasts
  B1884:  M.D.C. Robustillo Carmona, C.J. Perez Sanchez, M.I. Parra Arevalo, L. Naranjo Albarran
  Autoregressive neural networks for predicting temperature, relative humidity, and weight of beehives
Parallel session C: CFE Saturday 17.12.2022 10:00 - 12:05

Session CO645 Room: Virtual R05
Regularisation in econometric models Saturday 17.12.2022   10:00 - 12:05
Chair: Ralf Wilke Organizer: Ralf Wilke
  A0683:  J. Kueck, M. Huber
  Testing the identification of causal effects in data
  A0725:  C. Huang, V. Chernozhukov, W. Wang
  Learning network with focally sparse structure
  A0962:  E. Mammen, R. Wilke, K.M. Zapp
  Estimation of group structures in panel models with individual fixed effects
  A1051:  A. Dzemski, W. Wang, R. Okui
  Inference after multiple hypothesis testing
Session CO358 Room: BH (SE) 1.02
Recent developments in structural VARs Saturday 17.12.2022   10:00 - 12:05
Chair: Joshua Chan Organizer: Joshua Chan
  A0481:  C. Baumeister
  Advances in using vector autoregressions to estimate structural magnitudes
  A0647:  M. Bruns, H. Luetkepohl
  Heteroskedastic proxy VARs: Testing for time-varying impulse responses in the presence of multiple proxies
  A1468:  P. Amir Ahmadi, C. Matthes, M.-C. Wang
  Understanding instruments in macroeconomics: A study of high-frequency identification
  A1631:  T. Haertl
  Learning based uncertainty quantification in set identified SVARs
  A1416:  J. Chan, C. Matthes, X. Yu
  Large Bayesian VARs with many structural restrictions
Session CO266 Room: BH (SE) 1.05
Credit risk modelling Saturday 17.12.2022   10:00 - 12:05
Chair: Raffaella Calabrese Organizer: Raffaella Calabrese
  A0515:  M. Nagl, M. Nagl, D. Roesch
  Quantifying model uncertainty of machine learning methods for loss given default estimation
  A0900:  A. Bellotti
  Detecting local bias and error in credit risk models
  A1037:  V. Ioannou, R. Calabrese, F. Lindgren
  A multilevel scoring model with pooled cross-sectional and multi-period data including financial agents efficiency
  A1946:  R. Calabrese, M. Cowling, Y. Wang
  How climate change and supply chain affect SMEs financing
  A1701:  J. Zhang, R. Calabrese, Y. Dong, B. Shi
  The generalised extreme value gradient boosting decision tree for credit scoring
  A2022:  S. Saurin, C. Hurlin, C. Perignon
  The fairness of credit scoring models
Session CO366 Room: BH (SE) 2.05
Cryptocurrency analytics Saturday 17.12.2022   10:00 - 12:05
Chair: Marcell Tamas Kurbucz Organizer: Marcell Tamas Kurbucz
  A0532:  W. Bazan-Palomino
  Contagion from Bitcoin to stock markets: Instability, contemporaneous and long-run volatility transmission
  A0542:  D. Svogun
  Moving-average technical rules with a variable band in cryptocurrency markets
  A0577:  J. Sila, M. Mark, L. Kristoufek
  On empirical challenges in forecasting market betas in crypto markets
  A0604:  K. Zhang, S. Trimborn
  Influencer detection between cryptocurrency sectors via sparse network analysis
  A0660:  M.T. Kurbucz, A. Jakovac, P. Posfay
  Predicting the price movement of cryptocurrencies using linear law-based feature space transformations
Session CO730 Room: BH (SE) 2.10
Measuring climate-related financial risks Saturday 17.12.2022   10:00 - 12:05
Chair: Juan-Angel Jimenez-Martin Organizer: Juan-Angel Jimenez-Martin
  A0324:  D. Robles, L. Garcia-Jorcano, J.-A. Jimenez-Martin
  Tail sensitivity of stocks to carbon risk: A sectoral analysis
  A0334:  C. Gonzalez, R. Gimeno
  The role of a green factor in stock prices: When Fama \& French go green
  A0362:  L. Garcia-Jorcano, J.-A. Jimenez-Martin, D. Robles
  Growth exposure to climate change risk: ClimaGRisk
  A0469:  L. Sanchis-Marco, L. Garcia-Jorcano
  Forecasting climate risk by extreme sea level rises and its impact on financial markets
  A0899:  A.M. Garcia Sanz
  The impact of sustainability on financial risk: A firm level analysis
Session CO036 Room: BH (SE) 2.12
Topics in quantitative finance Saturday 17.12.2022   10:00 - 12:05
Chair: Gabriele Torri Organizer: Gabriele Torri, Sandra Paterlini
  A0298:  P. Caraiani
  Sentiment-based financial networks and the impact of monetary policy shocks
  A1467:  S. Paterlini, K. Bax, G. Bonaccolto
  Do lower ESG-rated companies have a higher systemic impact: Empirical evidence from Europe and the United States
  A1322:  G. Torri, S. Paterlini, E. Taufer, R. Giacometti, G. Terdik
  The generalized precision matrix: Dependency in non-Gaussian settings, theory and financial applications
  A1605:  D. Maringer, S. Paterlini
  Improving index tracking and portfolio performance with regularisation
  A1632:  P. Staehli, D. Maringer
  Maximum drawdown-optimized portfolios
Session CO030 Room: BH (S) 1.01 Lecture Theatre 1
Current challenges to macro and financial stability Saturday 17.12.2022   10:00 - 12:05
Chair: Claudio Morana Organizer: Claudio Morana
  A0360:  J. Fernandez de Bilbao, I. Figuerola-Ferretti, A. Santos Moreno, I. Paraskevopoulos
  Does crime pay? The financial consequences of bank misconduct
  A0479:  E. Ossola, L. Alessi, R. Panzica
  When do investors go green: Evidence from a time-varying asset-pricing model
  A0520:  R. Panzica, M. Caporin, F. Fontini
  The systemic risk of US oil and natural gas companies
  A0328:  A. Ajello
  Getting in all the cracks: Monetary policy, financial vulnerabilities, and macro risk
  A0849:  C. Morana
  Euro area inflation and a new core inflation measure
Session CC769 Room: BH (S) 2.02
Computational and high-dimensional econometrics Saturday 17.12.2022   10:00 - 12:05
Chair: Alessandra Amendola Organizer: CFE
  A1905:  M. Belfrage
  Machines do not go for lunch: A new diurnal adjustment for trade durations
  A0801:  D. Ammon, T. Hartl, R. Tschernig
  Determining the number of factors in fractionally integrated factor models
  A1334:  A. Verhoijsen, P. Krupskiy
  Fast inference for high-dimensional one-factor copula models with additional Gaussian factors
  A0354:  A. Santos
  Parallel computing and software integration applied to financial models calibration
  A1842:  A. Srakar
  Approximate Bayesian numerical method with product-Whittle-Matern-Yasuda kernel for Rosen's hedonic regression
Session CC780 Room: BH (S) 2.05
Applied econometrics Saturday 17.12.2022   10:00 - 12:05
Chair: Gianluca Cubadda Organizer: CFE
  A1731:  F. Schmal
  Decomposing earnings uncertainty using German SOEP data
  A1774:  K. Stabenow, S. Martin
  The effect of retirement age reform on retirement behavior: Analysis and synthesis of several natural experiments
  A1892:  S. Roszkowska, B. Kula, N. Pawelec, M. Swieczkowski, A. Kubis, A. Tomaszuk-Kazberuk, H. Bachorzewska-Gajewska, L. Kuzma
  Environmental and socioeconomic determinants of cardiovascular disease: The case of Poland
  A1005:  K.B. Tan
  Time series forecasting of tourist arrival in Singapore
  A1095:  I.C. Figuerola-Ferretti Garrigues
  Leverage driven bubbles in the Chinese real estate corporate sector
Session CC750 Room: BH (SE) 1.01
Econometric modelling Saturday 17.12.2022   10:00 - 12:05
Chair: Alain Hecq Organizer: CFE
  A1364:  C. Mastromarco, L. Simar, I. Van Keilegom
  Estimating nonparametric conditional frontiers and efficiencies: A new approach
  A1620:  A. Raknerud, T.V. Brasch, T. Vigtel
  Identifying the elasticity of substitution with biased technical change: A structural panel GMM estimator
  A1983:  S. Majumdar
  Stochastic correlation modelling with Von Mises process
  A1682:  D. Hendry, J.L. Castle, J. Doornik
  Discriminating direct from induced equilibrium mean shifts
  A0671:  K. Hayakawa, T. Yamagata
  Linear panel regression models with non-classical measurement error: An application to investment equations
Session CC805 Room: BH (SE) 1.06
Financial econometrics I Saturday 17.12.2022   10:00 - 12:05
Chair: Leopold Soegner Organizer: CFE
  A1512:  B. Majoni, R. Leon-Gonzalez
  Exact likelihood for inverse gamma stochastic volatility models
  A1737:  C.S.H. Wang, S. Bacci
  A real-time monitoring test for common breaks and factors in panel data
  A1909:  P. Rodrigues, J. Nicolau, M. Stoykov
  Tail index estimation in the presence of covariates: A systematic risk analysis
  A0439:  P.C. Tsai
  Asymmetric intra-day volatility pattern and price jump detection: Evidence from international equity indices
  A0600:  T. Kim, J. Kim, K.H. Kim
  New insights on the foreign exchange risk premium through a portfolio-based approach
Session CC785 Room: BH (SE) 2.09
Machine learning Saturday 17.12.2022   10:00 - 12:05
Chair: Leopoldo Catania Organizer: CFE
  A0352:  F. Brueck, J.-D. Fermanian, A. Min
  A new non-degenerate test for model selection based on maximum-mean-discrepancy
  A0461:  X. Zhou, G. Bagnarosa, J. Dandu, M. Dowling
  Media influences on agricultural commodity pricing
  A0237:  G. Charles-Cadogan
  Man vs. machine learning to time markets: Who will win?
  A1843:  H. Hultin, H. Hult, A. Proutiere, A. Tarighati, S. Samama
  A generative model of a limit order book using recurrent neural networks
  B2035:  M. Namvar, C. Li
  A text similarity-based algorithm for seed word generation in improving document classification
Parallel session D: CMStatistics Saturday 17.12.2022 13:35 - 15:40

Session EV746 Room: Virtual R01
Statistical modelling Saturday 17.12.2022   13:35 - 15:40
Chair: Enrico Ripamonti Organizer: CMStatistics
  B1808:  A. Payne, A. Silva, S. Rothstein, P. McNicholas, S. Dang
  Family of mixtures of multivariate Poisson log-normal distributions for clustering high dimensional count data
  B1876:  T. Guedon, C. Baey, E. Kuhn
  Variance components testing in mixed effects models with small sample size
  B1900:  V. Piperigou
  On integral part distribution models
  B1937:  M.F. Marino, M. Alfo, F. Martella
  A finite mixture model for biclustering longitudinal trajectories: An application to Italian crime data
  B1570:  S. Jadhav
  A function-based approach to model the measurement error in wearable devices
Session EI009 (Special Invited Session) Room: Safra Lecture Theatre
Statistical methods in neuroimaging Saturday 17.12.2022   13:35 - 15:40
Chair: John Kornak Organizer: John Kornak
  B0173:  J. Harezlak, A. Steiner, D. Brzyski, T. Randolph, J. Goni
  Incorporation of brain spatial and connectivity-based information in statistical regularization
  B0174:  D. Tudorascu
  Improved methods for biomarker detection and data harmonization in neuroimaging studies of Alzheimer's disease
  B0175:  H. Ombao, M. Pinto
  Modeling cortical brain network activity through concurrent EEG-FNIRS
Session EO192 Room: K0.16
Spectral methods in statistical network inference Saturday 17.12.2022   13:35 - 15:40
Chair: Vince Lyzinski Organizer: Vince Lyzinski
  B0295:  J. Cape
  Robust spectral clustering with rank statistics
  B0706:  D. Sussman
  Matching embeddings via shuffled total least squares regression
  B0385:  K. Pantazis, A. Athreya, J. Arroyo, W. Frost, E. Hill, V. Lyzinski
  The importance of being correlated: Implications of dependence in joint spectral inference across multiple networks
  B1438:  J. Arroyo, A. Athreya, V. Lyzinski
  Population-level inference for networks via graph embeddings
  B0715:  A. Athreya, Z. Lubberts, Y. Park, C. Priebe
  Discovering underlying dynamics in time series of networks
Session EO250 Room: K0.18
Count data models: Developments and applications Saturday 17.12.2022   13:35 - 15:40
Chair: Jochen Einbeck Organizer: Jochen Einbeck
  B0751:  M. Dvorzak, H. Wagner
  Bayesian modelling of underreported count data
  B0465:  A. Batsidis, M.D. Jimenez-Gamero, B. Milosevic
  Testing for the generalized Poisson distributions
  B0922:  P. Wilson, J. Einbeck
  $p$-values and quantiles for count data
  B1295:  A. Fernandez-Fontelo, P. Puig, M. Guillen, D. Morina
  Modelling the impact of Covid-19 pandemic on health insurance-related claims
  B0275:  W. Barreto-Souza, L. Piancastelli, K. Fokianos, H. Ombao
  Time-varying dispersion integer-valued GARCH models
Session EO532 Room: K0.20
Recent advances in statistical modeling in genetics and biological research Saturday 17.12.2022   13:35 - 15:40
Chair: Linxi Liu Organizer: Linxi Liu
  B0349:  T. Wang, I. Ionita-Laza, Y. Wei
  A unified quantile framework reveals nonlinear heterogeneous transcriptome-wide associations
  B0392:  R. Tao
  Integration of multidimensional splicing data and GWAS summary statistics for risk gene discovery
  B0775:  K. Sankaran
  Generative mediation models for microbiome data analysis
  B1020:  J. Li, D. Gan
  A simple method for removing batch effects from single-cell RNA-sequencing data
  B1562:  A. Freudenberg
  Accelerated algebraic functions for statistical genomics
Session EO232 Room: K0.50
New challenges in design of experiments Saturday 17.12.2022   13:35 - 15:40
Chair: John Stufken Organizer: John Stufken
  B1527:  J. Stufken, R. Singh
  Subdata selection with a large number of variables
  B1528:  M. Yang
  Deriving nearly-optimal subdata
  B1529:  M.-C. Chang
  Predictive subdata selection for large-scale deterministic computer models
  B1612:  J. Stallrich, M. Weese, K. Young, B. Smucker, D. Edwards
  Optimal design for penalized estimators
Session EO174 Room: K2.40
Recent advances in statistics for health Saturday 17.12.2022   13:35 - 15:40
Chair: Sophie Dabo Organizer: Camille Frevent, Sophie Dabo
  B0805:  S. Wang, V. Patilea
  Adaptive functional principal components analysis
  B1024:  C. Frevent, M.S. Ahmed, S. Dabo, M. Genin
  A Bayesian shared-frailty spatial scan statistic model for time-to-event data
  B1300:  R. Essifi, S. Dabo, C. Preda, C. Biernacki
  The patient pathway in a hospital environment
  B1361:  I.-A. Moindjie
  Classification of multivariate functional data (defined on different domains) using PLS approach
Session EO539 Room: K2.41
New advancements in undirected graphical/network modeling Saturday 17.12.2022   13:35 - 15:40
Chair: Andriette Bekker Organizer: Mohammad Arashi
  B0415:  A. Kheyri, A. Bekker, M. Arashi
  Graphical ridge with sparsity in high-dimension
  B0570:  S. Ranciati, A. Roverato, A. Luati
  Fully symmetric graphical lasso for dependent data
  B0584:  S.-Y. Oh, A. Petersen, P. Cisneros-Velarde, C. Tran
  Distributionally robust formulation of the graphical Lasso
  B1321:  F. Bayer, G. Moffa, N. Beerenwinkel, J. Kuipers
  Network-based clustering of pancancer data accounting for clinical covariates
  B1550:  F. Caron, F. Panero, J. Rousseau, A. Todeschini, X. Miscouridou
  Sparse graphs based on exchangeable random measures: properties, models and examples
Session EO204 Room: S0.03
Spatial statistics Saturday 17.12.2022   13:35 - 15:40
Chair: Soutir Bandyopadhyay Organizer: Soutir Bandyopadhyay
  B0855:  I. Sahoo, J. Guinness, B. Reich
  A graphical lasso model for Hermitian matrices to detect global time-lagged teleconnections
  B1607:  A. Datta
  Machine learning in geo-spatial mixed models
  B1630:  S. Bandyopadhyay, D. Nychka, M. Bailey
  Regridding uncertainty for statistical downscaling of solar radiation
  B0214:  S. Deb, S. Roy, C. Neves
  A nonparametric approach to deal with spatio temporal quantile regression problems
Session EO541 Room: S0.12
Robustness and related topics I Saturday 17.12.2022   13:35 - 15:40
Chair: Ana Maria Bianco Organizer: Ana Maria Bianco, Graciela Boente
  B0296:  A. Garcia-Perez
  On robustness for spatio-temporal data
  B0303:  C. Agostinelli, G. Saraceno, A. Basu
  Robust estimation in mixture models under case-wise and cell-wise contamination
  B0771:  C. Amado, M. Souto de Miranda
  A robust alternative to the Poisson hurdle model
  B0807:  A.M. Bianco, J. Charaf
  Direct methodology for adjusting ROC curves: A robust approach
  B1745:  N. Martin
  Robust and efficient Breusch-Pagan test: A beta-score LM test for heteroscedasticity in linear regression models
Session EO793 Room: S0.13
Sport analytics Saturday 17.12.2022   13:35 - 15:40
Chair: Andreas Groll Organizer: Andreas Groll, Christophe Ley
  B0601:  M. Oetting, R. Michels, R. Langrock
  A varying coefficient state-space model for investigating betting behaviour within in-play markets
  B0680:  A. Gerharz
  Statistical and machine learning methods in modern football analysis
  B0995:  A. Macis, M. Manisera, P. Zuccolotto
  Survival analysis in basketball: An analysis of the NBA players' offensive performance
  B1136:  L. Zumeta-Olaskoaga, A. Bender, H. Kuechenhoff, D.-J. Lee
  Estimating the risk of time-loss injuries in football players through recurrent time-to-event methods
  B1032:  A. Maes, C. Ley, D. Goossens, L.M. Hvattum, S. Murugan
  Plus-minus a couple of millions: a model for transfer fee evaluation
Session EO122 Room: S-1.01
Recent advances in model specification testing Saturday 17.12.2022   13:35 - 15:40
Chair: Bojana Milosevic Organizer: Bojana Milosevic
  B1392:  B. Ebner, B. Milosevic, M.D. Jimenez-Gamero
  On approximating eigenvalues of covariance operators with applications to goodness-of-fit tests
  B1263:  M. Obradovic, B. Milosevic, W. Ejsmont
  Test for multivariate normality based on new characterization
  B1056:  M. Ditzhaus, M. Baumeister, M. Pauly
  Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs
  B1115:  J. Gerstenberg, D. Gaigall
  Tests for the comparison of distributions of the excess over a confidence level
  B1232:  M. Cockeran
  Goodness-of-fit testing of survival models in the presence of Type II right censoring
Session EO058 Room: S-1.04
Copulas and dependence modelling Saturday 17.12.2022   13:35 - 15:40
Chair: Piotr Jaworski Organizer: Piotr Jaworski
  B0255:  M. Tepegjozova, C. Czado
  Bivariate vine copula based quantile regression with applications in climate data analysis
  B0277:  O. Grothe, J. Rieger
  Singular value decomposition based low-rank representations of copulas
  B0281:  M. Manstavicius
  Concordance measures generalizing Kendall's tau
  B0624:  M. Omladic
  Dedekind-MacNeille completion of multivariate copulas via ALGEN method
  B0635:  P. Jaworski
  On certain bivariate copulas with a trapezoid support
Session EO696 Room: S-1.06
Recent advances in mixture models Saturday 17.12.2022   13:35 - 15:40
Chair: Konstantinos Perrakis Organizer: Konstantinos Perrakis
  B1489:  A. Khalili
  Sparse estimation in heterogeneous varying coefficient regression models
  B1045:  K. Perrakis, T. Lartigue, F. Dondelinger, S. Mukherjee
  Regularized joint mixture models
  B0316:  M. Grushanina, S. Fruehwirth-Schnatter
  Dynamic mixture of finite mixtures of factor analysers with automatic inference on number of clusters and factors
  B1338:  J. Greve, B. Gruen, G. Malsiner-Walli, S. Fruehwirth-Schnatter
  Spying on the prior of the number of data clusters and the partition distribution in Bayesian cluster analysis
Session EO452 Room: S-1.27
Missing data analysis and its application Saturday 17.12.2022   13:35 - 15:40
Chair: Wang Miao Organizer: Wang Miao
  B0704:  R. Nabi
  Causal and counterfactual views of missing data models
  B1017:  Y. Li, W. Miao, I. Shpitser, E. Tchetgen Tchetgen
  A self-censoring model for multivariate nonignorable nonmonotone missing data
  B1236:  B. Sun, W. Miao, X. Li
  A stableness of resistance model for nonresponse adjustment with callback data
  B1446:  M. Sadinle
  Semi-automated estimation of weighted rates for e-commerce catalog quality monitoring
  B1683:  L. Amro, M. Pauly, B. Ramosaj
  General MANOVA with missing data: A resampling-based solution
Session EO410 Room: S-2.23
Dimension reduction and modeling of complex data structures Saturday 17.12.2022   13:35 - 15:40
Chair: Joni Virta Organizer: Joni Virta
  B1069:  D. Kapla
  Higher order parametric inverse regression
  B0808:  L. Heinonen, J. Virta
  Robust kernel PCA by weighting observations
  B0908:  A. Artemiou, B. Jones
  Nonlinear feature extraction for sufficient dimension reduction in the presence of categorical predictors
  B0988:  E. Christou
  Dimension reduction techniques for conditional quantiles
  B0407:  J. Virta, A. Artemiou
  Non-linear two-dimensional PCA
Session EO623 Room: S-2.25
Explainable artificial intelligence Saturday 17.12.2022   13:35 - 15:40
Chair: Emanuela Raffinetti Organizer: Emanuela Raffinetti
  B0659:  N. Bussmann, A. Tanda, E.P.-Y. Yu
  Can ESG shape the cost of capital: A bibliometric review and empirical analysis through ML
  B0685:  E. Raffinetti, P. Giudici
  A SAFE artificial intelligence approach
  B0707:  P. Pagnottoni, A. Celani
  Multidimensional financial connectedness
  B1156:  P. Neelakantan
  Countering racial discrimination in algorithmic lending: A case for model-agnostic interpretation methods
  B1194:  Y. Chen, R. Calabrese, B. Martin-Barragan
  A novel interpretation method for explaining machine learning survival models
Session EO718 Room: BH (S) 2.03
Empirical processes and their applications Saturday 17.12.2022   13:35 - 15:40
Chair: Eric Beutner Organizer: Eric Beutner
  B0861:  Y.-Y. Lee, M. Huber, Y.-C. Hsu, C.-A. Liu
  Testing monotonicity of mean potential outcomes in a continuous treatment with high-dimensional data
  B0894:  J.-M. Zakoian, L. Cantin, C. Francq
  Estimation of systemic risk in semi-parametric dynamic models based on the empirical distribution of residuals
  B1429:  L. Chen, G. Keilbar, W.B. Wu
  Recursive quantile estimation: Non-asymptotic confidence bounds
  B1768:  E. Beutner
  Two-sample smooth test for the equality of distributions for dependent data
Session EO442 Room: BH (S) 2.05
Bayesian modeling and applications Saturday 17.12.2022   13:35 - 15:40
Chair: Christopher Hans Organizer: Christopher Hans
  B1202:  S. Jensen
  Spatio-temporal Bayesian modeling of crime in Philadelphia
  B1371:  A. Meyer, D. van Dyk, A. Siemiginowska
  TD-CARMA: Painless, accurate, and scalable estimates of gravitational-lens time delays with flexible CARMA processes
  B0990:  J. Xu
  Distance-to-set priors for Bayesian constraint modeling
  B1459:  A. Volfovsky
  Density regression with Bayesian additive regression trees
Session EO627 Room: Virtual R02
Recent developments in statistical machine learning Saturday 17.12.2022   13:35 - 15:40
Chair: Fei Xue Organizer: Fei Xue
  B0672:  W. Shen
  Bayesian analysis of multiway data with applications to nba game analysis
  B0696:  W. Mo
  Efficient learning of optimal individualized treatment rules
  B0772:  Y. Wei
  A non-asymptotic framework for approximate message passing
  B1287:  L. Zhang
  The power of contrast for feature learning: A theoretical analysis
  B1709:  X. Tang
  Continuous-time recommender system with evolutionary temporal feature process embedding
Session EO615 Room: Virtual R03
Recent advances in causal inference and high-dimensional statistics Saturday 17.12.2022   13:35 - 15:40
Chair: Lin Liu Organizer: Lin Liu
  B0423:  E. Dunipace
  Optimal transport weights for causal inference
  B1031:  F. Gao, T. Wang
  Two-sample testing of high-dimensional linear regression coefficients via complementary sketching
  B1209:  Y. Wang, G. Imbens, N. Kallus, X. Mao
  Long-term causal inference under persistent confounding via data combination
  B1229:  M. Stensrud
  Superoptimal regimes for decision-making assisted by algorithms
  B1744:  B. Zhang
  Estimating and improving individualized treatment rules and dynamic treatment regimes with an instrumental variable
Session EO234 Room: Virtual R04
Resampling methods in modern settings Saturday 17.12.2022   13:35 - 15:40
Chair: Miles Lopes Organizer: Miles Lopes
  B0691:  E. Paparoditis, J.-P. Kreiss
  Bootstrapping Whittle estimators
  B0814:  Y. Koike, X. Fang
  High-dimensional CLT with general covariance structure
  B1205:  H. Lam
  A cheap bootstrap method for fast inference
  B1298:  H. Chiang, K. Kato, Y. Sasaki
  Inference for high-dimensional exchangeable arrays
  B1434:  R. Lunde, P. Sarkar, R. Ward
  Statistical inference for streaming PCA in high dimensions
Session EO733 Room: Virtual R05
Causal inference: Challenges in complex settings Saturday 17.12.2022   13:35 - 15:40
Chair: Laura Pazzagli Organizer: Laura Pazzagli
  B1396:  I. Waernbaum
  Selection bias and multiple inclusion criteria
  B0803:  A. Sarvet
  Elaborated ontologies for causal inference in resource-limited settings
  B1010:  H. Zhao
  Causal inference methods for multiple treatment group evaluations
  B0927:  J. Young
  Causal inference with competing events
  B2019:  I. Malenica, M. van der Laan
  Single time-series conditional causal effect
Session EO280 Room: BH (SE) 1.01
Time series with changes in regime Saturday 17.12.2022   13:35 - 15:40
Chair: Maddalena Cavicchioli Organizer: Maddalena Cavicchioli
  B0254:  F. Chen, D. Wee, W. Dunsmuir
  Inference for Markov switching GARCH(1,1) models using sequential Monte Carlo
  B0289:  A. Pal Majumder
  Regime switching processes and their long time behaviors
  B1264:  J. Cheng
  Time series forecasting using hybrid regime switching ANN models
  B0963:  A. Petronevich, C. Doz
  Three states of the French business cycle
  B0428:  M. Cavicchioli
  Impulse response analysis in Markov switching vector autoregressions
Session EO374 Room: K2.31 (Nash Lec. Theatre)
Methodology for semiparametric and causal inference Saturday 17.12.2022   13:35 - 15:40
Chair: Charles Doss Organizer: Charles Doss
  B0498:  E. Ogburn
  Disentangling confounding and nonsense associations due to dependence
  B0971:  T. Westling, K. Takatsu
  Debiased nonparametric inference for covariate-adjusted regression functions
  B1968:  A. Luedtke
  Adversarial Monte Carlo meta-learning of conditional average treatment effects
  B0592:  E. Kennedy
  Optimal estimation of heterogeneous causal effects
Session EC775 Room: K0.19
Non- and semi-parametric statistics Saturday 17.12.2022   13:35 - 15:40
Chair: Michelle Carey Organizer: CMStatistics
  B1509:  P. Gaona Partida, C.-C. Yeh, Y. Sun, A. Cutler
  An interval-valued random forests model
  B1532:  E. Young, R.D. Shah
  Targeted weight estimation in the heteroscedastic partially linear model
  B1634:  L. Patel, P. Jacobs
  Towards dynamic quantile function models for anomaly detection
  B1710:  N. Koning, J. Hemerik
  More efficient exact permutation testing: using a representative subgroup
  B1622:  G. Collins
  Bayesian projection pursuit regression
Session EC778 Room: S0.11
Methodological and applied statistics Saturday 17.12.2022   13:35 - 15:40
Chair: Sabrina Giordano Organizer: CMStatistics
  B0373:  M.J.-C. Malela
  Assessment of the performances of new linear profile memory-type schemes under fixed explanatory variables
  B1800:  K. Fukushima, K. Okada
  Multiple-choice log-linear cognitive diagnostic model framework and its application
  B1648:  F. Awad, L. Burk, T. Makovky
  Effectiveness's comparison of longitudinal imputation methods for wave nonresponse applied to LFS data, ICBS
  B1726:  M. Alsabhi
  Statistical inference for the virtual age imperfect repair model
Session EC813 Room: S-1.29
Survival analysis II Saturday 17.12.2022   13:35 - 15:40
Chair: Stefanie Biedermann Organizer: CMStatistics
  B0533:  S. Agami
  Estimation in the Cox survival regression model with covariate measurement error and a changepoint
  B0203:  A. Al Luhayb
  Smoothed bootstrap method for double-censored data
  B0895:  B. Vakulenko-Lagun
  Regression analysis with censored covariates in the presence of a cured fraction
  B1647:  A.H. Jameel, C. Fallaize, J. Grevel, B. Chacko, C. Brignell, G. Stupfler
  Assessing patient benefit with semi-Markov multi-state models
  B1934:  I. Sousa
  A joint model for multiple longitudinal responses with informative time measurement
Parallel session D: CFE Saturday 17.12.2022 13:35 - 15:40

Session CI019 (Special Invited Session) Room: BH (S) 1.01 Lecture Theatre 1
New advances in inference Saturday 17.12.2022   13:35 - 15:40
Chair: Indeewara Perera Organizer: Indeewara Perera
  A0179:  G. Cavaliere, S. Goncalves, M. Nielsen
  Bootstrap inference in the presence of bias
  A0180:  A. Rahbek, G. Cavaliere, T. Mikosch, F. Vilandt
  Asymptotics and inference for autoregressive conditional duration models
  A0259:  J.C. Escanciano
  Extending the scope of inference about predictive ability to machine learning methods
Session CO128 Room: BH (SE) 1.05
Dynamic conditional score models Saturday 17.12.2022   13:35 - 15:40
Chair: Dario Palumbo Organizer: Dario Palumbo, Roberto Casarin
  A0511:  G. Bormetti, F. Corsi
  A Lucas critique compliant SVAR model with observation-driven time-varying parameters
  A0918:  E. DInnocenzo, A. Lucas
  Dynamic partial correlation models
  A1308:  D. Palumbo, R. Casarin, F. Ravazzolo
  Dynamic combination and calibration of forecasts
  A1353:  F. Campigli, F. Lillo, G. Bormetti
  Measuring the information content of trades in a time-varying setting
  A1375:  A. Luati, P. Gorgi, C.S.A. Lauria
  On the optimality of score-driven models
Session CO593 Room: BH (SE) 2.05
Structural, predictive inference in nonlinear macroeconometrics Saturday 17.12.2022   13:35 - 15:40
Chair: Niko Hauzenberger Organizer: Michael Pfarrhofer, Niko Hauzenberger
  A0273:  K. Klieber, N. Hauzenberger, F. Huber, M. Marcellino
  Model specification for Bayesian neural networks in macroeconomics
  A0355:  A. Stelzer, M. Pfarrhofer, F. Huber, M. Marcellino
  Nonparametric methods for measuring asymmetries in monetary policy transmission
  A0729:  S. Davidson, D. Moccero
  The nonlinear effects of shocks to bank capital vulnerability in Euro area countries
  A1029:  T. Zoerner, M. Boeck, A. Steshkova
  The impact of carry trade activity on the transmission of monetary policy
  A1933:  P. Goulet Coulombe, M. Goebel
  What can be learned about the future
Session CO693 Room: BH (SE) 2.10
Latest developments in financial econometrics Saturday 17.12.2022   13:35 - 15:40
Chair: Roxana Halbleib Organizer: Roxana Halbleib
  A0236:  V. Less, P. Sibbertsen
  A multivariate perturbation robust test against spurious long memory
  A0477:  M. Grith, P. Santucci de Magistris, F. Violante, P. Vallarino
  Common factors in large panels of option prices
  A0501:  J. Jasiak
  Finite sample performance of generalized covariance estimator
  A0718:  E. Smetanina
  Multiple forecast comparisons in unstable environments and high dimensions
  A0798:  E. Kazak, R. Halbleib, W. Pohlmeier
  Bagged value-at-risk forecast combination
Session CO398 Room: BH (SE) 2.12
Recent advances in quantitative finance Saturday 17.12.2022   13:35 - 15:40
Chair: Shixuan Wang Organizer: Shixuan Wang
  A1417:  Z. Cui, B. Dong, W. Xu
  Implied willow tree method for the term structure of moments risk premia
  A1119:  Y. Zhao, F. Kearney, H.L. Shang
  Intraday foreign exchange rate volatility forecasting: Univariate and multilevel functional GARCH models
  A0525:  Y. Zhang, Z. Liu, B. Li
  Distinctly large eigenvalue with approximately diagonal eigenvector of covariance matrix
  A1185:  J. Fu
  Does the less sophistication investors intended to prefer simple signals to choose mutual fund
  A0528:  B. Li, Z. Liu, S. Wang, Y. Zhang
  Asset pricing model with functional principal component analysis
Session CC761 Room: BH (SE) 1.02
Forecasting Saturday 17.12.2022   13:35 - 15:40
Chair: Alessandra Amendola Organizer: CFE
  A1651:  J. Kotlowski
  The role of central bank forecasts in the turbulent times
  A1874:  V. Monschang, W. Bernd
  A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction
  A2008:  D. Pedregal, J.R. Trapero, E. Holgado
  Censored ExponenTial smoothing to solve lost-sales demand forecasting problems
  A1897:  Y. Xu
  Forecasting the conditional Covariance: Using daily, intraday returns, or both
  A1564:  D. Eck
  Minimizing post-shock forecasting error through aggregation of outside information
Session CC781 Room: BH (SE) 1.06
Financial modelling Saturday 17.12.2022   13:35 - 15:40
Chair: Douglas Hodgson Organizer: CFE
  A1304:  L. Felix, L. Bai, A.E. Clark Peres, V. Gaggiato
  Dynamic comovement and spillover among global financial markets during Covid19: Evidence from wavelet coherence analysis
  A1453:  W. Tarrant
  The Abelian sandpile model in financial crises
  A1504:  A. Brou, R. Luger
  A simplified decomposition model for asset return predictability
  A1915:  S. Chan
  An analysis of the return-volume relationship in decentralised finance (DeFi)
  A2020:  Y. Zheng, S. Pybis
  Stock market volatility and expected returns
Session CC798 Room: BH (SE) 2.09
Inflation Saturday 17.12.2022   13:35 - 15:40
Chair: Leopold Soegner Organizer: CFE
  A1573:  T. Prono
  Back to the past: Long memory properties (again) matter for inflation forecasting
  A1652:  A. Halka, D. Stelmasiak
  Consumer price index differentials among Polish households
  A1810:  S. Lhuissier, F. Tripier, A. Ortmans
  The risk of inflation dispersion in the Euro area
  A1945:  L. Vaughan
  Testing hyperinflation data against Makochekanwa's model
Parallel session E: CMStatistics Saturday 17.12.2022 16:10 - 17:50

Session EI007 (Special Invited Session) Room: Safra Lecture Theatre
New developments for time series analysis for complex data Saturday 17.12.2022   16:10 - 17:50
Chair: Christian Francq Organizer: Alexander Aue
  B0182:  S. Hoermann, F. Jammoul
  Model diagnostics for discretely sampled functional data
  B1186:  S. Subbarao, S. Basu
  Graphical models for nonstationary time series
  B1412:  D. Matteson, H. Wu, S. Ryan
  Drift vs Shift: Decoupling trends and changepoint analysis
Session EO536 Room: K0.16
Modeling various data types with network structures Saturday 17.12.2022   16:10 - 17:50
Chair: Philip White Organizer: Philip White
  B0436:  F. Sanna Passino, N. Heard
  Mutually exciting point process graphs for modelling dynamic networks
  B0497:  J. Tang, D. Zimmerman
  Space-time covariance models on networks
  B0503:  F. Bu, A. Aiello, J. Xu, A. Volfovsky
  Stochastic epidemic models on dynamic contact networks
  B0613:  P. White
  Scalable warped directional traffic network models for traffic accident data
Session EO326 Room: K0.19
Modeling and computing for heterogeneous and clustered data Saturday 17.12.2022   16:10 - 17:50
Chair: Weixin Yao Organizer: Weixin Yao
  B0538:  Y. Niu, D. Fan, Y. Peng
  Marginal accelerated failure time mixture cure model for clustered survival data
  B0688:  B. Gruen, S. Fruehwirth-Schnatter, G. Malsiner-Walli
  Bayesian model-based clustering with the telescoping sampler
  B0819:  A. Montanari, L. Anderlucci, S. Dallari
  Modelling heterogeneity in human gut microbiome: A clustering-based perspective
  B1984:  M. Wu
  Adaptive distributed inference for multi-source massive heterogeneous data
Session EO619 Room: K0.20
ROC methods for the evaluation of biomarkers Saturday 17.12.2022   16:10 - 17:50
Chair: Leonidas Bantis Organizer: Leonidas Bantis
  B0342:  D.K. To, G. Adimari, M. Chiogna
  Covariate adjustment methods for the evaluation of biomarkers in multi-class setting
  B0983:  K. Young, L. Bantis
  Estimation and inference on the partial volume under the ROC surface with applications to pancreatic cancer
  B1086:  A. Fanjul Hevia, J.-C. Pardo-Fernandez, W. Gonzalez-Manteiga
  Nonparametric methods for the comparison of ROC curves with covariate information
  B1140:  J. Riou, P. Blanche
  Multiple comparisons of areas under the ROC curve
Session EO028 Room: K0.50
Advances in design of experiments Saturday 17.12.2022   16:10 - 17:50
Chair: Tim Waite Organizer: Tim Waite
  B0523:  U. Groemping
  General Stratum Orthogonal Arrays (GSOAs): Constructions and properties
  B0842:  L. Kang
  Locally optimal design for A/B tests in the presence of covariates and network dependence
  B0796:  A. Overstall
  Gibbs optimal design of experiments
  B1265:  S. Pozuelo Campos, V. Casero-Alonso, M. Amo-Salas
  Optimal designs for the detection and characterisation of hormesis in toxicological tests
Session EO182 Room: K2.40
Recent developments in functional data analysis Saturday 17.12.2022   16:10 - 17:50
Chair: Eliana Christou Organizer: Eliana Christou
  B0367:  G. Cao, Z. Shang
  Deep neural network classifier for multi-dimensional functional data
  B0493:  U. Beyaztas, M. Tez, H.L. Shang
  Robust functional quantile regression
  B1075:  J. Di Iorio, M. Cremona, F. Chiaromonte
  An agglomerative hierarchical local clustering algorithm for functional motif discovery
  B1096:  C.E. Lee, X. Zhang, X. Shao
  Testing conditional mean independence for functional data
Session EO563 Room: K2.41
Statistical methods for neuroimaging data Saturday 17.12.2022   16:10 - 17:50
Chair: Elizabeth Sweeney Organizer: Elizabeth Sweeney
  B0615:  E. Sweeney
  Quantitative susceptibility maps in multiple sclerosis lesions
  B0440:  K. Linn
  Challenges and opportunities of using interleaved TMS/fMRI data to personalize treatments for depression
  B0739:  A. Kuceyeski
  NeuroGen: A tool for activity modulation in human visual networks
  B0759:  R. Shinohara
  Harmonizing correlated data structures in multi-center neuroimaging studies
Session EO638 Room: S0.03
Spatial statistics and stochastic PDEs Saturday 17.12.2022   16:10 - 17:50
Chair: David Bolin Organizer: David Bolin
  B0329:  F. Lindgren, D. Bolin, E. Krainski, H. Rue, H. Bakka
  Non-separable diffusion-based spatio-temporal Gaussian fields
  B0874:  D. Sanz-Alonso, R. Yang
  Finite element and graphical representations of Gaussian processes
  B0993:  J. Wallin, D. Bolin, A. de Bustamante Simas
  Gaussian Whittle Matern fields on metric graphs
  B1556:  L. Clarotto, D. Allard, T. Romary, N. Desassis
  The SPDE approach for spatio-temporal datasets with advection and diffusion: A matrix-free approach
Session EO444 Room: S0.11
Branching processes: Theory, computation and applications I Saturday 17.12.2022   16:10 - 17:50
Chair: Miguel Gonzalez Velasco Organizer: Ines M del Puerto, Miguel Gonzalez Velasco
  B1367:  V. Stoimenova, A. Staneva, D. Atanasov
  Algorithmic methods for parameter estimation in two-type branching processes
  B1421:  A. Tchorbadjieff
  Simulative study of Markov branching processes derived from geometric reproduction of particles
  B1460:  A. Vidyashankar
  Ancestral inference for age-dependent branching processes with immigration
  B1886:  I.M. del Puerto, M. Gonzalez Velasco, C. Minuesa Abril, A. Vidyashankar
  Large deviation results for controlled branching processes with immigration
Session EO148 Room: S0.13
Statistical summits: Methodology and computing I Saturday 17.12.2022   16:10 - 17:50
Chair: Andriette Bekker Organizer: JT Ferreira, Andriette Bekker
  B1033:  M. Gallaugher, E. Alamer, P. McNicholas
  Mixture modeling of mixed type data for clustering
  B1072:  J. Van Niekerk, D. Rustand, E. Krainski, H. Rue
  Improved inference for LGM's using INLA
  B1133:  A. Azzalini
  Some remarks about maximization of the likelihood function
  B1402:  V. Melnykov
  Conditional mixture modeling
Session EO641 Room: S-1.04
Statistical models for complex dependent data Saturday 17.12.2022   16:10 - 17:50
Chair: Eardi Lila Organizer: Eardi Lila
  B0487:  M. Kolar
  Latent multimodal functional graphical model estimation
  B0585:  J.Y. Park, M. Fiecas
  CLEAN: Leveraging spatial autocorrelation in neuroimaging data in clusterwise inference
  B0746:  A. Shojaie
  Estimation and inference for networks of multi-experiment point processes
  B1401:  S. Basu
  Graphical models for stationary time series
Session EO713 Room: S-1.06
Recent advances in imaging statistics Saturday 17.12.2022   16:10 - 17:50
Chair: Shuo Chen Organizer: Jian Kang
  B0830:  S. Chen, H. Lee
  Mediating role of neuroimaging data image-related cognitive decline
  B0920:  S. Lee
  Semi-parametric independent component analysis in the time-frequency domain
  B1566:  F. Jiang
  Time-varying functional connectivity features are strong predictors of Alzheimers disease
  B1586:  A. Menacher, T. Nichols, C. Holmes, H. Ganjgahi
  Bayesian Bootstrap uncertainty quantification for spatial lesion regression modelling
Session EO450 Room: S-1.27
Statistical methods for wearable devices Saturday 17.12.2022   16:10 - 17:50
Chair: Jaroslaw Harezlak Organizer: Jaroslaw Harezlak
  B0761:  J. Zou, C. Di, L. Natarajan
  A Riemann manifold model framework for longitudinal changes in physical activity patterns
  B0862:  C. Tekwe
  Quantile regression with a mixture of function-valued and a scalar-valued covariate prone to classical measurement error
  B1152:  J. Zhang, H. Shou, H. Li
  Mediation analysis with densities as mediators with an application to iCOMPARE trial
  B1777:  C. Di, G. Wang, F. Han
  Robust functional principal components analysis with application to accelerometry data
Session EO612 Room: S-2.23
Platform trials for COVID-19 interventions Saturday 17.12.2022   16:10 - 17:50
Chair: Jonathan Schildcrout Organizer: Jonathan Schildcrout
  B1333:  C. Lindsell
  Picking outcomes for outpatient platform trials in a pandemic
  B1386:  J. Marion
  Designing an adaptive platform for an evolving pandemic: The PRINCIPLE trial
  B1178:  T. Stewart
  Models for longitudinal ordinal outcomes
  B1170:  M. Shotwell
  Summary outcomes in longitudinal clinical trials: Robustness to MNAR and Modeling Assumptions
Session EO340 Room: S-2.25
Statistical learning in practice Saturday 17.12.2022   16:10 - 17:50
Chair: Alejandro Murua Organizer: Alejandro Murua
  B1117:  S. Perreault
  Statistical learning of cyclic autocorrelation functions with application to streamflow data modelling
  B0655:  M.-H. Descary
  Functional trait locus mapping by functional data clustering
  B1076:  N. Wicker, A. Broustet
  Decision surface Markov chain
  B1592:  T. Chekouo
  A Bayesian group selection with compositional responses for analysis of tumor proportions and their genomic determinants
Session EO116 Room: BH (S) 2.05
Bayesian semi- and non-parametric methods I Saturday 17.12.2022   16:10 - 17:50
Chair: Andrea Cremaschi Organizer: Andrea Cremaschi, Andres Barrientos, Bernardo Nipoti
  B0653:  M. De Iorio
  Repulsion, chaos and equilibrium in mixture models
  B1812:  J. Griffin, M. Beraha
  Normalized latent measure factor models
  B0472:  S. Deshpande
  A new BART prior for structured categorical inputs
  B1581:  J. Bradley
  Exact Bayesian inference for a class of spatial generalized linear mixed effects models
Session EO404 Room: Virtual R01
Recent advances in Bayesian modeling and computation Saturday 17.12.2022   16:10 - 17:50
Chair: Marco Ferreira Organizer: Marco Ferreira
  B0734:  M. Ferreira, S. Xu, J. Williams
  Bayesian analysis of GLMMs with nonlocal priors for genome-wide association studies
  B0876:  S. Xu, M. Ferreira, E. Porter, C. Franck
  Objective Bayesian model selection for generalized linear mixed models
  B0992:  J. Williams, S. Xu, M. Ferreira
  BGWAS: Bayesian variable selection in linear mixed models with nonlocal priors for genome-wide association studies
  B1172:  T.C.O. Fonseca, M. Ferreira
  Smooth covariance functions for multiscale spatiotemporal models
Session EO230 Room: Virtual R02
Advances in high-dimensional statistics Saturday 17.12.2022   16:10 - 17:50
Chair: Yang Ning Organizer: Yang Ning
  B0831:  Y. Ning
  Optimal and safe estimation for high-dimensional semi-supervised learning
  B1157:  C. Ma, Y. Yang
  Optimal tuning-free convex relaxation for noisy matrix completion
  B1190:  X. Li, M. Kosorok
  Functional individualized treatment regimes with imaging features
  B1228:  J. Tao
  Estimation and inference for partially linear models with estimated outcomes using high-dimensional data
Session EO664 Room: Virtual R03
Advance in application of functional data analysis Saturday 17.12.2022   16:10 - 17:50
Chair: Haolun Shi Organizer: Haolun Shi
  B0474:  Z. Zhou
  Deep neural network with a smooth monotonic output layer for dynamic risk prediction
  B0588:  T. Guan
  Exploring pre-launch movie electronic word-of-mouth time series by functional data analysis
  B2009:  S. Jiang
  Long-term risk prediction utilizing mammography data
  B0198:  H. Shi
  Robust regression-based functional principal component analysis
Session EO512 Room: Virtual R04
Emerging statistical issues in overparameterized modeling Saturday 17.12.2022   16:10 - 17:50
Chair: Yoonkyung Lee Organizer: Yoonkyung Lee
  B0451:  N. Ghosh, M. Belkin
  A universal trade-off between the model size, test loss, and training loss of linear predictors
  B0414:  B. Luan, Y. Lee, Y. Zhu
  Predictive model degrees of freedom in linear regression
  B0552:  Y. Xing, Q. Song, G. Cheng
  Benefit of interpolation in nearest neighbor algorithms
  B1676:  P. Ju, X. Lin, N. Shroff
  On the Generalization Power of the Overfitted Three-Layer Neural Tangent Kernel Model
Session EO052 Room: Virtual R05
New approaches in high-dimensional time series modeling Saturday 17.12.2022   16:10 - 17:50
Chair: Abolfazl Safikhani Organizer: Abolfazl Safikhani
  B1838:  S.Y. Samadi, W. Herath
  Dimension reduction in multivariate time series
  B1818:  A. Safikhani
  Theoretical analysis of deep neural networks for temporally dependent observations
  B1732:  Y. Zheng
  An interpretable and efficient infinite-order vector autoregressive model for high-dimensional time series
  B1778:  D. Wang
  Optimal change point testing in high-dimensional regression time series
Session EO542 Room: Virtual R06
Robustness and related topics II Saturday 17.12.2022   16:10 - 17:50
Chair: Ana Maria Bianco Organizer: Ana Maria Bianco, Graciela Boente
  B0374:  A. Martinez, N. Murrone
  Robust estimation based on B-splines with simultaneous variable selection for partially linear additive models
  B0564:  L. Ventura, E. Bortolato
  Robust inference for non-inferiority studies
  B0825:  M. Valdora, G. Boente
  Robust estimators for functional logistic regression
  B1328:  S. Lopez Pintado
  On depths for noisy functional data: The quantile Integrated depth
Session EO720 Room: Virtual R07
Bayesian nonparametrics for causal inference: Part I Saturday 17.12.2022   16:10 - 17:50
Chair: Chanmin Kim Organizer: Chanmin Kim
  B0261:  A. Oganisian, J. Roy
  Bayesian semiparametric model for sequential AML treatment decisions with informative timing
  B0666:  Y. Ni
  Ordinal causal discovery
  B0735:  A. Linero
  Avoiding highly-informative ``nonparametric'' priors
  B0873:  C. Wang
  TEA prior: A Bayesian approach with application for adaptive platform trials having temporal changes
Session EO670 Room: Virtual R08
Statistical methods for massive or high-dimensional data Saturday 17.12.2022   16:10 - 17:50
Chair: Alexander Munteanu Organizer: Alexander Munteanu
  B0701:  M. Derezinski
  Algorithmic Gaussianization through sketching: Converting data into sub-Gaussian random designs
  B0974:  E. Pircalabelu, A. Artemiou
  High-dimensional sufficient dimension reduction through principal projections
  B0792:  Z. Ding
  Scalable Bayesian $p$-generalized probit and logistic regression via coresets
  B1041:  S. Omlor
  Bounding the width of neural networks via coupled initialization
Session EO386 Room: K2.31 (Nash Lec. Theatre)
Weighting methods for causal inference and selection bias Saturday 17.12.2022   16:10 - 17:50
Chair: Shaun Seaman Organizer: Shaun Seaman
  B0828:  S. Seaman, L. Su, S. Yiu
  Sensitivity analysis for calibrated inverse probability of censoring weighted estimators under non-ignorable dropout
  B0429:  D. Viviano
  Dynamic covariate balancing: Estimating treatment effects over time
  B1173:  M. Santacatterina, N. Kallus
  Optimal weighting for estimating treatment effects
  B1819:  C. Hazlett
  Approximate balancing weighting for treatment effects: Justifications, choices, and fundamental limitations
Parallel session E: CFE Saturday 17.12.2022 16:10 - 17:50

Session CO206 Room: BH (S) 2.02
Dynamic analysis of cryptocurrency Saturday 17.12.2022   16:10 - 17:50
Chair: Joann Jasiak Organizer: Joann Jasiak
  A0433:  P. Sadorsky, I. Henriques
  Forecasting cryptocurrency prices with machine learning: How important is market volatility
  A0500:  C. Gourieroux
  Nonlinear forecasts and impulse responses for causal-noncausal (S)VAR models
  A0695:  F. Giancaterini, A. Hecq, G. Cubadda
  Estimation of multivariate mixed causal and noncausal models: A review
  A1217:  E. Inan, A. Djogbenou, J. Jasiak
  Double autoregressive time-varying coefficient model for stablecoin prices: An application to Tether
Session CO639 Room: BH (S) 2.03
High dimensional methods in tracking inflation and business cycles Saturday 17.12.2022   16:10 - 17:50
Chair: Andrew Butters Organizer: Andrew Butters
  A0391:  L. Benzoni, A. Ajello, M. Schwinn, Y. Timmer, F. Vazquez-Grande
  Monetary policy, inflation outlook, and recession probabilities
  A1929:  N. Hauzenberger, F. Huber, M. Marcellino, N. Petz
  Gaussian process vector autoregressions and macroeconomic uncertainty
  A1975:  A. Butters, S. Brave
  Multi-sector business cycle accounting in a data-rich environment
  A2010:  A. Villa
  Government debt management and inflation with real and nominal bonds
Session CO618 Room: BH (SE) 1.01
Regime switching models Saturday 17.12.2022   16:10 - 17:50
Chair: Malvina Marchese Organizer: Malvina Marchese
  A0240:  R. Rrukaj
  Signal processing approach to forecasting seasonal load in electricity markets
  A1558:  M. Marchese, I. Kyriakou, M. tamvakis, F. Di Iorio
  Structural change in asset correlations and macroeconomic fundamentals
  A1857:  T. Lee, I. Moutzouris, N. Papapostolou, M. Fatouh
  Foreign exchange hedging using a regime-switching model
  A1883:  P. Mousavi, J.P. Nielsen, I. Kyriakou, M. Scholz
  Forecasting benchmarks of long-term stock returns via machine learning
Session CO142 Room: BH (SE) 1.02
Business cycles and macroeconomic policy Saturday 17.12.2022   16:10 - 17:50
Chair: Laura Jackson Young Organizer: Laura Jackson Young
  A0858:  L. Jackson Young, M. Owyang, A. Stewart, H. Le
  Constructing high-frequency measures of income and consumption inequality
  A0866:  E. Kurt
  Asymmetric effects of monetary policy on firms
  A0982:  I. Panovska, P. Barua Soni, A. Islam, S. Ramamurthy
  Macro forecasting with adaptive learning
  A1629:  A. Guisinger, L. Jackson Young, M. Owyang
  Age and gender differentials in unemployment and hysteresis
Session CO470 Room: BH (SE) 1.06
Persistent time series Saturday 17.12.2022   16:10 - 17:50
Chair: Vivien Less Organizer: Vivien Less, Philipp Sibbertsen
  A0229:  T. Hartl
  Fractional unobserved components models
  A0234:  R. Halbleib, T. Dimitriadis, J. Polivka, S. Streicher
  Efficient realized variance estimation in time-changeddiffusion processes
  A0372:  T. Flock, P. Sibbertsen
  Modelling daily power generation time series: Germany's transition towards renewable energies
  A1274:  M. Karanasos
  Constrained QML estimation for multivariate asymmetric MEM with spillovers: The practicality of matrix inequalities
Session CO100 Room: BH (SE) 2.05
Bayesian methods for empirical macroeconomics Saturday 17.12.2022   16:10 - 17:50
Chair: Gary Koop Organizer: Gary Koop
  A0244:  D. Gefang, S. Hall, G. Tavlas
  Fast two-stage variational Bayesian approach to estimating panel SAR models with unrestricted spatial weights matrices
  A0270:  G. Potjagailo, D. Kohns
  A new Bayesian MIDAS approach for flexible and interpretable nowcasting
  A0283:  T. Chernis
  Combining large numbers of density predictions with Bayesian predictive synthesis
  A0287:  J. Mitchell, G. Koop, S. McIntyre, A. Raftapostolos
  Monthly GDP growth estimates for the U.S. states
Session CO332 Room: BH (SE) 2.09
Econometric forecasting Saturday 17.12.2022   16:10 - 17:50
Chair: Onno Kleen Organizer: Onno Kleen, Alexander Glas
  A1254:  A. Tetereva, O. Kleen
  A forest full of risk forecasts for managing volatility
  A1299:  A. Glas, J. Dovern, G. Kenny
  Testing for differences in survey-based density expectations: a compositional data approach
  A1359:  M. Schick, C. Conrad
  Real-time nowcasting growth at risk
  A1824:  R. Buse
  Forecasting performance of dynamic approaches for spillovers in networks
Session CO136 Room: BH (SE) 2.10
Machine learning in asset pricing Saturday 17.12.2022   16:10 - 17:50
Chair: Markus Pelger Organizer: Markus Pelger
  A0872:  S.A. Li, V. DeMiguel, S. Bryzgalova, M. Pelger
  Asset-pricing factors with economic targets
  A1486:  P. Zaffaroni
  Factor models for conditional asset pricing
  A1436:  S. Bryzgalova, S. Kozak, M. Pelger
  Term structure of characteristic-sorted portfolios and multi-horizon investment
  A0848:  H. Ma
  Conditional latent factor models via econometrics-based neural networks
Session CO306 Room: BH (SE) 2.12
Financial engineering Saturday 17.12.2022   16:10 - 17:50
Chair: Genevieve Gauthier Organizer: Genevieve Gauthier
  A0187:  J.F. Begin, M. Augustyniak, A. Badescu, S.K. Jayaraman
  Long memory in option pricing: A fractional discrete-time approach
  A0195:  F. Godin, J.-F. Begin
  Option pricing under stochastic volatility models with latent volatility
  A0264:  R. Galarneau-Vincent, G. Gauthier, F. Godin
  Foreseeing the worst: Forecasting electricity DART spikes
  A0837:  D. Amaya, F. Perez
  How does price discovery take place in the option market: Evidence from S\&P 500 index options
Session CO364 Room: BH (S) 1.01 Lecture Theatre 1
Recent advances in probabilistic forecasting Saturday 17.12.2022   16:10 - 17:50
Chair: Gael Martin Organizer: Gael Martin
  A0425:  T. Fissler
  Evaluation of copula forecasts
  A0447:  T. Dimitriadis, T. Gneiting, A. Jordan, P. Vogel
  Evaluating probabilistic classifiers: The triptych
  A0921:  H. van Dijk
  Estimating federal funds rates: A regime-mixture approach
  A0506:  G. Martin
  Solving the forecast combination puzzle
Session CC803 Room: BH (SE) 1.05
Realized volatility Saturday 17.12.2022   16:10 - 17:50
Chair: Edward Knotek Organizer: CFE
  A0476:  R. Kruse-Becher
  Monitoring European realized volatility during recent structural change
  A0731:  E. Ugulava
  Long memory realised GAS model
  A1413:  A. Teller, U. Pigorsch, C. Pigorsch
  Realized volatility forecasting using extreme gradient boosting
  A1664:  H. Kawakatsu
  Revisiting the evidence for rough volatility in daily realized variances
Parallel session F: CMStatistics Saturday 17.12.2022 18:05 - 19:20

Session EO388 Room: K0.16
Statistical methods for constructing and analyzing networks (virtual) Saturday 17.12.2022   18:05 - 19:20
Chair: Simon Preston Organizer: Alexander Petersen
  B0357:  Y. Zhou, H.-G. Mueller
  Network regression with graph Laplacians
  B0505:  W. Li, D. Sussman, E. Kolaczyk
  Causal inference under network interference with noise
  B1433:  S. Preston, K. Severn, I. Dryden
  Statistical approaches for networks and trees arising from natural language data
Session EO658 Room: K0.18
Advances in Bayesian methods to record linkage and survey methodology Saturday 17.12.2022   18:05 - 19:20
Chair: Jairo Fuquene Organizer: Jairo Fuquene
  B1510:  A. Kaplan, I. Taylor, A. Kaplan, B. Betancourt
  Fast Bayesian record linkage for streaming data contexts
  B1618:  B. Betancourt
  Microclustering for record linkage applications
  B1735:  S. Watakajaturaphon
  A Bayesian approach to modeling the variances of estimates in small area estimation
Session EO572 Room: K0.19
Advances in Bayesian computations Saturday 17.12.2022   18:05 - 19:20
Chair: Riccardo Corradin Organizer: Riccardo Corradin
  B0901:  T. Moins, J. Arbel, A. Dutfoy, S. Girard
  Improving MCMC convergence diagnostic with a local version of R-hat
  B1384:  A. Riva-Palacio
  Neutral to the right posterior computations
  B1294:  Y. Raykov
  Robust inference in mixture models maximum mean discrepancy relaxations
Session EO579 Room: K0.20
Recent advances in causal mediation analysis Saturday 17.12.2022   18:05 - 19:20
Chair: Linbo Wang Organizer: Linbo Wang
  B1955:  O. Dukes, A. Ghassami, I. Shpitser, E. Tchetgen Tchetgen
  Proximal mediation analysis
  B1952:  F. Gao, F. Xia, K.C.G. Chan
  Defining and estimating principal stratum-specific natural mediation effects with semi-competing risks data
  B1950:  Y. Li
  Feature identification on high-dimensional mediators using causal mediation tree model
Session EO632 Room: K0.50
Design of experiments Saturday 17.12.2022   18:05 - 19:20
Chair: Peter Goos Organizer: David Woods
  B0278:  J. Godolphin
  Hierarchical identifiable saturated models
  B0929:  C. Tommasi, A. Lanteri, J. Lopez-Fidalgo, S. Leorato
  Experimental designs to test for heteroscedasticity in a regression model
  B0948:  M. Weese, D. Edwards, B. Smucker
  Response surface models: To reduce or not to reduce
Session EO587 Room: K2.40
Causal inference: Recent challenges and debates Saturday 17.12.2022   18:05 - 19:20
Chair: Enrico Ripamonti Organizer: Enrico Ripamonti, Robert Platt
  B1501:  P. Austin
  Thoughts on the use of the propensity score in biomedical research
  B1746:  E. Stuart
  Using design strategies to improve non-experimental study designs
  A0574:  J. Bethaeuser
  Causal impact of policy measures and behavior on the COVID pandemic in Germany
Session EO238 Room: K2.41
High-dimensional data analysis and spectral methods (virtual) Saturday 17.12.2022   18:05 - 19:20
Chair: Christopher McKennan Organizer: Zhao Ren
  B0241:  S. Chen, Z. Ma
  Dataset matching and its applications in single-cell multi-omics
  B0870:  R. Ma, X. Ding
  Learning low-dimensional nonlinear structures from high-dimensional noisy data: An integral operator approach
  B1160:  Y. Yan, Y. Chen, J. Fan
  Inference for heteroskedastic PCA with missing data
Session EO573 Room: S0.03
Spatial and spatio-temporal statistics in urban and natural contexts Saturday 17.12.2022   18:05 - 19:20
Chair: Paolo Maranzano Organizer: Paolo Maranzano
  B0339:  N. D Angelo, G. Adelfio, J. Mateu, O. Ottmar Cronie
  Local characteristics of functional marked point processes with applications to seismic data
  B0806:  Q. Zou, M. Sester
  Gaussian process mapping with uncertainty measures for the urban building models
  B1268:  A. Gilardi, R. Borgoni, J. Mateu
  Spatial statistical calibration for linear network data: The analysis of traffic volumes
Session EO282 Room: S0.11
Recent advancements in point process models Saturday 17.12.2022   18:05 - 19:20
Chair: Ganggang Xu Organizer: Ganggang Xu
  B0631:  J. Moeller
  Statistical analysis of point patterns on linear networks
  B1046:  R. Waagepetersen
  A $K-$function for inhomogeneous fiber patterns
  B1091:  G. Xu, G. Fang, H. Xu, X. Zhu, Y. Guan
  Group network Hawkes process
Session EO272 Room: S0.12
New Bayesian approaches for variable selection Saturday 17.12.2022   18:05 - 19:20
Chair: Daniel Kowal Organizer: Michele Guindani
  B0622:  M. Koslovsky
  A Bayesian zero-inflated Dirichlet-multinomial regression model for multivariate compositional count data
  B0636:  L. Duan
  Going beyond spike-and-slab: Sparse modeling with the L1-ball priors
  B0662:  D. Kowal
  Bayesian subset selection and variable importance for interpretable prediction
Session EO438 Room: S-1.01
Finite population inference using ML and latent variable models Saturday 17.12.2022   18:05 - 19:20
Chair: Maria Giovanna Ranalli Organizer: Maria Giovanna Ranalli
  B1042:  R. Varriale, M. Alfo
  Latent variable models and machine learning for prediction of employment status in Italy
  B0700:  L.-C. Zhang
  Design-based ensemble learning for individual prediction in finite populations
  B1844:  G. Bertarelli, M.G. Ranalli, M. Pratesi
  Multivariate small area estimation of educational poverty with latent variable models
Session EO426 Room: S-1.06
New alternatives to significance testing Saturday 17.12.2022   18:05 - 19:20
Chair: Simon Vandekar Organizer: Simon Vandekar
  B1155:  K. Kang, K. Armstrong, S. Avery, M. McHugo, S. Heckers, S. Vandekar
  A single framework for the analysis of effect sizes in cross-sectional and longitudinal studies
  B1522:  K. Kelley
  Accurate estimation of effect sizes: A sequential approach for scientific advancement
  B1700:  J. Blume
  An introduction to second-generation p-values
Session EO420 Room: S-1.27
Advances in statistical neuroimaging and spatio-temporal modeling Saturday 17.12.2022   18:05 - 19:20
Chair: Rajarshi Guhaniyogi Organizer: Rajarshi Guhaniyogi
  B0845:  M. Li, Z. Zeng, M. Li, M. Vannucci
  Bayesian image-on-scalar regression with a spatial global-local spike-and-slab prior
  B0853:  I. Dinov, M. Velev, Y. Shen
  Quantum mechanics uncertainty, data science inference, and AI in complex time (kime)
  B1437:  J. Kornak, K. Young, E. Friedman, R. Boylan
  Latest developments in Bayesian image analysis in Fourier space (BIFS) models
Session EO196 Room: S-1.29
Screening and variable selection in high-dimensional survival data Saturday 17.12.2022   18:05 - 19:20
Chair: Marialuisa Restaino Organizer: Sara Milito, Marialuisa Restaino
  B0186:  A. Groll
  Effects selection via likelihood-based boosting in Cox frailty models
  B1036:  M. Restaino
  Feature selection for competing risks models: A comparison
  B1256:  C. Ke
  Model-free variable screening for ultrahigh dimensional survival data with FDR control
Session EO669 Room: S-2.23
Advances in mHealth methods Saturday 17.12.2022   18:05 - 19:20
Chair: Walter Dempsey Organizer: Walter Dempsey
  B1379:  L. Valeri, C. Fowler, X. Cai
  Testing non-stationarity and quantifying associations in the presence of missing data in time series of mHealth studies
  B1951:  P. Song
  Sleep classification with artificial synthetic imaging data using convolutional neural networks
  B1346:  Z. Wu, M. Li, C. Shi, P. Fryzlewicz
  Reinforcement learning in possibly nonstationary environments
Session EO362 Room: S-2.25
Statistical and machine learning methods for analysis of EHR/RWD Saturday 17.12.2022   18:05 - 19:20
Chair: Emily Getzen Organizer: Qi Long
  B0546:  X. Shi
  Automated harmonization of multi-institutional electronic health records data
  B0637:  S. Haneuse
  Double sampling and semiparametric methods for informatively missing data
  B0880:  E. Getzen, L. Ungar, D. Mowery, X. Jiang, Q. Long
  Mining for equitable health: Assessing the impact of missing data in electronic health records
Session EO568 Room: Virtual R01
Recent advances in stochastic models Saturday 17.12.2022   18:05 - 19:20
Chair: Anna Panorska Organizer: Anna Panorska
  B1995:  A. Panorska, T. Kozubowski, F. Qeadan, A. Giri
  What can we learn from the skewed log-logistic model of the epidemic curve?
  B1997:  A. Baxevani, D. Hristopoulos
  Kaniadakis functions beyond statistical mechanics: Power-law tails, and modified lognormal distribution
  B1839:  K. Maraj-Zygmat
  Sample cross-covariance function for testing of bi-dimensional Gaussian processes
Session EO613 Room: Virtual R02
Combining clinical trials and observational study data Saturday 17.12.2022   18:05 - 19:20
Chair: Jonathan Schildcrout Organizer: Jonathan Schildcrout
  B0887:  A. Asiaee
  Methods to improve the efficiency of RCTs using observational studies
  B0844:  T. Zhou, Y. Ji
  Incorporating external data into the analysis of clinical trials via Bayesian additive regression trees
  B0836:  X. Wang
  Survival analysis of randomized controlled trials with observational studies
Session EO496 Room: Virtual R04
Statistical inference and explainable machine learning Saturday 17.12.2022   18:05 - 19:20
Chair: Ali Shojaie Organizer: Ali Shojaie
  B0620:  B. Williamson, S. Shortreed, P. Gilbert, N. Simon, M. Carone
  Inference for model-agnostic longitudinal variable importance
  B0991:  A. Hudson, M. van der Laan
  Nonparametric methodology for causal inference with continuous exposures
  B1675:  B. Kim, R. Foygel Barber
  Black box tests for algorithmic stability
Session EO166 Room: Virtual R05
Statistics of extreme values Saturday 17.12.2022   18:05 - 19:20
Chair: Gilles Stupfler Organizer: Gilles Stupfler
  B0593:  J. El Methni, S. Girard
  A refined extreme quantiles estimator of Weibull tail-distributions
  B0727:  J. Lee
  Partial tail correlation for extremes
  B0938:  N. Meyer, O. Wintenberger
  Multivariate sparse clustering for extremes
Session EO616 Room: Virtual R06
Recent developments in nonparametric statistics Saturday 17.12.2022   18:05 - 19:20
Chair: Shubhadeep Chakraborty Organizer: Shubhadeep Chakraborty
  B1693:  R. Modarres
  A high dimensional dissimilarity measure
  B1756:  R. Ceccato, R. Arboretti, E. Barzizza, L. Salmaso
  A multivariate permutation test for the analysis of C paired samples in the presence of multiple data types
  B2038:  A. Steland
  Change-point testing of high-dimensional spectral density matrices
Session EO566 Room: Virtual R07
Data integration in survey sampling Saturday 17.12.2022   18:05 - 19:20
Chair: Saumen Mandal Organizer: Mahmoud Torabi
  B2024:  C. Franco
  Combining surveys in small area estimation using area level model
  B2023:  A. Erciulescu, J. Opsomer, B. Schneider
  Statistical data integration using multilevel models to predict employee compensation
Session EO637 Room: K2.31 (Nash Lec. Theatre)
Inference under heterogeneity Saturday 17.12.2022   18:05 - 19:20
Chair: Gourab Mukherjee Organizer: Gourab Mukherjee
  B1978:  B. Rava
  A burden shared is a burden halved: A fairness-adjusted approach to classification
  B1989:  R. Mukherjee, K. Jiang, S. Sen, P. Sur
  A new central limit theorem for the augmented IPW estimator: variance inflation, cross-fit covariance and beyond
  B1991:  G. Mukherjee
  A scalable dynamic bayesian mixture model for fine-grained marketing mix analysis of digital coupons
Session EC774 Room: S0.13
Methodological statistics Saturday 17.12.2022   18:05 - 19:20
Chair: Richard Guo Organizer: CMStatistics
  B1748:  A. Krutto
  Estimating the logarithm of characteristic function and stability parameter for symmetric stable laws
  B1902:  R. Guo, R.D. Shah
  Inference for multiple data splitting and exchangeable p-values
  B0228:  M. Caprio
  Tight bounds for augmented KL divergence in terms of augmented total variation distance
Session EC808 Room: S-1.04
Copulas Saturday 17.12.2022   18:05 - 19:20
Chair: Stefanie Biedermann Organizer: CMStatistics
  B0692:  C. Blier-Wong
  On copulas constructed with Bernoulli and Coxian-2 distributions
  B0711:  E. Marceau, H. Cossette, C. Blier-Wong
  Exchangeable FGM copulas
  B1999:  R. Zimmerman, M. Lalancette
  A new family of smooth copulas with arbitrarily irregular densities
Parallel session F: CFE Saturday 17.12.2022 18:05 - 19:20

Session CO038 Room: Virtual R03
Regime change modeling I Saturday 17.12.2022   18:05 - 19:20
Chair: Willi Semmler Organizer: Willi Semmler
  A1472:  F. Jawadi, N. Jawadi, A. Idi cheffou
  The COVID-19 pandemic and ethical stock markets
  A1176:  L. Donayre, L. Loomer
  Regime-dependent health care employment dynamics during recessionary periods
  A1448:  A. Lichtenberger
  Econometrics of the distributional effects and effectiveness of carbon taxes
Session CO454 Room: Virtual R08
Inflation dynamics Saturday 17.12.2022   18:05 - 19:20
Chair: Edward Knotek Organizer: Edward Knotek
  A1000:  E. Knotek
  Greater than the sum of its parts: Aggregate vs. aggregated inflation expectations
  A1097:  P. Kuang
  Central bank communication and house price expectations
  A1508:  D. Georgarakos, M. Ehrmann, G. Kenny
  Credibility gains from communicating with the public: Evidence from the ECBs new monetary policy strategy
Session CO034 Room: BH (SE) 1.01
Advances in time series econometrics Saturday 17.12.2022   18:05 - 19:20
Chair: Martin Wagner Organizer: Martin Wagner
  A0519:  S. Veldhuis, M. Wagner
  A fixed-b perspective on the Phillips-Ouliaris non-cointegration Z-tests
  A1418:  M. Wagner, K. Reichold, M. Damjanovic, M. Drenkovska
  Sources and channels of nonlinearities and instabilities of the Phillips curve in the Euro area and its member states
  A1654:  L. Soegner, M. Deistler, P. Gersing, C. Rust
  Mixed-frequency dynamic factor models
Session CO737 Room: BH (SE) 1.05
Econometric analysis of financial institutions Saturday 17.12.2022   18:05 - 19:20
Chair: Olga Kolokolova Organizer: Olga Kolokolova
  A0218:  O. Scaillet
  Evaluating hedge fund performance when models are misspecified
  A1227:  J. Joenvaara, C. Lundblad, P. Howard, G. Brown
  Activist hedge fund performance
  A1728:  N. Nolde
  Reverse stress testing and multivariate extremes
Session CO144 Room: BH (SE) 1.06
High-dimensional time series analysis and applications Saturday 17.12.2022   18:05 - 19:20
Chair: Tommaso Proietti Organizer: Tommaso Proietti
  A1052:  A. Giovannelli, M. Lippi, T. Proietti
  Band-pass filtering with high-dimensional time series
  A1358:  P. Poncela, E. Ruiz, A. de Juan
  An analysis of CO2 emissions in Spain using many macroeconomic predictors
  A1484:  H.J. Ahn
  The dual U.S. labor market uncovered
Session CO731 Room: BH (SE) 2.09
Machine learning meets econometrics Saturday 17.12.2022   18:05 - 19:20
Chair: Edvard Bakhitov Organizer: Edvard Bakhitov
  A1278:  B. Deaner
  Causal inference with proxy controls in high-dimensional linear models
  A1395:  A. Sanchez Becerra
  Robust inference for the variance of the CATE in randomized experiments using machine learning
  A1547:  K. Huynh, G. Lenhard
  Asymmetric autoencoders for factor-based covariance matrix estimation
Session CO140 Room: BH (SE) 2.10
Developments in risky asset returns decomposition methods Saturday 17.12.2022   18:05 - 19:20
Chair: Mohammad Jahan-Parvar Organizer: Mohammad Jahan-Parvar
  A1408:  Y. Kitsul, S. Curcuru
  Asset valuations and distributions of returns: Cross-country perspective
  A0172:  B. Knox
  A stock return decomposition using observables
  A0258:  M. Jahan-Parvar
  Policy spillovers and asset prices: Evidence from the United States and euro area
Session CO458 Room: BH (SE) 2.12
Econometrics of art markets Saturday 17.12.2022   18:05 - 19:20
Chair: Douglas Hodgson Organizer: Douglas Hodgson
  A0185:  D. Hodgson
  Creative innovation in golf course architecture, retrospective judgments of quality, and magazine golf course rankings
  A0212:  C. Castiglione, D. Infante, M. Zieba
  Public support for performing arts: Efficiency and productivity gains in eleven European countries
  A0267:  B. Dorpalen, T. Colwill
  The Economic valuation of the cultural services delivered by Belsay Hall: a choice modelling study
Session CO088 Room: BH (S) 1.01 Lecture Theatre 1
Sustainable finance Saturday 17.12.2022   18:05 - 19:20
Chair: Kris Boudt Organizer: Monica Billio
  A1621:  S. Colonnello, M. Billio, I. Gufler
  Corporate delisting and investors' attention to climate risk
  A1742:  C. Latino
  Surfing the green wave
  A1895:  M. Costola, S. Battiston
  Does credit risk reflect climate transition risk: Evidence from the CDS market for the utility sector
Session CC799 Room: BH (S) 2.03
Electricity markets Saturday 17.12.2022   18:05 - 19:20
Chair: Gabriele Torri Organizer: CFE
  A0435:  A. Puc, J. Janczura
  Risk measures forecasting for diversification of trading in electricity markets
  A1054:  S. Sheybanivaziri, J. Andersson
  The coverage probability of forecast intervals in the presence of unpredictable and predictable spikes
  A0336:  A. Zarraga, E.L. Chanatasig, A. Ciarreta, C. Pizarro-Irizar
  Understanding volatility spillovers between European electricity spot markets
Session CC764 Room: BH (SE) 2.05
Macroeconometrics I Saturday 17.12.2022   18:05 - 19:20
Chair: Mikkel Plagborg-Moller Organizer: CFE
  A0499:  A. Meyer-Gohde
  Backward error and condition number analysis of linear DSGE solutions
  A1815:  L. Fanelli, G. Cavaliere, G. Angelini
  Testing instrument validity in proxy-SVARs
  A0317:  E. Wang, J.-M. Dufour
  Simultaneous inference for generalized impulse responses in VAR Models
Parallel session G: CMStatistics Sunday 18.12.2022 08:15 - 09:55

Session EO651 Room: K0.16
Goodness-of fit and model selection procedures Sunday 18.12.2022   08:15 - 09:55
Chair: Dimitrios Bagkavos Organizer: Dimitrios Bagkavos, Apostolos Batsidis
  B0567:  M.D. Jimenez-Gamero, J. de Una-Alvarez
  Testing Poissonity of many populations
  B0563:  P. Economou
  A new Gaussian mixture model clustering algorithm
  B0758:  C. Meselidis, A. Karagrigoriou
  The modified ($\Phi$, $\alpha$)-power divergence family: The zero count case
  B0565:  J. de Una-Alvarez
  Goodness-of-fit tests for regression models with a doubly truncated response
Session EO500 Room: K0.50
Design of experiments and applications Sunday 18.12.2022   08:15 - 09:55
Chair: Stella Stylianou Organizer: Stella Stylianou, Stelios Georgiou
  B0462:  S. Stylianou
  Weighing matrices for Definitive screening designs
  B0463:  S. Georgiou
  Egde designs from skew-symmetric supplementary difference sets
  B0868:  A.S.S. Alamri
  Strategies to construct directly optimal and near-optimal symmetric paired choice experiments for main effects models
  B1783:  T. Dharmaratne, A. De Livera, S. Georgiou, S. Stylianou
  Supersaturated design-based statistical methods for variable selection
Session EO576 Room: K2.41
Recent developments in joint mean–covariance models for multivariate data Sunday 18.12.2022   08:15 - 09:55
Chair: Olcay Arslan Organizer: Olcay Arslan
  B0675:  Y. Guney
  Joint modelling of location, scatter matrix and skewness of multivariate skew normal distribution
  B0822:  S. Ozdemir, Y. Guney, O. Arslan
  Joint modeling of mean and scale covariance using empirical likelihood
  B0886:  F. Gokalp Yavuz, Y. Guney, O. Arslan
  Variable selection in robust heteroscedastic models with autoregressive covariance structures using EM-type algorithm
  B1252:  O. Arslan, F.Z. Dogru
  Parameter estimation of the partially linear models with skew heavy-tailed error distributions
Session EO672 Room: S0.03
Spatial and temporal modeling in the climate and environmental sciences Sunday 18.12.2022   08:15 - 09:55
Chair: Peter Craigmile Organizer: Peter Craigmile
  B0755:  M. Nunes, E. McGonigle, R. Killick
  Recent developments in nonstationary time series modelling with application to the environmental sciences
  B0573:  M. Niu
  Nonparametric regression on complex constrained domains
  B0516:  E. Simpson, J. Wadsworth, T. Opitz
  Conditional modelling of spatio-temporal sea surface temperature extremes, with high-dimensional inference using INLA
  B0904:  A. Sykulski, J. Grainger, P. Jonathan, K. Ewans
  Spectral analysis of multivariate time series with applications to ocean waves
Session EO236 Room: S0.11
Theory and computation in inference for stochastic processes Sunday 18.12.2022   08:15 - 09:55
Chair: Hiroki Masuda Organizer: Hiroki Masuda
  B0526:  M. Uchida
  Estimation for linear parabolic SPDEs in two space dimensions based on high-frequency data
  B0598:  L. Mercuri, A. Perchiazzo, E. Rroji
  A Hawkes model with CARMA(p,q) intensity
  B0905:  T. Ogihara, Y. Uehara
  Local asymptotic normality for discretely observed jump-diffusion processes
  B1834:  T. Suzuki, A. Nitanda, D. Wu, K. Oko
  Convergence of mean field gradient Langevin dynamics for optimizing two-layer neural networks
Session EO074 Room: S0.13
Projection pursuit: Applications Sunday 18.12.2022   08:15 - 09:55
Chair: Nicola Loperfido Organizer: Nicola Loperfido
  B1269:  C. Franceschini, N. Loperfido
  Projection pursuit: An empirical tour
  B0923:  M.Z. Spyropoulou, J. Griffin, J. Hopker
  Bayesian modelling of athletic performance
  B0823:  E. Derezea, A. Kume
  Frequency estimation of irregularly sampled time series with red noise
  B1109:  A. Berti, N. Loperfido, C. Franceschini
  Projection pursuit for bank data
Session EO704 Room: S-1.01
Advances in Hilbert statistics and application to distributional data Sunday 18.12.2022   08:15 - 09:55
Chair: Enea Bongiorno Organizer: Alessandra Menafoglio, Enea Bongiorno
  B0924:  I. Pavlu, K. Hron
  Generalization of cell-wise outlier identification for probability density functions
  B1370:  E.-M. Maier, S. Greven, A. Stoecker, B. Fitzenberger
  Additive density-on-scalar regression in Bayes Hilbert spaces with an application to gender economics
  B1646:  I. Martinez-Hernandez
  Functional factor model for density functions
  B1770:  S.A. Gattone, T. Di Battista
  Density regression with functional data analysis
Session EO709 Room: S-1.06
Modeling complex data and interactions Sunday 18.12.2022   08:15 - 09:55
Chair: Alex Cucco Organizer: Rosaria Ignaccolo
  B0305:  J. Belmont, C. Miller, M. Scott, C. Wilkie
  Flexible species distributions modelling for spatiotemporal opportunistic surveys data
  B0679:  A.M. Di Brisco
  Hilbert regression model for complex responses
  B0786:  E. Arnone, F. Ferraccioli, L. Finos, L. Sangalli
  Nonparametric density estimation over multidimensional domains
  B1077:  S. Fontanella, L. Fontanella, A. Cucco, N. Pronello, P. Valentini
  Exploratory graph analysis for configural invariance assessment of a test
Session EO054 Room: S-1.27
Advances on models for time series and longitudinal data Sunday 18.12.2022   08:15 - 09:55
Chair: Sabrina Giordano Organizer: Antonello Maruotti, Sabrina Giordano
  B1432:  T. Adam
  Multi-scale modelling of time series data using state-switching varying-coefficient stochastic differential equations
  B1549:  F. Cortese, F. Pennoni, F. Bartolucci
  Maximum likelihood estimation of multivariate regime switching Student-t copula models
  B1771:  M. Zenga, A. Marshall
  A comparative hierarchical analysis of financial literacy using three waves of PISA survey
  B1986:  S. Mews
  Modelling longitudinal claims data using Markov-modulated marked Poisson processes
Session EO708 Room: S-1.29
Reliability and stochastics: Theory and applications Sunday 18.12.2022   08:15 - 09:55
Chair: Alexandros Karagrigoriou Organizer: Alexandros Karagrigoriou
  B1796:  E. Votsi, S. Bouzebda
  Bootstrapped and kernel-type estimators of reliability indicators in semi-Markov processes
  B1814:  A. Makrides, C. Meselidis, A. Karagrigoriou
  Reliability inference for actuarial-financial mathematics
  B1963:  G. Damico, F. Petroni
  ROCOF of higher order for semi-Markov processes
  B1965:  A. Karagrigoriou, I. Vonta, G. Papasotiriou, I. Mavrogiannis
  On the identification of the tail-type of distributions in reliability and actuarial science
Session EO595 Room: S-2.25
Recent developments in learning theory Sunday 18.12.2022   08:15 - 09:55
Chair: Anirbit Mukherjee Organizer: Anirbit Mukherjee
  B0752:  M. Colbrook, V. Antun, A. Hansen
  The difficulty of computing stable and accurate neural networks: On the barriers of deep learning \& Smale 18th problem
  B0764:  D. Soudry
  Implicit Bias of the Step Size in over-parameterized models
  B1261:  S. De
  The challenges of training models with differential privacy
  B1403:  S. Kaski, M. Heinonen
  From differential learning to diffusion models
Session EO154 Room: BH (S) 2.02
Graphical Markov models II Sunday 18.12.2022   08:15 - 09:55
Chair: Monia Lupparelli Organizer: Kayvan Sadeghi, Monia Lupparelli
  B0597:  D. Rossell, J. Jewson, P. Zwiernik, L. Battaglia, S. Hansen
  Graphical model inference with network-structured variables
  B1235:  V. Vinciotti, E. Wit
  Hierarchical graphical modelling of count metagenomic data
  B0594:  L. Paci, A. Colombi, R. Argiento, A. Pini
  Block structured Gaussian graphical models for spectrometric functional data
  B1741:  R. Mohammadi
  Bayesian structure learning in high-dimensional graphical models
Session EO464 Room: BH (S) 2.05
Advances in variational approximations Sunday 18.12.2022   08:15 - 09:55
Chair: Luca Maestrini Organizer: Luca Maestrini
  B0284:  D. Gunawan, R. Kohn, D. Nott
  Flexible variational Bayes based on a copula of a mixture
  B0745:  K.-D. Dang, L. Maestrini
  Fitting structural equation models via variational approximations
  B1038:  M. Bernardi, L. Maestrini, G. Livieri
  In mean and variance variable selection with variational approximations
  B1019:  H. Xuan, L. Maestrini, C. Grazian, F. Chen
  Stochastic variational inference for heteroskedastic time series models
Session EO430 Room: Virtual R02
Clustering approaches for noisy data Sunday 18.12.2022   08:15 - 09:55
Chair: Matthieu Marbac Organizer: Matthieu Marbac
  B0776:  C. Keribin, F. Antonazzo, C. Biernacki
  Frugal Gaussian clustering of huge imbalanced datasets through a bin-marginal approach
  B1116:  C. Meneur, G. Dubois, S. Hanne-Poujade, M. Marbac, P. Martin, G. Stupfler
  Considering errors in ECG segmentation to improve racehorse arrhythmia detection
  B1149:  A. Bouvet, M. Marbac, S. El Kolei, N. Bideau
  Swimming technical skills tracking using multivariate functional clustering of Inertial Measurement Unit data
  B1249:  J.S. Tamo Tchomgui, J. Jacques, S. Chretien, G. FRAYSSE, V. BARRIAC
  Function-on-function mixture of experts' regression models
Session EO633 Room: Virtual R04
Counterfactual analysis and optimal policy Sunday 18.12.2022   08:15 - 09:55
Chair: Jiaying Gu Organizer: Jiaying Gu
  B1639:  S. Sakaguchi
  Policy learning for optimal dynamic treatment regimes with observational data
  B1658:  K. Yata
  Optimal decision rules under partial identification
  B1686:  T. Russell, J. Gu, T. Stringham
  Counterfactual identification and latent space enumeration in discrete outcome models
  B1780:  L. Sun
  Empirical welfare maximization with constraints
Session EO697 Room: Virtual R05
Dependence models for compound events Sunday 18.12.2022   08:15 - 09:55
Chair: Fabrizio Durante Organizer: Fabrizio Durante
  B0333:  F. Palacios Rodriguez, E. Di Bernardino, M. Mailhot
  Rainfall interpolation in Canada by a smooth copula-based generalized extreme value approach
  B1503:  R. Pappada, F.M.L. Di Lascio, A. Menapace
  AMH copula-based clustering of variables with application to district heating demand
  B0521:  G. Salvadori
  The paradigmatic case of the Venice lagoon: A compound investigation and a stakeholder perspective
  B1163:  G. Toulemonde, J.-N. Bacro, C. Gaetan, T. Opitz
  Construction of generalized Pareto vectors for flexible peaks-over-threshold modeling
Session EO216 Room: BH (SE) 1.02
Hawkes processes in finance Sunday 18.12.2022   08:15 - 09:55
Chair: Yoann Potiron Organizer: Yoann Potiron
  B0181:  S. Yu, Y. Potiron
  Nonparametric estimation of Hawkes branching ratio with Ito semimartingale baseline
  B0202:  Y. Potiron, O. Scaillet, S. Yu
  Estimation of integrated intensity in Hawkes processes with time-varying baseline
  B0253:  J. Kwan, F. Chen, W. Dunsmuir
  Alternative asymptotic inference theory for a nonstationary Hawkes process
  B1954:  V. Volkov, Y. Potiron
  Modelling low latency
Session EO600 Room: Safra Lecture Theatre
Advances in flexible regression modelling Sunday 18.12.2022   08:15 - 09:55
Chair: Helen Ogden Organizer: Helen Ogden
  B0847:  J. Einbeck, Y. Zhang
  Revisiting the mixture approach to mixed models: Thoughts on clustering and dimension reduction
  B1275:  S. Greven, L. Steyer, A. Stoecker
  Elastic linear regression for curves in $R^d$
  B1342:  E. Dodd, J. Forster, P. W F Smith, J. Bijak
  Stochastic modelling and forecasting of mortality rates using a combination of semi-parametric and parametric models
  B1613:  E. Dupont, S. Wood, N. Augustin
  Spatial confounding and spatial+
Session EO310 Room: K2.31 (Nash Lec. Theatre)
Modern directional statistics Sunday 18.12.2022   08:15 - 09:55
Chair: Andrea Meilan-Vila Organizer: Andrea Meilan-Vila
  B0790:  C. Ley, S. Kato
  A copula model for multivariate circular data
  B0726:  M. Alonso-Pena, I. Gijbels, R. Crujeiras
  Joint modeling of conditional mean and dispersion with a circular predictor
  B1355:  A. Panzera, A. Gottard
  Some undirected graphical models for circular variables
  B0766:  A. Meilan-Vila, E. Garcia-Portugues
  Nonparametric density estimation on the polysphere
Session EC789 Room: K0.18
Biostatistics Sunday 18.12.2022   08:15 - 09:55
Chair: Shaun Seaman Organizer: CMStatistics
  B0426:  A. Sewak, T. Hothorn
  Transformation models for ROC analysis
  B1677:  S. Yuki, Y. Matsui, Y. Terada, H. Yadohisa
  Estimation of tissue profiles from blood RNA-seq based on latent Dirichlet allocation
  B1666:  L. Servius, J. Ng, D. Pigoli, F. Fraternali
  Comparing classification methods and their generalisability on antibody sequences
  B1757:  M. Baccini, A. Lachi, C. Viscardi, G. Cereda, G. Carreras
  A compartmental model for smoking habits in Tuscany (Italy)
Session EC757 Room: K0.19
High-dimensional statistics Sunday 18.12.2022   08:15 - 09:55
Chair: Zeng Li Organizer: CMStatistics
  B1821:  E. Gautherat, P. Bertail, E.M. Issouani
  Exponential bounds for regularized Hotelling statistics in high dimension
  B1927:  S.-Y. Yin
  Inference on three-pass regression filter with high-dimensional target variables
  B1994:  S. Choi, G. Park
  Densely connected sub-gaussian linear structural equation model learning via l1- and l2-regularized regressions
  B0728:  S. Takeishi
  A shrinkage likelihood ratio test for high-dimensional subgroup analysis with a logistic-normal mixture model
Session EC811 Room: K0.20
Extreme values Sunday 18.12.2022   08:15 - 09:55
Chair: Stephane Girard Organizer: CMStatistics
  B0358:  M. Souto de Miranda, C. Miranda, I. Gomes
  On runs estimator of the extremal index: Dealing with clusters of exceedances with atypical dimensions
  B1894:  A. Khorrami Chokami, M. Kratz
  Joint asymptotic behavior of maxima over subsets of concomitants in the extremal dependence framework
  B1877:  M. Neves, C. Cordeiro
  Time series prediction and extreme events
  B2002:  Y. Gong, P. Zhong, T. Opitz, R. Huser
  Partial tail correlation coefficient applied to extremal network learning
Session EC810 Room: S0.12
Robust statistics and depth functions Sunday 18.12.2022   08:15 - 09:55
Chair: Sara Taskinen Organizer: CMStatistics
  B0543:  B. Brune, I. Ortner, P. Filzmoser
  Robust, rank-based estimation of mixed effects models
  B1985:  T. Servotte, T. Verdonck, J. Raymaekers
  Smart initialisation and approximate loss function for robust regression
  B1763:  R. Valla, P. Mozharovskyi, F. d Alche-Buc
  Anomaly component analysis (ACA)
  B1811:  J. Guerin, P. Mozharovskyi
  On polynomial-time algorithms for data depths
Session EC814 Room: S-1.04
Variable selection Sunday 18.12.2022   08:15 - 09:55
Chair: Asaf Weinstein Organizer: CMStatistics
  B1717:  M. ONeill, K. Burke
  Distributional regression models with automatic variable selection
  B0514:  L.J. Kaufmann, M. Kateri
  Simultaneous variable selection and fusion of categorical covariates levels in penalized logistic regression
  B1487:  H. Lee, J. Kim
  Gene selection using generalized linear measurement error models
  B1847:  P. Jaskova, M. Templ, K. Hron, J. Palarea-Albaladejo
  Sparse pairwise logratio variable selection for high-dimensional compositional data
Session EC385 Room: S-2.23
Multivariate statistics Sunday 18.12.2022   08:15 - 09:55
Chair: Bettina Gruen Organizer: CMStatistics
  B0445:  T. Welz, W. Viechtbauer, M. Pauly
  Cluster-robust estimators for multivariate mixed-effects meta-regression
  B1544:  K. Sakamoto, H. Yadohisa
  Supervised dimensionality reduction method for heterogeneous sources data
  B1560:  V. Nesrstova, P. Jaskova, I. Pavlu, K. Facevicova, K. Hron
  Analysis of multifactorial relative data
  B1615:  K. Oi, S. Yuki, K. Tanioka, H. Yadohisa
  Two-mode cluster elastic net
Parallel session G: CFE Sunday 18.12.2022 08:15 - 09:55

Session CO104 Room: BH (S) 2.03
Time series econometrics Sunday 18.12.2022   08:15 - 09:55
Chair: Josu Arteche Organizer: Antonio Montanes, Josu Arteche
  A1035:  J. Arteche
  Local Whittle estimation in time varying long memory series
  A1101:  C. Velasco, W. Jin
  Directional predictability tests
  A0304:  E. Ruiz, C.V. Rodriguez Caballero, G. Gonzalez-Rivera
  Modelling and forecasting minimum and maximum temperatures in the Iberian Peninsula
  A1576:  A. Montanes
  Seasonal data and global warming
Session CO617 Room: Virtual R01
Bayesian analysis of finance and macroeconomics Sunday 18.12.2022   08:15 - 09:55
Chair: Toshiaki Watanabe Organizer: Toshiaki Watanabe
  A0867:  T. Kano
  Posterior inferences on incomplete structural models: The minimal econometric interpretation
  A0940:  T. Sekine
  Individual trend inflation
  A1048:  M. So
  Bayesian estimation of systemic risk in financial markets with dynamic networks
  A1161:  J. Nakajima, T. Watanabe
  High-frequency realized stochastic volatility model with the generalized hyperbolic skew Student's t-distribution
Session CO547 Room: Virtual R03
New methods in multivariate Bayesian modeling Sunday 18.12.2022   08:15 - 09:55
Chair: Annika Camehl Organizer: Annika Camehl, Tomasz Wozniak
  A1851:  B. Wong
  Understanding trend inflation through the lens of the goods and services sectors
  A1853:  A. Camehl, D. Fok, K. Gruber
  A general Bayesian approach to multiple-output quantile regression
  A1858:  F. Shang
  Partial identification of heteroskedastic structural VARs: Theory and Bayesian inference
  A1863:  T. Wozniak
  Verifying sources of identification in structural VARs using the BETEL framework
Session CO168 Room: BH (SE) 1.01
Structural information in estimating asset pricing models Sunday 18.12.2022   08:15 - 09:55
Chair: Diego Ronchetti Organizer: Diego Ronchetti
  A0260:  H. Guo
  Earnings extrapolation and predictable stock market returns
  A0774:  I. Kalaitzoglou, H.D. NGO, E. GALARIOTIS
  Asymmetric information, information life span, and lead-lag effects on a multi-asset lagged adjustment price dynamics
  A1247:  B. Claassen, D. Ronchetti
  Structural estimation of nonlinear rational expectations models with recursive preferences
  A1722:  J. Tinang, N. Meddahi
  GMM estimation of the long run risks model
Session CO460 Room: BH (SE) 1.05
Topics in applied econometrics Sunday 18.12.2022   08:15 - 09:55
Chair: Emese Lazar Organizer: Emese Lazar
  A1860:  A.G. Gretener, M. Haas, M. Paolella
  Copula-based multivariate mixture normal GARCH
  A1688:  S. Qi, E. Lazar, R. Tunaru
  Cross-sectional variation of forward equity risk premium
  A0634:  A. Stancu, C. Wese Simen, D. Avino
  Option implied discount rates
  A0338:  E. Lazar, J. Pan, S. Wang
  Measuring climate risk in finance
Session CO528 Room: BH (SE) 2.05
Advances in quantitative finance and insurance Sunday 18.12.2022   08:15 - 09:55
Chair: Asmerilda Hitaj Organizer: Asmerilda Hitaj
  A1262:  I. Peri
  Lambda quantile regression and its application to finance
  A0467:  A. Barbiero
  Evaluating compound sums through Panjer's formula and discretization of continuous random distributions
  A0522:  E. Mastrogiacomo, G. Crespi
  Qualitative robustness of set-valued value-at-risk
  A0386:  A. Hitaj
  ALM under distributional uncertainty: From DSP to DRO optimal pension fund management
Session CO132 Room: BH (SE) 2.09
MIDAS and zombies in macroeconomics Sunday 18.12.2022   08:15 - 09:55
Chair: Etsuro Shioji Organizer: Etsuro Shioji
  A0765:  H. Morita
  Forecasting GDP growth using stock returns in Japan: A factor-augmented MIDAS approach
  A0875:  M. Shintani
  Nowcasting Japanese GDP using text data and machine learning
  A1118:  P. Schnattinger, M. Hamano, F. Zanetti
  Structural determinants of credit market tightness and the zombie firm share
  A0768:  E. Shioji
  Responses of households' expected inflation to oil prices and the exchange rate: Evidence from daily data
Session CO138 Room: BH (SE) 2.10
Recent advances in financial econometrics and empirical asset pricing Sunday 18.12.2022   08:15 - 09:55
Chair: Yuqian Zhao Organizer: Yuqian Zhao
  A1148:  S. Lu, L. Horvath, Z. Liu, V. Yao
  Monitoring the housing market in real-time with high-dimensional predictors
  A0537:  S. Wang, L. Horvath, Z. Liu, Y. Zhan
  Change point detection in the distribution of errors in dynamic linear models
  A0550:  L. Symeonidis, A. Stancu, C. Wese Simen, L. Zhao
  The dynamics of storage costs
  A1089:  A. Hassanniakalager
  A Knockoff filter approach to asset allocation
Session CO742 Room: BH (SE) 2.12
Climate change econometrics and financial markets Sunday 18.12.2022   08:15 - 09:55
Chair: Luca De Angelis Organizer: Luca De Angelis
  A1609:  R. Gourdel
  Bayesian augmentation for financial network stability and climate stress testing
  A1987:  F. Parla, A. Cipollini
  Temperature and growth: A panel mixed frequency VAR analysis using NUTS2 data
  A1789:  G. Angelini, L. De Angelis
  Identification of climate risk shocks: A proxy-SVAR approach
  A1861:  L. De Angelis, I. Monasterolo
  Now you see it, now you do not: Pricing of climate risk and confusion in stock markets
Session CO322 Room: BH (S) 1.01 Lecture Theatre 1
Cryptocurrency price dynamics Sunday 18.12.2022   08:15 - 09:55
Chair: Julien Chevallier Organizer: Julien Chevallier
  A0257:  M. Froemmel, N. Deprez
  Are simple technical trading rules profitable in Bitcoin markets?
  A0250:  J. Owusu-Amoako, K. Dunbar
  Hedging the extreme risk of cryptocurrency
  A0302:  J. Chevallier
  Safe assets during Covid-19: A portfolio management perspective
  A0404:  J.M. Carbo Martinez, S. Gorjon Rivas
  Application of machine learning models and interpretability techniques to identify the determinants of bitcoin price
Session CC748 Room: BH (SE) 1.06
Financial econometrics II Sunday 18.12.2022   08:15 - 09:55
Chair: Vincenzo Candila Organizer: CFE
  A0356:  A. Monteiro, A. Santos
  A comparison of probabilities of default inferred from option prices and credit default swaps
  A0411:  M. Kerkemeier, J. Beckmann, R. Kruse-Becher
  Regime-specific exchange rate predictability
  A0300:  O. Fernandez, J. Crespo Cuaresma
  Explaining long-term bond yields synchronization dynamics in Europe
  A1836:  B. Sanhaji
  Nonlinear scalar BEKK
Parallel session H: CMStatistics Sunday 18.12.2022 10:25 - 12:05

Session EI013 (Special Invited Session) Room: Safra Lecture Theatre
Grand challenges and advances in Bayesian computation Sunday 18.12.2022   10:25 - 12:05
Chair: David Rossell Organizer: David Rossell
  B0170:  H. Rue
  Bayesian inference with R-INLA: The road ahead
  B0171:  C. Andersson Naesseth
  Monte Carlo and variational methods: Bridging the gap
  B0188:  C. Oates, F.-X. Briol, T. Matsubara, J. Knoblauch
  Robust generalised Bayesian inference for intractable likelihoods
Session EO082 Room: K0.16
Statistical modelling of network data Sunday 18.12.2022   10:25 - 12:05
Chair: Goeran Kauermann Organizer: Goeran Kauermann
  B0968:  C. Fritz, G. Kauermann, M. Mehrl, P. Thurner
  All that glitters is not gold: Relational events models with spurious events
  B1039:  T. Peixoto
  Disentangling homophily, community structure and triadic closure in networks
  B1296:  N. Friel
  Assessing competitive balance in the English Premier League for over forty seasons using a stochastic block model
  B1790:  A. Gandy
  Sampling from weighted network models when aggregate information is available
Session EO599 Room: K0.18
Quantile methods and applications Sunday 18.12.2022   10:25 - 12:05
Chair: Jayeeta Bhattacharya Organizer: Jayeeta Bhattacharya
  B0256:  S. Hubner
  Uniform inference for conditional deconvolution estimation
  B0265:  K. Yu
  Renewable quantile regression analysis of streaming data
  B0348:  J. Olmo, G. Montes-Rojas, A. Galvao, L. De Castro
  Elicitation of elasticity of intertemporal substitution, risk and time preferences
  B0890:  J. Bhattacharya
  Asymptotic normality of quantile regression with generated variables
Session EO056 Room: K0.19
Graphical Markov models I Sunday 18.12.2022   10:25 - 12:05
Chair: Monia Lupparelli Organizer: Kayvan Sadeghi, Monia Lupparelli
  B0928:  A. Roverato, D.N. Nguyen
  On model selection of colured Gaussian graphical models for paired data
  B1349:  S. Bongers, P. Forre, J. Peters, J. Mooij
  Foundations of structural causal models with cycles and latent variables
  B0390:  T.K.H. Nguyen, M. Chiogna
  Structure learning of undirected graphical models for count data
  B1738:  L. Solus
  Algebraic and combinatorial methods for causal model representation and selection
Session EO490 Room: K0.20
Statistical analysis in non-Euclidean spaces Sunday 18.12.2022   10:25 - 12:05
Chair: Xianzheng Huang Organizer: Xianzheng Huang
  B0427:  C.C. Taylor, M. Di Marzio, S. Fensore
  Handling errors in circular data
  B0623:  Z. Yu
  Elliptically symmetric distributions for directional data of arbitrary dimension
  B0878:  J. Scealy
  Directions old and new: Palaeomagnetism and Fisher meet modern statistics
  B1672:  I. Dryden
  Principal nested shape subspace analysis of molecular data
Session EO636 Room: K0.50
High dimensional data analytics: Tools, tricks, tips and pitfalls Sunday 18.12.2022   10:25 - 12:05
Chair: Farrukh Javed Organizer: Farrukh Javed, Ejaz Ahmed
  B0419:  M. Qasim, K. Mansson
  The penalized instrumental variables methods for many invalid instruments
  B1238:  R. Ahmad
  Some tests of hypotheses for high-dimensional linear models
  B1805:  H. Wu, K. Podgorski
  Efficient inversion of sparse positive definite matrices based on the dyadic orthogonalization algorithm
  B1938:  F. Javed, T. Bodnar, G. Alfelt, J. Tyrcha
  Singular conditional autoregressive Wishart model for realized covariance matrices
Session EO062 Room: K2.40
Recent advances in functional data analysis Sunday 18.12.2022   10:25 - 12:05
Chair: Michelle Carey Organizer: Michelle Carey
  B1947:  U. Mbaka, M. Carey
  Functional covariance estimation for partially observed functional data
  B1966:  M. Carey, C. Genest, J. Ramsay
  Sparse estimation within the Pearson system, with an application to financial market risk
  B0456:  E. Gunning, G. Hooker
  Principal differential analysis: A review with extensions
  B1896:  C.L. Urbano Leon, M. Escabias, A.M. Aguilera
  A functional logistic regression model with non-independent functional variables
Session EO646 Room: K2.41
Advances in statistical modeling with neural networks Sunday 18.12.2022   10:25 - 12:05
Chair: David Ruegamer Organizer: David Ruegamer
  B0327:  R. Majumder, B. Reich, B. Shaby
  Approximating spatial extreme value processes with deep learning
  B1128:  C. Kolb, D. Ruegamer
  Sparse regularization of neural networks using a Hadamard parametrization-based optimization transfer approach
  B1363:  D. Dold, O. Duerr, B. Sick, D. Ruegamer
  Uncertainty quantification in semi-structured distributional regression models
  B0694:  L. Kook, A. Goetschi, P.F. Baumann, T. Hothorn, B. Sick
  Ensembling deep transformation models
Session EO446 Room: S0.03
Branching processes: Theory, computation and applications II Sunday 18.12.2022   10:25 - 12:05
Chair: Ines M del Puerto Organizer: Ines M del Puerto, Miguel Gonzalez Velasco
  B1387:  E. Yarovaya
  Martingale method for studying branching random walks
  B1856:  P. Martin-Chavez, M. Gonzalez Velasco, I.M. del Puerto
  Weak convergence results in the class of controlled branching processes
  B1855:  M. Gonzalez Velasco, P. Martin-Chavez, I.M. del Puerto
  Sequential MCMC methods for controlled branching processes
  B1258:  M. Slavtchova-Bojkova, V. Simeonova
  Modeling for coronavirus pandemic: A comparative research
Session EO436 Room: S0.11
Asymptotic theory applied to statistical computation and simulation Sunday 18.12.2022   10:25 - 12:05
Chair: Nakahiro Yoshida Organizer: Nakahiro Yoshida
  B0644:  H. Masuda, Y. Uehara
  Quasi-likelihood inference for Student-Levy regression
  B0989:  I. Muni Toke
  Markov-switching Hawkes processes for high-frequency trade data
  B1218:  M. Kurisaki
  Parameter inference for partially observed linear SDEs with discrete observations
  B1192:  H. Yamagishi, N. Yoshida
  Order estimate of functionals related to fBm and asymptotic expansion of variation of fractional SDE
Session EO580 Room: S0.12
Distributional model validation Sunday 18.12.2022   10:25 - 12:05
Chair: Bruno Ebner Organizer: Bruno Ebner
  B1374:  Y. Swan, B. Ebner
  Stein goodness-of-fit tests for a new family of distributions
  B1169:  B. Milosevic, D. Aleksic
  Testing multivariate normality in the presence of missing data
  B1475:  J. Allison, J. Visagie, E. Bothma
  Nonparametric distribution function estimation and goodness-of-fit testing
  B1482:  S. Betsch, B. Ebner, F. Nestmann
  Stein characterizations of non-normalized discrete probability distributions and their applications in statistics
Session EO498 Room: S0.13
Statistics of high-frequency data I Sunday 18.12.2022   10:25 - 12:05
Chair: Carsten Chong Organizer: Carsten Chong
  B0605:  Y. Ait-Sahalia, J. Fan, L. Xue, Y. Zhou
  How and when are high-frequency stock returns predictable
  B0448:  Y. Ding, Y. Li, G. Liu, X. Zheng
  Stock co-jump networks
  B1474:  J. Jacod, H. Lin, V. Todorov
  Systematic jump risk
Session EO130 Room: S-1.06
Recent advances in clustering of mixed-type data Sunday 18.12.2022   10:25 - 12:05
Chair: Marta Nai Ruscone Organizer: Daniel Fernandez, Marta Nai Ruscone
  B1491:  M. van de Velden, C. Cavicchia, A. Iodice D Enza, A. Markos
  Mixed data distances
  B1708:  G. Szepannek, R. Aschenbruck
  Recent results in validating and benchmarking mixed-type clustering
  B0930:  R. Fuchs, D. Pommeret, S. Stocksieker, C. Viroli
  MDGMM and MIAMI: Towards flexible and interpretable models for mixed data
  B1542:  M. Markatou
  Clustering mixed-type data via the KAMILA algorithm
Session EO660 Room: S-1.27
Latent variable models for complex data structures Sunday 18.12.2022   10:25 - 12:05
Chair: Silvia Cagnone Organizer: Silvia Bianconcini, Silvia Cagnone
  B0800:  F. Wallentin
  Generalized linear factor score regression with different methods
  B1276:  M. Iannario
  Modelling ``don't know'' responses in multi Item Latent Trait Models
  B1314:  L. Brusa, F. Bartolucci, F. Pennoni
  Alternative methods for parameter estimation in discrete latent variable models
  B1369:  S. Giordano, R. Colombi
  Markov switching stereotype logit models with two latent indicators for longitudinal ordered data
Session EO665 Room: S-1.29
Advances and challenges in accelerated life testing Sunday 18.12.2022   10:25 - 12:05
Chair: Maria Kateri Organizer: Nikolay Nikolov, Maria Kateri
  B0621:  A. Dembinska, K. Jasinski
  Maximum likelihood inference based on censored samples from the geometric distribution
  B0222:  S. Albalwy, F. Coolen, J. Cumming
  Imprecise statistical inference based on the log-rank test for step stress accelerated life testing data
  B0778:  N. Nikolov, M. Kateri
  Maximum product of spacings estimator for simple step-stress model with Weibull lifetimes
  B0712:  Y. Lu, M. Kateri
  Simple heterogeneous step-stress accelerated life testing model for lithium-ion battery aging
Session EO701 Room: S-2.25
The Stein method and statistics Sunday 18.12.2022   10:25 - 12:05
Chair: Robert Gaunt Organizer: Robert Gaunt
  B1243:  A. Fischer, G. Reinert, R. Gaunt, Y. Swan
  Normal approximation for the posterior in exponential families
  B0658:  R. Gaunt
  Wasserstein distance error bounds for the normal approximation of the maximum likelihood estimator
  B1962:  E. Azmoodeh
  Stein method, algebra and statistics
  B0401:  C. Nemeth
  Tuning-free Stein variational gradient descent
Session EO558 Room: BH (S) 2.02
Dependency in Bayesian mixture models and beyond Sunday 18.12.2022   10:25 - 12:05
Chair: Jim Griffin Organizer: Alessandra Guglielmi
  B0485:  F. Quintana, G. Page, M. Heiner
  A marginalization approach to local regression and clustering with variable-dimension covariates
  B0576:  G. Malsiner-Walli
  Capturing correlated clusters using mixtures of latent class models
  B1179:  R. Corradin, F. Camerlenghi, A. Ongaro
  Mixtures of normalized nested compound random measures and their application
  B1404:  M. Beraha
  Transformed scaled process priors for generalized Indian Buffet processes
Session EO677 Room: BH (S) 2.05
Developments and applications of Approximate Bayesian Computation Sunday 18.12.2022   10:25 - 12:05
Chair: Veronica Ballerini Organizer: Veronica Ballerini
  B1657:  A. Lachi, C. Viscardi, M. Baccini
  ABC in a compartmental model for smoking habit dynamics
  B1679:  D. Di Cecco, A. Tancredi
  Species abundance estimation in the presence of record linkage errors: An ABC approach
  B1718:  C. Viscardi, D. Prangle
  Likelihood-free transport Monte Carlo
  B1724:  E. Bortolato, L. Ventura
  Box-ABC for likelihood-free inference
Session EO220 Room: Virtual R01
Advances in functional data analysis and nonparametric regression Sunday 18.12.2022   10:25 - 12:05
Chair: Yuko Araki Organizer: Yuko Araki
  B1520:  E. Cui, L. Xiao, C. Crainiceanu, R. Li
  Fast multilevel functional principal component analysis
  B1521:  M. Imaizumi
  Sup-norm convergence of deep network estimator for nonparametric regression with corrected adversarial training
  B1553:  Y. Terada, M. Sasaki
  On weak convergence of recovered functional data
  B1888:  Y. Araki
  Functional mediation analysis with model selection
Session EO597 Room: Virtual R02
Innovative approaches for unsupervised classification methods Sunday 18.12.2022   10:25 - 12:05
Chair: Carlo Cavicchia Organizer: Carlo Cavicchia
  B0791:  A. Cappozzo, F. Ieva, G. Fiorito
  An EM algorithm for penalized mixed-effects multitask learning: A general framework for regularizing MLM Models
  B1366:  R. Giubilei
  Density-peak clustering of graphs
  B1297:  A. Iodice D Enza, C. Tortora, F. Palumbo
  Mixed-type data spectral clustering with variable specific distances
  B0893:  C. Cavicchia
  Mixed data convex clustering
Session EO086 Room: BH (SE) 2.05
Advances in Bayesian computation techniques I Sunday 18.12.2022   10:25 - 12:05
Chair: Siew Li Linda Tan Organizer: Siew Li Linda Tan
  B0917:  K. Lee
  Bayesian inference for partial orders
  B1022:  L. Maestrini
  Fast and accurate variational inference in mixed models
  B0738:  Y. Wang, V. Rockova
  Adversarial Bayesian simulation
  B1849:  K. Hijikata, M. Oka, K. Yamaguchi, K. Okada
  The development of ``variationalDCM'' an R package performing variational Bayesian estimation for DCMs
Session EO110 Room: K2.31 (Nash Lec. Theatre)
Advancements in spatial and spatio-temporal models Sunday 18.12.2022   10:25 - 12:05
Chair: Maria Michela Dickson Organizer: Maria Michela Dickson
  B0965:  D. Giuliani, M.M. Dickson, G. Espa, F. Santi
  Identifying geographical configurations of industries by regional concentration and spatial polarization
  B1181:  A. Cartone, L. Di Battista, P. Postiglione
  Spatial quantile regression for modelling the impact of digital transformation on European regional economic growth
  B1284:  C. Fronterre, E. Giorgi
  Joint geostatistical modelling of lymphatic filariasis antigenaemia and microfilariae prevalence
  B1385:  M. Kesina, P. Egger
  Dynamic probit models with network interdependence and unobserved heterogeneity
Session EC771 Room: S-1.04
Computational statistics I Sunday 18.12.2022   10:25 - 12:05
Chair: Jonathan Crook Organizer: CMStatistics
  B1551:  M. Bee
  Approximate maximum likelihood estimation of the lognormal-GPD model with dynamic weights
  B1569:  Y. Iguchi, A. Beskos, M. Graham
  Numerical schemes for effective calibration of elliptic and hypo-elliptic diffusions
  B1660:  P.W. Reyes, I.I. Gauran, E. Barrios, H. Ombao
  Correlation-adjusted simultaneous testing among small-sized groups in high-dimensional DNA methylation data
  B1739:  M. Stapper
  RandomVariables.jl: A Julia package for random variables, transformations and probabilities
Session EC788 Room: S-2.23
Machine learning Sunday 18.12.2022   10:25 - 12:05
Chair: Andriette Bekker Organizer: CMStatistics
  B1511:  D. Schalk, B. Bischl, D. Ruegamer
  Accelerated componentwise gradient boosting using efficient data representation and momentum-based optimization
  B1557:  F.L. Wollbraaten
  Temporal event boosting: Gradient boosting applied to conditional intensity models
  B1880:  T. Loots, M. Arashi, A. Bekker
  Updating weights using shrinkage methods in artificial neural networks
  B1910:  I.D. Ha, K. Burke, Y. Lee
  Understanding deep neural network via statistical regression modelling approaches
Session EC829 Room: BH (S) 2.03
MCMC algorithms Sunday 18.12.2022   10:25 - 12:05
Chair: Radu Craiu Organizer: CMStatistics
  B0944:  M. Maama
  Bayesian parameter inference estimation for partially observed fractional Brownian motion
  B0376:  G. Sofronov, S. Shen
  A Markov chain Monte Carlo algorithm for change-point detection in nanopore sequencing data
  B1513:  K. Bakas, J. Kornak, H. Ombao
  MCMC approach on Bayesian image analysis in Fourier space
  B1866:  J. Park, T. Choi
  Bayesian semiparametric copula estimation using an infinite mixture of Gaussian copulas.
Session EP001 Room: Posters Virtual Room 1
Poster session I (only virtual) Sunday 18.12.2022   10:25 - 12:05
Chair: Cristian Gatu Organizer: CMStatistics
  B0480:  A. Shimokawa, E. Miyaoka
  Construction of random forest based on parametric bootstrapping
  B0667:  T. Tokuda, H. Nagao
  Multiple clustering based Wishart mixture models and its application to seismic data analysis
  B1518:  S. Naoya
  Matrix decomposition factor analysis with variable selection directly constrained by the number of zero columns
  B1713:  C.K.W. Yu, S.K. Choy, W.L. Ng, C.C. Siu
  Optimization methodologies for big data analysis
  B0676:  T. Kawasaki, T. Seo
  Bartlett correction of $T^2$ type test statistic with two-step monotone missing data in two-sample problem
  B1643:  K. Takahashi, K. Yamamoto
  A performance evaluation of randomization methods in small-size clinical trials with binary or survival outcomes
  B2017:  P. Tran, A. Guolo, A. Guolo
  Likelihood-based inference in control risk regression with study-specific covariates
  B0399:  R. Caballero-Aguila, J. Linares-Perez
  Optimal linear filter from fading measurements with time-correlated additive noises and transmission random losses
Parallel session H: CFE Sunday 18.12.2022 10:25 - 12:05

Session CO096 Room: S-1.01
Risk analysis and assessment in economics and finance Sunday 18.12.2022   10:25 - 12:05
Chair: Alessandra Amendola Organizer: Carlos Trucios, Alessandra Amendola
  A0638:  H. Raubenheimer, R. de Jongh, M. Gericke
  Combining historical data sources in operational risk capital estimation
  A1034:  A. Amendola, L. Aldieri, V. Candila
  The impact of ESG scores on tails risk measures
  A1327:  I. Chronopoulos, L. Giraitis, G. Kapetanios
  Choosing between persistent and stationary volatility
  A1882:  D. Lacava, G. Gallo, E. Otranto
  Volatility jumps and the classification of monetary policy announcements
Session CO396 Room: Virtual R03
Modelling financial markets Sunday 18.12.2022   10:25 - 12:05
Chair: Menelaos Karanasos Organizer: Menelaos Karanasos
  A1312:  S. Yfanti, M. Karanasos, J. Wu
  Short- and long-run cross-country sustainability interdependences
  A1488:  B. Chen, Y. Karavias, M. Barassi
  Group patterns in income inequality and economic growth
  A1348:  A. Vivian, M. Wohar
  Can return forecasts enhance international asset allocation: Evidence from the sum of the parts approach
  A1425:  A. Kartsaklas, A. Almajali
  Time-varying connectedness between the US futures markets and the macroeconomy
Session CO520 Room: Virtual R04
Data analysis tools for Bayesian inference Sunday 18.12.2022   10:25 - 12:05
Chair: Catherine Forbes Organizer: Catherine Forbes
  A1324:  C. Forbes
  Assessing the sensitivity of a Youden posterior to extremes in the classification variable
  A1248:  C.H. Lei
  Bayesian case influence analysis for spatial autoregressive model
  A1230:  E. Kim, S. MacEachern, M. Peruggia
  Regularized exponentially tilted empirical likelihood for Bayesian inference
Session CO080 Room: BH (SE) 1.01
Advances in time series methods Sunday 18.12.2022   10:25 - 12:05
Chair: Massimiliano Caporin Organizer: Massimiliano Caporin
  A0326:  L. Grossi, F. Lisi, F. Quaglia
  Cost-at-Risk estimation on the Italian ancillary services market
  A0449:  T. Di Fonzo, D. Girolimetto
  Point and probabilistic forecast reconciliation for general linearly constrained multiple time series
  A0308:  M. Girardi, M. Caporin
  Conditional autoregressive G model for common factor detection in the stock market
  A0323:  M. Caporin, G. Storti
  Penalized CAW, forecast error variance decompositions and systemic risk measurement
Session CO738 Room: BH (SE) 1.02
Commodities: Pricing and trading Sunday 18.12.2022   10:25 - 12:05
Chair: Ana-Maria Fuertes Organizer: Ana-Maria Fuertes
  A0366:  C. Frau, V. Fanelli
  Seasonality in commodity prices: New approaches for pricing plain vanilla options
  A1515:  M. Joets, C. Brunetti, V. Mignon
  Reasons behind words: Causes and consequences of OPEC narratives
  A1604:  E. Eyiah-Donkor, J. Cotter, V. Poti
  Cross-market return predictability, commodity and capital market integration
  A0361:  A.-M. Fuertes, J. Miffre, A. Fernandez-Perez
  Commodity hedging: Traditional or Selective
Session CO546 Room: BH (SE) 1.05
Advances in climate and energy economics Sunday 18.12.2022   10:25 - 12:05
Chair: Felix Kapfhammer Organizer: Jamie Cross
  A1597:  C. Martinez Hernandez, M. Ciccarelli, F. Kuik
  The asymmetric effects of weather shocks on euro area prices
  A2014:  F. Kapfhammer
  The economic consequences of effective carbon taxes
  A1530:  N. Kaneda, H. Sakaji
  Economic narrative processing in the case of climate change
  A1678:  J. Gohier, T. Soler
  Green factor: Quantifying equity returns' climate risk using green active fund allocations
Session CO106 Room: BH (SE) 1.06
Factor and GARCH models Sunday 18.12.2022   10:25 - 12:05
Chair: Niklas Ahlgren Organizer: Niklas Ahlgren
  A0749:  A. Jach, J. Antell
  Reassessing the evidence on factor and portfolio premia
  A0812:  G. Sucarrat, R. Sandberg
  Robust Estimation and inference for time-varying unconditional volatility
  A0970:  N. Ahlgren, A. Back, T. Terasvirta
  Testing the ATV-GARCH model
  A1337:  A. Back
  A structurally motivated stochastic volatility model for equity returns
Session CO736 Room: BH (SE) 2.09
Recent developments in personal credit risk modelling Sunday 18.12.2022   10:25 - 12:05
Chair: Bart Baesens Organizer: Wouter Verbeke, Bart Baesens
  A0722:  M. Reusens, K. Korangi, S. vanden Broucke, C. Mues, C. Bravo, B. Baesens
  Predicting credit rating migrations by combining financial, market, and textual data
  A0919:  C. Bockel-Rickermann
  A causal perspective on managing credit risk
  A1826:  M. Oskarsdottir, C. Bravo, C. Mues, K. Korangi, S. Zandi
  Credit scoring with dynamic multilayer graph neural networks
  A2007:  M. Geerts, J. De Weerdt, S. vanden Broucke
  Geolocation-aware credit risk modeling
Session CO076 Room: BH (SE) 2.10
Topics in financial econometrics Sunday 18.12.2022   10:25 - 12:05
Chair: Leopold Soegner Organizer: Leopold Soegner
  A1545:  C. Oetjen
  Index insurance and catastrophe bonds for coping with agriculture risk in a multi-region setting
  A1644:  J. Sass, D. Westphal
  Convergence of optimal strategies in a continuous-time financial market with model uncertainty on the drift
  A1655:  B. Koval, L. Soegner, S. Fruehwirth-Schnatter
  Bayesian reconciliation of the return predictability
  A1850:  I. Fortin, J. Hlouskova
  Nowcasting the Austrian economy with mixed-frequency VAR models
  A2042:  P. Gersing
  About the parameterisation of hypertall transfer functions
Session CO694 Room: BH (SE) 2.12
Anomaly detection and forecasting using machine learning methods Sunday 18.12.2022   10:25 - 12:05
Chair: Artem Prokhorov Organizer: Artem Prokhorov
  A0252:  F. Cheng, A. Panagiotelis, R. Hyndman
  Anomaly detection with kernel density estimation on manifolds
  A1957:  A. Prokhorov, H. Leung, R. James
  A machine learning attack on illegal trading
  A1980:  P. Montero Manso
  Big machine learning models that learn to estimate and forecast a class of autoregressive processes
  A1870:  A. Skrobotov, A. Prokhorov
  Stochastic frontier analysis for (co)integrated panels
Session CO084 Room: BH (S) 1.01 Lecture Theatre 1
Modelling economic and financial time series Sunday 18.12.2022   10:25 - 12:05
Chair: Gianluca Cubadda Organizer: Gianluca Cubadda, Alain Hecq
  A0780:  A. Hecq
  Detecting common bubbles in multivariate mixed causal-noncausal models
  A0781:  G. Cubadda, M. Mazzali
  The vector error correction index model: Representation and statistical inference
  A0912:  T. del Barrio Castro
  Testing for the cointegration rank between periodically integrated processes
  A1330:  M. Ternes, A. Hecq, I. Wilms
  Hierarchical regularizers for reverse unrestricted MIDAS
Parallel session I: CMStatistics Sunday 18.12.2022 13:35 - 15:15

Session EO554 Room: K0.16
Advances in network data analysis Sunday 18.12.2022   13:35 - 15:15
Chair: Sharmodeep Bhattacharyya Organizer: Sharmodeep Bhattacharyya
  B0490:  A.Y. Zhang
  Leave-one-out singular subspace perturbation analysis for spectral clustering
  B0756:  S. Chandna, S. Janson, S. Olhede
  A framework for modelling multiplex networks
  B1350:  O.H. Padilla
  Change point localization in dependent dynamic nonparametric random dot product graphs
  B1431:  P. Rubin-delanchy
  The manifold hypothesis for graphs
Session EO649 Room: K0.19
Recent development in mediation analysis Sunday 18.12.2022   13:35 - 15:15
Chair: Yeying Zhu Organizer: Yeying Zhu
  B0211:  L. Liu
  HIMA2: High dimensional mediation analysis and its application to epigenome-wide DNA methylation data
  B0646:  Q. Wang, Y. Zhu, X. Cai
  Variable selection for mediation analysis with latent factors via group-wise penalization
  B0736:  X. Cai, Y. Zhu, Y. Huang
  Comparisons of inference methods in high-dimensional mediation analysis
  B1204:  Y.-T. Huang
  Surrogate marker assessment using mediation analyses in a case-cohort design
Session EO488 Room: K0.20
Statistical methods for missing data and measurement error Sunday 18.12.2022   13:35 - 15:15
Chair: Baojiang Chen Organizer: Baojiang Chen
  B0591:  L.-P. Chen, G. Yi
  Variable selection and estimation for the average treatment effect with error-prone confounders
  B0661:  M. Daniels
  Dirichlet process mixture models for the analysis of repeated attempt designs
  B0686:  B. Chen, A. Yuan, J. Qin
  A calibration method to stabilize the estimation in missing data and causal inference
  B0954:  J. Zhao
  A versatile estimation procedure without estimating the nonignorable missingness mechanism
Session EO422 Room: K0.50
Recent advances in nonparametric methods Sunday 18.12.2022   13:35 - 15:15
Chair: Bojana Milosevic Organizer: Bodhisattva Sen
  B1132:  A. Auddy, M. Yuan
  Computational and statistical limits in high dimensional independent component analysis
  B1199:  R. Patra, S. Mukherjee
  Least-squares estimation of a quasiconvex regression function
  B1773:  M. Avella-Medina, R. Davis, G. Samorodnitsky
  Kernel PCA for multivariate extremes
  B0183:  S. Chatterjee
  Pointwise error bounds for fused lasso
Session EO703 Room: K2.40
Statistical methods in brain imaging Sunday 18.12.2022   13:35 - 15:15
Chair: Hernando Ombao Organizer: Donatello Telesca
  B0964:  A. Scheffler, R. Guhaniyogi, R. Gutierrez
  Bayesian multi-object data integration in the study of primary progressive aphasia
  B1415:  S. Guha
  Supervised modeling of multiple networks for multimodal neuroimaging data
  B1440:  D. Senturk, D. Telesca, C. Sugar, M. Dong
  A functional model for studying common trends across trial time in eye-tracking experiments
  B1885:  M. Fiecas
  Hidden Markov and semi-Markov Models for dynamic connectivity analysis in resting-state fMRI
Session EO176 Room: K2.41
Random matrix theory and its applications Sunday 18.12.2022   13:35 - 15:15
Chair: Yanrong Yang Organizer: Zhigang Bao
  B0762:  X. Ding
  Optimal and adaptive shrinkage estimators for general large covariance and precision matrices
  B0877:  Z. Li, C. Wang, Q. Wang
  On eigenvalues of a high-dimensional Kendalls rank correlation matrix with dependence
  B1055:  Y. Yang, H. Xiao Han
  Spiked eigenvalues of high-dimensional sample autocovariance matrices: CLT and applications
  B1124:  J. Wang, T. Ke
  Optimal network community inference under severe degree heterogeneity
Session EO584 Room: S0.03
Spatial transcriptomics data modeling and analysis Sunday 18.12.2022   13:35 - 15:15
Chair: Qiwei Li Organizer: Qiwei Li
  B1830:  K. Coleman, J. Hu, D. Zhang, M. Li
  Spectral clustering using gene expression and histology identifies disease-relevant spatial domains in SRT
  B1922:  B. Song, Y. Wang, S. Wang, M. Chen, Y. Xie, G. Xiao, L. Wang, T. Wang
  SPROD: De-noising spatial transcriptomics data based on position and image information
  B1923:  Q. Li, X. Jiang, G. Xiao, L. Xu
  iIMPACT: Integrating image and molecular-based profiles to analyze and cluster spatial transcriptomics data
  B1784:  A. De Livera, T. Speed, A. Salim
  RUV statistical methods based on generalised linear models for omics data
Session EO594 Room: S0.13
Modal inference Sunday 18.12.2022   13:35 - 15:15
Chair: Rosa Crujeiras Organizer: Jose Ameijeiras-Alonso, Rosa Crujeiras
  B0827:  F. Ferraccioli, G. Menardi
  Nonparametric test for density modes
  B1049:  G. Menardi, M. Rudelli, L. Greco
  On robustness issues in modal clustering
  B1625:  Y.-C. Chen
  Mode and ridge detection on a sphere
  B1791:  P. Saavedra-Nieves, R. Crujeiras
  Estimating the number of directional clusters from density-based methods
Session EO324 Room: S-1.01
Text analysis for complex data Sunday 18.12.2022   13:35 - 15:15
Chair: Annamaria Bianchi Organizer: Annamaria Bianchi
  B1085:  P. Daas
  Using web site text to identify different types of companies
  B1668:  J. Gweon
  Automated classification for open-ended questions with BERT
  B1859:  C. Salvatore, A. Bianchi, S. Biffignandi
  Unstructured textual data and composite indicators construction
  B1602:  M. Bruno, E. Catanese
  Robust and consistent estimation of word embeddings for Italian tweets
Session EO745 Room: S-1.04
Recent advances in copula regression Sunday 18.12.2022   13:35 - 15:15
Chair: Paul Bach Organizer: Paul Bach, Nadja Klein
  B0466:  C. Czado
  Vine copula based structural equation models
  B0833:  R. Craiu, R. Zimmerman, V. Leos Barajas
  Copula modelling of serially correlated multivariate data with hidden structures
  B0813:  G. Briseno Sanchez, A. Groll
  Bivariate mixed outcome-survival additive regression
  B1279:  S. Maxand, N. Klein
  Multivariate structural distributional time series
Session EO598 Room: S-1.06
Mixture modelling Sunday 18.12.2022   13:35 - 15:15
Chair: Sollie Millard Organizer: Sollie Millard
  B0344:  W. Yao
  A unified tool for the root selection and the hypothesis testing for mixture models
  B0586:  S. Skhosana, S. Millard, F. Kanfer
  A one-step backfitting algorithm for estimating the semi-parametric mixture of partial linear models
  B1357:  S.M. Salehi, F. Boroumand, H. Doosti, M.T. Shakeri
  Nonparametric tilted regression estimation
  B1424:  J. Ferreira
  A fresh consideration for the mode within a mixture context
Session EO741 Room: S-1.27
Testing independence in high-dimensional statistics Sunday 18.12.2022   13:35 - 15:15
Chair: Din Chen Organizer: Din Chen
  B0351:  C. Coelho
  A likelihood ratio test for independence and a test of fit for the multivariate linear model for high-dimensional data
  B0489:  K. Zhang, Z. Zhao, W. Zhou
  BEAUTY powered BEAST
  B0510:  Z. Zhao, X. Xing
  Model-free multiple testing using mirror statistics (MMM)
  B0693:  W. Zhou, D. Ghosh, A. Ellingworth
  A data adaptive rank-based procedure for assessing reproducibility of high-throughput experiments
Session EO642 Room: S-1.29
New developments in censored and truncated data Sunday 18.12.2022   13:35 - 15:15
Chair: Rebecca Betensky Organizer: Rebecca Betensky
  B1531:  E. Parner
  Regression analysis for censored and truncated event data using pseudo-observations
  B1705:  J. Qian, R. Betensky, J. Hou
  Nonparametric and semiparametric estimation with sequentially truncated survival data
  B1734:  R. Betensky, J. Qian
  Transformation methods for smoothed estimation from interval-censored data
  B1720:  C. Moreira
  Statistical methods for doubly truncated data
Session EO120 Room: S-2.23
Topics in dimension reduction Sunday 18.12.2022   13:35 - 15:15
Chair: Tatyana Krivobokova Organizer: Tatyana Krivobokova
  B0732:  P. Kramlinger, U. Schneider, T. Krivobokova
  Uniformly valid inference based on the Lasso in linear mixed models
  B0793:  G. Finocchio, T. Krivobokova
  Iterative regularization methods for ill-posed generalized linear models
  B1059:  E. Bura, L. Forzani, R. Garcia Arancibia, P. Llop, D. Tomassi
  Sufficient reductions in regression with mixed predictors
  B1250:  P. Serra, A. Vegelien
  A fresh look at sparse quantile regression
Session EO668 Room: BH (S) 2.02
Structured prior distributions for complex models Sunday 18.12.2022   13:35 - 15:15
Chair: Sarah Elizabeth Heaps Organizer: Sarah Elizabeth Heaps
  B1782:  L. Kennedy
  Challenges and successes with structured prior modelling in survey adjustment
  B1074:  S. Legramanti, D. Durante, D. Dunson
  Bayesian cumulative shrinkage for infinite factorizations
  B0713:  R.P. Ghosh, B. Mallick, M. Pourahmadi
  Bayesian estimation of correlation matrices of longitudinal data
  B0384:  S.E. Heaps
  Structured prior distributions for the covariance matrix in latent factor models
Session EO743 Room: BH (S) 2.03
Bayesian and robust insights in data analysis and classification Sunday 18.12.2022   13:35 - 15:15
Chair: Miguel de Carvalho Organizer: Vanda Lourenco
  B1253:  V. Inacio
  Bayesian nonparametric inference for the overlap coefficient: Application to disease diagnosis
  B1309:  A. Svetlosak, R. Calabrese
  Divide and conquer: Cluster analysis with a different number of clusters
  B1142:  A. Posekany
  Modeling residuals with mixtures of Gaussian with non-Gaussian components for robustness and outlier detection
  B1619:  N. Sartori, E. Ruli, L. Ventura
  Robust approximate Bayesian inference
Session EO625 Room: BH (S) 2.05
Computations and methods in Bayesian nonparametrics Sunday 18.12.2022   13:35 - 15:15
Chair: Mario Beraha Organizer: Federico Camerlenghi
  B0665:  A. Barrientos, M. Jauch, V. Pena, D. Matteson
  Mixture representations for likelihood ratio ordered distributions
  B0677:  A. Zito, T. Rigon, D. Dunson
  Inferring taxonomic placement from DNA barcoding aiding in discovery of new taxa
  B0889:  L. Ghilotti, M. Beraha, A. Guglielmi
  Bayesian clustering of high-dimensional data via latent repulsive mixtures
  B1203:  B. Franzolini, M. De Iorio
  Bayesian nonparametric multilayer clustering of longitudinal data
Session EO631 Room: Virtual R01
Statistical advances in biomedical research Sunday 18.12.2022   13:35 - 15:15
Chair: Bingxin Zhao Organizer: Bingxin Zhao
  B0609:  H. Shu
  Orthogonal common-source and distinctive-source decomposition between high-dimensional data views
  B0744:  F. Xue, H. Li
  An empirical Bayes regression for multi-tissue EQTL data analysis
  B1341:  C. Wu
  SUMMIT: An integrative approach for better transcriptomic data imputation improves causal gene identification
  B1465:  J. Wang
  Robust statistical inference for cell type deconvolution
Session EO526 Room: Virtual R02
Recent advances in statistical inference Sunday 18.12.2022   13:35 - 15:15
Chair: Monika Bhattacharjee Organizer: Monika Bhattacharjee
  B0562:  A. Chattopadhyay, E. Cohn, J. Zubizarreta
  One-step weighting for the generalization of causal inference
  B0580:  M. Bhattacharjee
  Asymptotics of large autocovariance matrices
  B1368:  A. Ganguli
  Detection of intervention effects on time series
  B1233:  N. Chakraborty, M. Bhattacharjee, H.L. Koul
  Weighted $l_1$-penalized corrected quantile regression for high-dimensional temporally dependent measurement errors
Session EO552 Room: Virtual R04
Novel methods in microbiome data analysis Sunday 18.12.2022   13:35 - 15:15
Chair: Anna Plantinga Organizer: Anna Plantinga
  B0249:  N. Zhao
  SMRmix for integrating multiple microbiome datasets at community level
  B0561:  L. Zhang, C. Peterson
  Covariate-adjusted Bayesian kernel regression for learning effect sizes of selected microbiome
  B0753:  H. Li
  Mixture margin random-effects copula models for inferring microbial co-variation networks
  B0933:  Y. Hu, Y. Yue
  A new approach to testing mediation of the microbiome at both the community and individual taxon levels
Session EO628 Room: Virtual R05
Recent developments in survival analysis Sunday 18.12.2022   13:35 - 15:15
Chair: Chi Hyun Lee Organizer: Chi Hyun Lee
  B0952:  D. Pak, J. Ning, R. Kryscio, Y. Shen
  Evaluation of the natural history of disease by combining incident and prevalent cohorts: Application to the Nun Study
  B0960:  W. Li, M. Rahbar, S. Savitz, J. Zhang, S. Lundin, A. Tahanan, J. Ning
  Regression analysis of multivariate recurrent event data allowing time-varying dependence
  B1340:  Y. Zhao
  A mixture model for estimating the risk of prostate cancer progression in active surveillance
  B1400:  C.H. Lee, W. Li, Y. Shen, J. Ning
  Estimating time-varying treatment effects on restricted mean survival time in large patient databases
Session EO671 Room: Virtual R06
Advances in generative modelling Sunday 18.12.2022   13:35 - 15:15
Chair: Susan Wei Organizer: Susan Wei
  B1079:  L. Hodgkinson, C. van der Heide, F. Roosta, M. Mahoney
  Monotonicity and double descent in uncertainty estimation with Gaussian processes
  B1389:  T. Hu
  Training energy-based models with diffusion contrastive divergence
  B1464:  A. Bhattacharya, D. Pati, Y. Yang
  On the convergence of coordinate ascent variational inference
  B0318:  T. Broderick
  Black box variational inference with a deterministic objective: Faster, more accurate, and even more black box
Session EO538 Room: Virtual R07
Statistical analysis of complex dependent data Sunday 18.12.2022   13:35 - 15:15
Chair: Weichi Wu Organizer: Weichi Wu
  B0802:  S.S. Dhar, S. Bhar
  Test for independence of infinite dimensional random elements
  B0820:  P. Bagchi
  Adaptive frequency band analysis for functional time series
  B0913:  Z. Zhou, Y. Cui
  Simultaneous inference for time series functional linear regression
  B0941:  L. Bai, W. Wu
  Time-varying correlation network analysis of non-stationary multivariate time series with complex trends
Session EO494 Room: Virtual R08
Novel statistical developments for economics and finance Sunday 18.12.2022   13:35 - 15:15
Chair: Ramses Mena Organizer: Ramses Mena
  B0670:  F. Selva
  Stock market clustering methods
  B1066:  C. Nava, M.G. Zoia, M.D. Braga
  Kurtosis-based risk parity: Methodology, portfolio effects and properties
  B0839:  C.E. Rodriguez, S. Walker
  Copula particle filters
  B1833:  I. Naumkin, R. Mena
  On the mean of log-returns random distributions
Session EO124 Room: BH (SE) 1.02
Applications of data science in causal inference, imaging, and finance Sunday 18.12.2022   13:35 - 15:15
Chair: Stan Finkelstein Organizer: Roy Welsch
  B0859:  R.-I. Cobzaru, R. Welsch, S. Finkelstein, Z. Shahn, K. Ng
  Sensitivity analysis for violations of proximal identification assumptions
  B1151:  M. Pittavino, G. Lideikyte Huber
  What are the projections of donations and wealthier people: New forecasts for the tax incentives in the canton of Geneva
  B1420:  J. Zou, R. Welsch, F. Xing
  Portfolio construction using robust NLP incorporating noisy social media text
  B1219:  A. AlShehhi
  Machine learning for Alzheimer's patients stratification and target identification
Session EO050 Room: BH (SE) 1.05
Robust causal inference in biology and economics Sunday 18.12.2022   13:35 - 15:15
Chair: Zijian Guo Organizer: Zijian Guo
  B0536:  R. Singh, A. Agarwal
  Causal inference with corrupted data: Measurement error, missing values, discretization, and differential privacy
  B1027:  W. Miao
  Paradoxes and resolutions for semiparametric data fusion of individual data and summary statistics
  B1193:  Z. Mei, Q. Fan, Z. Guo
  Testing overidentifying restrictions with high-dimensional data and heteroskedasticity
  B1201:  Z. Liu
  A novel penalized inverse-variance weighted estimator for Mendelian randomization with applications to COVID-19 outcomes
Session EO557 Room: Safra Lecture Theatre
Statistical inference on functional time series Sunday 18.12.2022   13:35 - 15:15
Chair: Siegfried Hoermann Organizer: Siegfried Hoermann
  B0263:  N. Salish, S. Otto
  Dynamic factor model for functional time series: Identification, estimation, and prediction
  B0950:  M. Kim, G. Rice, P. Kokoszka
  White noise testing for functional time series
  B1315:  T. Kuenzer
  Estimation of functional ARMA models
  B1684:  V. Characiejus, S. Hoermann, C. Cerovecki
  The maximum of the periodogram of a sequence of functional data
Session EO068 Room: K2.31 (Nash Lec. Theatre)
Innovative and practical strategies in causal inference Sunday 18.12.2022   13:35 - 15:15
Chair: Andrew Spieker Organizer: Andrew Spieker
  B0235:  C. Lupton-Smith, E. Stuart
  Combining experimental and non-experimental data to examine treatment effect heterogeneity
  B0698:  J. Hill, G. Perrett
  thinkCausal: A tool to help researchers learn while they do
  B0981:  N. Illenberger, N. Mitra
  An influence function based instrumental variable estimator of censored medical costs
  B2000:  A. Levis, M. Bonvini, Z. Zeng, L. Keele, E. Kennedy
  Robust covariate-assisted bounds in instrumental variable designs
Session EC824 Room: K0.18
Statistics for images and brain signals Sunday 18.12.2022   13:35 - 15:15
Chair: Brenda Betancourt Organizer: CMStatistics
  B1580:  H. Wu, M. Knight, H. Ombao
  Cross-scale dependence based on multi-resolution analysis of multivariate time series with application to EEG data
  B1871:  P.V. Redondo, R. Huser, H. Ombao
  Tail transfer entropy: A new extremal dependence measure for studying connectivity in a brain network
  B1944:  H. Zhang
  Unbiased and robust analysis of co-localization in super-resolution images
  B1485:  G.C. Granados Garcia, R. Prado, H. Ombao
  Decomposition of multivariate brain signals in multi-subject replicated setting
Session EC819 Room: S0.11
Statistics and econometrics modelling and applications Sunday 18.12.2022   13:35 - 15:15
Chair: Philipp Otto Organizer: CMStatistics
  B1795:  S. Montagna, R. Argiento, C. Berloco
  Bayesian spatio-temporal methods: an application to forecasting short-term defaults of firms in a commercial network
  B0915:  J. C-Rella, R. Cao, J. Vilar Fernandez
  Amount-dependent fraud detection considering aggregated losses
  B1799:  D. Schulz, Y. Feng, T. Gries, S. Letmathe
  The smoots Package in R for semiparametric modeling of trend stationary time series
  B1671:  W. Cai, J.-M. Dufour
  Statistical inference for multivariate linear regression models with stochastic volatility
Parallel session I: CFE Sunday 18.12.2022 13:35 - 15:15

Session CI017 (Special Invited Session) Room: BH (S) 1.01 Lecture Theatre 1
Recent advances in quantile regression Sunday 18.12.2022   13:35 - 15:15
Chair: Carlos Lamarche Organizer: Carlos Lamarche
  A0176:  R. Koenker
  Hotelling tubes, confidence bands and conformal inference
  A0177:  Z. Qu, J. Yoon, P. Perron
  Inference on quantile processes in partially linear models with applications to the impact of unemployment benefits
  A0178:  A. Galvao
  Unconditional quantile partial effects via conditional quantile regression
Session CO605 Room: S0.12
Robust estimation in stochastic frontier models Sunday 18.12.2022   13:35 - 15:15
Chair: Ian Wright Organizer: Christopher Parmeter
  A0220:  O. Badunenko, D. Henderson
  Production analysis with asymmetric noise
  A0689:  I. Wright, W. Horrace, C. Parmeter
  On asymmetry and quantile estimation of the stochastic frontier model
  A0892:  G. Bonanno
  Income stochastic frontiers: Methodological advances for income inequalities investigations
  A0977:  A. Stead, P. Wheat, W. Greene
  Distributional assumptions and the sensitivity of stochastic frontier efficiency predictions
Session CO042 Room: Virtual R03
Regime change modeling II Sunday 18.12.2022   13:35 - 15:15
Chair: Giovanni Di Bartolomeo Organizer: Willi Semmler
  A1339:  M. Kuhn, S. Wrzaczek
  Modelling resilience to environmental shocks
  A1398:  W. Semmler, I. Tahri, J. Braga
  Green transition, investment horizon, and dynamic portfolio decisions
  A1407:  I. Tahri
  Sustainable investment under inflation and interest rate risks
  A0869:  G. Di Bartolomeo, E. Beqiraj, G. Ciccarone
  The U.S. economic dynamics and inflation persistence: A regime-switching perspective
Session CO208 Room: BH (SE) 1.01
Advances in semiparametric models for panel data Sunday 18.12.2022   13:35 - 15:15
Chair: Daniel Henderson Organizer: Daniel Henderson
  A1007:  T. Wang, T. Wang, F. Yao
  Recasting investment efficiency in China: A semiparametric stochastic efficiency investment panel model
  A1001:  X. Huang
  Functional-coefficient regression models for panel data
  A0217:  A. Soberon, A. Musolesi, J.M. Rodriguez-Poo
  Efficient estimation of a semiparametric panel data model with common factors and spatial dependence
  A0926:  D. Henderson, C. Parmeter, A. Soberon
  Estimation and inference for varying-coefficient multidimensional fixed-effects panel data models
Session CO424 Room: BH (SE) 2.09
Contemporary issues in modelling and forecasting inflation Sunday 18.12.2022   13:35 - 15:15
Chair: Svetlana Makarova Organizer: Wojciech Charemza, Svetlana Makarova
  A0208:  F. Loria
  Inflation at risk
  A0381:  K. Kotze
  Big data forecasting of South African inflation
  A0437:  T. Soussi, M. Medeiros, E.C.M. Schutte
  Global inflation forecasting: Benefits from machine learning methods
  A0452:  L. Uuskula, D. Gabrielyan
  Inflation expectations and consumption with machine learning
Session CO146 Room: BH (SE) 2.10
Parameter uncertainty in portfolio optimization and asset pricing Sunday 18.12.2022   13:35 - 15:15
Chair: Nathan Lassance Organizer: Nathan Lassance
  A0215:  R. Vanderveken, N. Lassance, F. Vrins
  On the optimal combination of naive and mean-variance portfolio strategies
  A0547:  X. Wang, R. Kan, X. Zheng
  In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models
  A1699:  N. Lassance, A. Martin-Utrera
  Shrinking against sentiment: Exploiting behavioral biases in portfolio optimization
  A0555:  T. Bodnar, N. Parolya, E. Thorsen
  Dynamic shrinkage estimation of the high-dimensional minimum-variance portfolio
Session CO400 Room: BH (SE) 2.12
Statistical analysis of climate data Sunday 18.12.2022   13:35 - 15:15
Chair: Liudas Giraitis Organizer: Liudas Giraitis
  A1044:  T. Proietti, A. Giovannelli
  The predictability of sea surface temperatures in El Nino regions
  A1073:  J. Gonzalo, L. Gadea
  Climate change heterogeneity: A new quantitative approach
  A1088:  A.C. Cebrian, J. Castillo-Mateo, J. Asin
  Nonparametric tests based on records to detect trends in the upper tail of climate series
  A1154:  L. Giraitis, F. Marotta
  Estimation of cyclical time series with application to climate data
Parallel session J: CMStatistics Sunday 18.12.2022 15:45 - 17:00

Session EV772 Room: Virtual R06
Computational statistics Sunday 18.12.2022   15:45 - 17:00
Chair: Aaron Scheffler Organizer: CMStatistics
  B0346:  J. Park
  Simulation-based inference for high dimensional implicit models and application to partially observed processes
  B1907:  A. Sharp, R. Browne
  Component contribution maximization: An estimation approach for stochastic expectation-maximization
  B1633:  R.-M. Kruse, B. Saefken, T. Kneib
  Assessment and calculation of model complexity of deep neural networks
Session EO712 Room: K0.16
Advances in multiple network data analysis Sunday 18.12.2022   15:45 - 17:00
Chair: Jesus Arroyo Organizer: Jesus Arroyo
  B0607:  N. Josephs
  Communication network dynamics in a large organizational hierarchy
  B0611:  S. Bhattacharyya, S. Chatterjee, S.S. Mukherjee
  Dependent structures in network data
  B0703:  V. Lyzinski, A. Saxena
  Lost in the shuffle: Testing power in the presence of errorful network vertex labels
Session EO634 Room: K0.18
Bayesian nonparametrics for causal inference: Part II Sunday 18.12.2022   15:45 - 17:00
Chair: Arman Oganisian Organizer: Arman Oganisian
  B0431:  J. Antonelli
  Understanding the spillover effects of the air pollution mixture using mobility data
  B0730:  C. Kim
  A Bayesian nonparametric approach for principal causal effects
  B1105:  Y. Xu, J. Kim, A. Shah, S. Zeger
  Causal framework for subgroup treatment evaluation using multivariate generalized mixed effect models
Session EO705 Room: K0.20
Advances in extreme value statistics Sunday 18.12.2022   15:45 - 17:00
Chair: Ioannis Papastathopoulos Organizer: Ioannis Papastathopoulos
  B1697:  O. Pasche, S. Engelke
  Neural networks for extreme quantile regression with an application to forecasting flood risk
  B1961:  C. Murphy-Barltrop
  Modelling non-stationarity in asymptotically independent extremes
  B1973:  E. DArcy, J. Tawn
  An improved method for extreme sea level estimation
Session EO607 Room: K2.40
Recent developments in unlinked regression Sunday 18.12.2022   15:45 - 17:00
Chair: Fadoua Mohr Organizer: Fadoua Mohr
  B1525:  M. Slawski, B. Sen
  Permuted and unlinked monotone regression in $\mathbb{R}^d$: An approach based on mixture modeling and optimal transport
  B1624:  M. Azadkia, F. Balabdaoui
  Linear regression with unmatched data: A deconvolution perspective
  B1788:  C. Durot, F. Balabdaoui, C. Doss
  Unlinked monotone regression
Session EO549 Room: K2.41
Theory and methods in high dimensional `omic' data Sunday 18.12.2022   15:45 - 17:00
Chair: Christopher McKennan Organizer: Christopher McKennan
  B1120:  X. Zhu
  Modeling regulatory network topology improves genome-wide analyses of complex human traits
  B1362:  J. Wang, C. McKennan, M. Cai, W. Chen
  Robust and accurate estimation of cellular fractions from tissue omics data via ensemble deconvolution
  B1779:  R. Dai, C. Zheng
  FDR controlled multiple testing for union null hypotheses: A knockoff-based approach
Session EO342 Room: S0.03
Spatial data science Sunday 18.12.2022   15:45 - 17:00
Chair: Philipp Otto Organizer: Philipp Otto
  B0556:  I. Marques, P. Wiemann
  A Bayesian perspective on spatial+
  B0987:  P. Maranzano
  ARPALData: An R package to retrieve and analyze air quality and weather data for Lombardy
  B1100:  P. Wiemann, I. Marques, T. Kneib
  Developing spatial multi-resolution models for forestry data with Liesel
Session EO260 Room: S0.11
Bayesian semi- and non-parametric methods III Sunday 18.12.2022   15:45 - 17:00
Chair: Andres Barrientos Organizer: Andrea Cremaschi, Andres Barrientos, Bernardo Nipoti
  B1125:  F. Panero, F. Caron, J. Rousseau
  Sparse spatial random graphs
  B0985:  A. Murua, F. Quintana
  A semiparametric Bayesian model for biclustering
  B1021:  A. Jara
  A class of random Bernstein copula models
Session EO626 Room: S0.12
Recent developments in robust model selection Sunday 18.12.2022   15:45 - 17:00
Chair: Luca Insolia Organizer: Luca Insolia
  B1493:  D. Kepplinger
  Robust variable selection and estimation via adaptive elastic net S-estimators for linear regression
  B0400:  I. Kalogridis
  Robust thin plate splines for multivariate spatial smoothing
  B0627:  S.-Y. Park, B. Seo
  Robust variable selection in semiparametric regression modeling
Session EO502 Room: S0.13
Statistics of high-frequency data II Sunday 18.12.2022   15:45 - 17:00
Chair: Carsten Chong Organizer: Carsten Chong
  B0464:  M. Podolskij
  Estimation of path dependent functionals under high frequency sampling
  B0619:  V. Todorov, C. Chong, V. Todorov
  Short-time expansion of characteristic functions in a rough volatility setting with applications
  B0200:  C. Chong
  When frictions are fractional: Rough noise in high-frequency data
Session EO620 Room: S-1.01
Clustering of complex data structures Sunday 18.12.2022   15:45 - 17:00
Chair: Maria Brigida Ferraro Organizer: Maria Brigida Ferraro
  B0306:  A. Lopez Oriona, J. Vilar, P. Montero-Manso
  Time series clustering based on prediction accuracy of global forecasting models
  B0779:  C. Biernacki
  Impact of missing data on mixtures and clustering
  B1159:  C. Rampichini
  Deep clustering: A new clustering method in the sequential approach
Session EO186 Room: S-1.04
Marginal and conditional inference for dependent data Sunday 18.12.2022   15:45 - 17:00
Chair: Glen McGee Organizer: Glen McGee
  B0441:  A. Stringer, G. McGee
  Marginal additive models: Simultaneous marginal and conditional non-linear regression for cluster-correlated data
  B0444:  T. Hothorn, L. Barbanti
  A transformation perspective on marginal and conditional models
  B1078:  P. Craigmile
  A class of generalized linear mixed models adjusted for marginal interpretability
Session EO662 Room: S-1.06
Advances in nonparametric control charts Sunday 18.12.2022   15:45 - 17:00
Chair: Manuela Cazzaro Organizer: Manuela Cazzaro, Claudio Giovanni Borroni
  B0310:  P. Qiu
  Transparent sequential learning for nonparametric sequential process monitoring
  B0818:  G. Pandolfo, C. Iorio, M. Staiano, M. Aria, R. Siciliano
  Multivariate control charts based on the $L^p$ depth
  B0721:  C.G. Borroni, M. Cazzaro, P.M. Chiodini
  A novel approach to the change-point methodology in nonparametric control charts
Session EO150 Room: S-1.27
Model-free inference (virtual) Sunday 18.12.2022   15:45 - 17:00
Chair: Asaf Weinstein Organizer: Asaf Weinstein
  B1992:  Y. Romano
  Risk control for online learning models
  B0997:  C.-Y. Yang, L. Lei, N. Ho, W. Fithian
  BONuS: Multiple multivariate testing with a data-adaptive test statistic
  B2016:  S. Bates
  Learn then test: Calibrating predictive algorithms to achieve risk control
Session EO735 Room: S-1.29
Entity resolution, biomedical and nuclear forensics data modeling Sunday 18.12.2022   15:45 - 17:00
Chair: Sharmistha Guha Organizer: Sharmistha Guha
  B1347:  Y. Zhao, X. Tian, F. Li, D. Esserman, L. Shen, X. Zhao
  Pathway analysis over brain structural network with a survival outcome
  B1458:  S. Lotspeich
  Overcoming censored predictors with imputation to model the progression of Huntingtons Disease
  B1430:  A. McCombs, K. Goode, K. Shuler, D. Tucker, A. Zhang, D. Ries
  Inverse prediction using functional data in a Bayesian framework
Session EO518 Room: S-2.23
Advances in statistical methods for bounded data Sunday 18.12.2022   15:45 - 17:00
Chair: Agnese Maria Di Brisco Organizer: Agnese Maria Di Brisco
  B0271:  M. Tsagris
  Non-parametric regression models for compositional data
  B0740:  S. Ferrari, F.F. Queiroz
  Power logit regression for modeling bounded data
  B0973:  R. Ascari, A. Giampino
  A generalization of the latent Dirichlet allocation
Session EO716 Room: S-2.25
Recent advances in learning under distribution shifts Sunday 18.12.2022   15:45 - 17:00
Chair: Yao Li Organizer: Yuekai Sun
  B0223:  K. Wang, Y. Duan
  Adaptive and robust multi-task learning
  B0935:  S. Panigrahi, J. Taylor
  Approximate selective inference via maximum likelihood
  B1313:  Y. Li
  Defending against backdoor attack
Session EO408 Room: Virtual R01
Longitudinal data analysis Sunday 18.12.2022   15:45 - 17:00
Chair: Orla Murphy Organizer: Orla Murphy
  B1881:  P. McNicholas
  Clustering multivariate longitudinal data using matrix-variate mixture models
  B1691:  O. Ryan
  Extracting dynamic features from irregularly spaced time series
  B1816:  J. Andrews, L. Welsh, R. Browne
  Finite mixture models for longitudinal data with dynamic group membership
Session EO336 Room: Virtual R02
Bayesian contributions to survey methodology Sunday 18.12.2022   15:45 - 17:00
Chair: Brenda Betancourt Organizer: Brenda Betancourt
  B1175:  J. Hu, T. Savitsky, M. Williams
  Private tabular survey data products through synthetic microdata generation
  B1373:  X. Tang, J. Fuquene
  Functional and structural measurement error models with global-local priors for random effects in small area estimation
  B1450:  J. Fuquene
  A case study for subnational population estimates using a population base statistical register
Session EO553 Room: Virtual R03
Federate learning and data privacy in modern data analysis Sunday 18.12.2022   15:45 - 17:00
Chair: Xiwei Tang Organizer: Xiwei Tang
  B1579:  J. Ding
  Interval privacy: A new framework for privacy-preserving data collection
  B1616:  X. Bi
  Distribution-invariant differential privacy
  B1694:  L. Tang, X. Tan, C.-C.H. Chang, L. Zhou
  A tree-based model averaging approach for personalized treatment effect estimation from heterogeneous data sources
Session EO368 Room: Virtual R04
Biostatistics in renal research Sunday 18.12.2022   15:45 - 17:00
Chair: Ivonne Solis-Trapala Organizer: Ivonne Solis-Trapala
  B0789:  C. Parsons, J. Potts, K. Allen, S. Damery, L. Dikomitis, J. Fotheringham, H. Hill, M. Lambie, L. Phillips-Darby, I. Williams, I. Solis-Trapala
  Graphical and multistate modelling to explore factors influencing home dialysis uptake
  B1026:  D. Schaubel, Y. Lee
  Prognostic score-based methods for estimating center effects based on survival probability
  B1414:  G. Prescott, S. Sawhney, C. Black, A. Marks, N. Fluck, L. Clark, A. Levin
  Modelling chronic kidney disease: the GLOMMS2 cohort
Session EO548 Room: Virtual R05
Causal machine learning Sunday 18.12.2022   15:45 - 17:00
Chair: Amir Asiaee Organizer: Amir Asiaee
  B1452:  C. Cinelli, V. Chernozhukov, W. Newey, A. Sharma, V. Syrgkanis
  Omitted variable bias in causal machine learning
  B1764:  K. Zhang
  Methodological advances in causal representation learning
  B1976:  D. Benkeser
  Identifying HIV sequences that escape antibody neutralization using random forests and collaborative targeted learning
Session EO376 Room: Virtual R07
New statistical advances in the analysis of wearable device data Sunday 18.12.2022   15:45 - 17:00
Chair: Linda Valeri Organizer: Linda Valeri
  B0232:  X. Cai
  Causal identification of dynamic effects in non-stationary time series from N-of-1 observational mobile health data
  B0769:  E. Huang
  Smartphone-based activity recognition using movelets
  B1970:  D. Almirall, I. Nahum-Shani, S. Murphy
  Modeling and estimating the effects of cumulative just-in-time treatments using data from micro-randomized trials
Session EO592 Room: Virtual R08
High-dimensional probability and statistics Sunday 18.12.2022   15:45 - 17:00
Chair: Tatyana Krivobokova Organizer: Yukun He
  B1195:  Z. Guo, D. Cevid
  Doubly debiased lasso: High-dimensional inference under hidden confounding
  B0787:  C. Liu
  Higher rank signatures and filtrations
  B1696:  S. Alghamdi
  Speeding up the Laplace approximation method for a high-dimensional Rasch model
Session EO380 Room: K2.31 (Nash Lec. Theatre)
Recent advances in mediation analysis Sunday 18.12.2022   15:45 - 17:00
Chair: BaoLuo Sun Organizer: BaoLuo Sun
  B1207:  J.-C. Yu, Y.-T. Huang
  Hypothesis test for causal mediation of semicompeting risks under copula, frailty and multistate models
  B1567:  C. Miles
  The central role of the mediator process in mediation analysis
  B0191:  P. Ding
  Interpretable sensitivity analysis for the Baron-Kenny approach to mediation with unmeasured confounding
Session EC806 Room: K0.50
Design of experiments Sunday 18.12.2022   15:45 - 17:00
Chair: Kalliopi Mylona Organizer: CMStatistics
  B0430:  S. Gilmour, R. Walwyn
  Therapist variation within randomised trials of psychotherapy: A design of experiments perspective
  B0434:  A. Singh, S.P. Singh, O. Davidov
  Optimal designs for testing pairwise differences: A game theoretic approach
  B0541:  S. Baran
  K-optimal designs for parameters of shifted Ornstein-Uhlenbeck processes and sheets
Parallel session J: CFE Sunday 18.12.2022 15:45 - 17:00

Session CO108 Room: BH (S) 2.02
Empirical aspects of cryptocurrency markets Sunday 18.12.2022   15:45 - 17:00
Chair: Pierangelo De Pace Organizer: Pierangelo De Pace, Marco Lorusso
  A1213:  P. De Pace, J. Rao
  On the dynamics of cryptocurrency prices
  A1470:  M. Lorusso, F. Ravazzolo, M. Costola
  Green vs brown cryptocurrencies: Is proof of stake the only sustainable alternative to government currency?
  A1918:  M. Ficura, G. Colak
  Cross-section of expected cryptocurrency returns
Session CO581 Room: BH (S) 2.03
Advances in quantile regression Sunday 18.12.2022   15:45 - 17:00
Chair: Harry Haupt Organizer: Joachim Schnurbus, Harry Haupt
  A0319:  S. Pereda-Fernandez
  Decomposition of differences in distribution under sample selection and the gender wage gap
  A0897:  H. Haupt
  Fixed design regression quantiles for nonstationary dependent processes
  A1365:  J. Schnurbus, I. Bauer, H. Haupt
  Nonparametric quantile regression interval predictions for seasonal trending time series
Session CO252 Room: BH (S) 2.05
Recent advances in high-dimensional econometrics Sunday 18.12.2022   15:45 - 17:00
Chair: Degui Li Organizer: Degui Li
  A1519:  D. Li
  Estimating factor-based spot volatility matrices with noisy and asynchronous high-frequency data
  A1548:  M. Barigozzi, L. Trapin
  EM algorithm for high-dimensional dynamic matrix factor models
  A1565:  Y. Li
  Estimating time-varying networks for high-dimensional time series
Session CO194 Room: BH (SE) 1.01
Recent developments in modelling and forecasting extremes Sunday 18.12.2022   15:45 - 17:00
Chair: Ekaterina Kazak Organizer: Ekaterina Kazak
  A0799:  P. Hubner, J. Hambuckers
  Which hedge funds are systemically risky, and when: A dynamic extreme value regression approach
  A0757:  P. Ratz
  Nonparametric value-at-risk via sieve estimation
  A0371:  A. Henzi
  Sequentially valid tests for forecast calibration
Session CO098 Room: BH (SE) 1.05
Macroeconometrics Sunday 18.12.2022   15:45 - 17:00
Chair: Christos Savva Organizer: Christos Savva
  A0194:  C. Savva, N. Michail
  Housing prices and inflation expectations
  A0197:  D. Koursaros
  Career and non-career jobs: Dangling the carrot
  A0539:  N. Michail, C. Savva, D. Koursaros
  Price decomposition and asymmetry in various regimes of the economy
Session CO722 Room: BH (SE) 2.05
News and the term structure of interest rates Sunday 18.12.2022   15:45 - 17:00
Chair: Guillaume Roussellet Organizer: Guillaume Roussellet
  A0405:  S. Eusepi, R. Crump, E. Moench
  The term structure of expectations and bond yields
  A0949:  G. Roussellet, J.-S. Fontaine, B. Feunou
  What do bond investors learn from macroeconomic news
  A0958:  M. Kerssenfischer
  What moves markets
Session CO300 Room: BH (SE) 2.09
Dynamic multiple quantile models Sunday 18.12.2022   15:45 - 17:00
Chair: Leopoldo Catania Organizer: Leopoldo Catania
  A1289:  S. Chavleishvili
  Structural quantile VAR identified with external instruments
  A1114:  P. Vallarino, A. Luati, L. Catania
  Combining dynamic conditional quantile functions with a viewtowards tail risk management
  A1956:  L. Catania, A. Luati
  Semiparametric modeling of multiple quantiles
Session CO276 Room: BH (SE) 2.10
Financial modelling and forecasting Sunday 18.12.2022   15:45 - 17:00
Chair: Ekaterini Panopoulou Organizer: Ekaterini Panopoulou
  A0292:  T. Pantelidis, P. Tzika
  The contribution of economic policy uncertainty to the persistence of shocks to stock market volatility
  A1272:  C. Argyropoulos
  Predicting hedge funds' returns with machine learning methods
  A1471:  E. Panopoulou, A. Alexandridis, I. Apergis, N. Voukelatos
  Equity premium prediction: The role of information from the options market
Session CO611 Room: BH (SE) 2.12
Risk, volatility and price discovery in financial markets Sunday 18.12.2022   15:45 - 17:00
Chair: Robinson Kruse-Becher Organizer: Robinson Kruse-Becher
  A0353:  D. Umlandt
  Moment conditions and time-varying risk premia
  A0421:  E. Whitehouse
  Real time monitoring of a change in the persistence of stochastic volatility
  A0325:  T. Dimpfl, K. Schweikert
  Information shares for markets with partially overlapping trading hours
Session CO078 Room: BH (S) 1.01 Lecture Theatre 1
Financial time series Sunday 18.12.2022   15:45 - 17:00
Chair: Jean-Michel Zakoian Organizer: Christian Francq, Jean-Michel Zakoian
  A0909:  C. Francq, J.-M. Zakoian
  Optimal estimating function for weak location-scale dynamic models
  A0996:  J. Royer, T. Giroux
  Empirical asset pricing with score-driven conditional betas
  A1552:  B.M. Kandji
  Strict stationarity and existence of moments for a family of functional GARCHs
Session CC795 Room: BH (SE) 1.02
Asset pricing Sunday 18.12.2022   15:45 - 17:00
Chair: Shixuan Wang Organizer: CFE
  A1393:  S. Schaefer, U. Pigorsch
  Anxiety in returns
  A1935:  M.M. Vich Llompart, L. Vitiello
  Random preferences, truncated distributions, and the pricing kernel: A note
Session CC800 Room: BH (SE) 1.06
Regime switching Sunday 18.12.2022   15:45 - 17:00
Chair: Mohammad Jahan-Parvar Organizer: CFE
  A1704:  J. Liu
  Identification and forecasting of bull and bear markets using multivariate returns
  A1712:  R. McGee
  Machine learning utility-maximising market regime classifications
  A1940:  F. Ielpo, J. Collet
  Regime causality
Parallel session K: CMStatistics Sunday 18.12.2022 17:15 - 19:20

Session EI025 (Special Invited Session) Room: Safra Lecture Theatre
Special invited session in memory of David Cox Sunday 18.12.2022   17:15 - 19:20
Chair: Christiana Kartsonaki Organizer: Christiana Kartsonaki
  B0312:  R. Keogh
  Using the Cox model for the three tasks of health data science
  B0313:  H. Battey
  D. R. Cox: Aspects of scientific inference
  B0314:  N. Wermuth
  Being inspired by David R. Cox
Session EO630 Room: K0.16
Modeling of complex high dimensional data in neuroscience Sunday 18.12.2022   17:15 - 19:20
Chair: Ani Eloyan Organizer: Ani Eloyan
  B1025:  C. Li, H. Zhang
  Tensor quantile regression with application to association between neuroimages and human intelligence
  B1182:  H. Shou
  Similarity-based multimodal regression for integrated analysis of data with complex structures
  B1499:  K. Meng
  Randomness and statistical inference of shapes via the smooth euler characteristic transform
  B1495:  A. Eloyan
  Imaging and clinical biomarker estimation in Alzheimers disease
Session EO180 Room: K0.18
Robust statistics: A data depth approach Sunday 18.12.2022   17:15 - 19:20
Chair: Alicia Nieto-Reyes Organizer: Alicia Nieto-Reyes
  B0945:  F. Gnettner, C. Kirch, A. Nieto-Reyes
  Variations of the depth based Liu-Singh two-sample test including functional spaces
  B0649:  L. Greco, C. Agostinelli, G. Saraceno
  Robust fitting of wrapped models to multivariate torus data
  B1126:  L. Gonzalez-De La Fuente, A. Nieto-Reyes, P. Teran
  Tukey depth for compact and convex random sets
  B1138:  G. Francisci
  Clustering via local depth functions
  B0650:  A. Nieto-Reyes
  Statistical data depth aimed for text data
Session EO188 Room: K0.20
Machine learning for extremes Sunday 18.12.2022   17:15 - 19:20
Chair: Stephane Girard Organizer: Stephane Girard
  B0554:  J. Richards, R. Huser, E. Bevacqua, J. Zscheischler
  Partially-interpretable neural networks for extreme quantile regression
  B1098:  M. Allouche, S. Girard, E. Gobet
  Estimation of extreme quantiles from heavy-tailed distributions with neural networks
  B1158:  A. Sabourin, P. Bertail, A. Aghbalou, F. Portier
  Cross-validation for extreme value analysis
  B1862:  S. Engelke, N. Gnecco, E. Merga Terefe
  Extremal random forests
  B1749:  J. Blanchet, A. Hasan, V. Tarokh
  Physics-informed max-stable spatial processes for inference in regions with no-observations
Session EO268 Room: K2.40
New frontiers in complex and functional data analyses (virtual) Sunday 18.12.2022   17:15 - 19:20
Chair: Kuang-Yao Lee Organizer: Kuang-Yao Lee
  B1798:  S.-Y. Huang, Y.-B. Chen
  Feature representation learning in neural networks guided by the sliced inverse regression
  B1376:  Y. Li
  Bayesian spatially varying coefficient models with functional predictors
  B0518:  H.-H. Huang, S.-H. Wang, R. Bai
  Ultrahigh dimensional variable selection for Bayesian mixed type multivariate generalized linear models
  B1674:  J. Sun
  Learning healthcare delivery network with longitudinal electronic health records data
  B1829:  K.-Y. Lee, L. Li, B. Li
  Functional-directed acyclic graphs
Session EO575 Room: K2.41
Methods and algorithms in contemporary data analysis Sunday 18.12.2022   17:15 - 19:20
Chair: Zhihua Su Organizer: Zhihua Su
  B1733:  J. Myung, M. Torabi, M. Ghosh, M. Steel
  Measurement error in linear regression models with fat tails and skewed errors
  B1867:  B. Wang, Q. Tang, Y. Gu
  fastkqr: A fast algorithm for kernel quantile regression
  B1354:  Y. Park
  Two-stage adaptive designs of single arm clinical trials based on median event time test
  B1879:  N. Hyun, P. Shaw
  An augmented likelihood approach incorporating error-prone auxiliary data into a survival analysis
  B1921:  Z. Su
  Nonlinear envelope model for nonparametric regression
Session EO262 Room: S0.03
Spatio-temporal health modeling: Developments Sunday 18.12.2022   17:15 - 19:20
Chair: Andrew Lawson Organizer: Andrew Lawson
  B0359:  T. Goicoa, M.D. Ugarte, G. Vicente
  New multivariate spatio-temporal P-spline models for areal count data
  B0596:  P. Moraga
  Bayesian spatial modeling of misaligned data using INLA and SPDE
  B0809:  J. Kim, A. Lawson
  A Bayesian surveillance metric to predict emerging high risk cluster regions of infectious disease
  B1336:  C. Anderson, D. Lee
  Modelling spatially misaligned disease count data with multiple severities
  B1526:  A. Schmidt
  Coupled Markov switching count models for the detection and forecasting of COVID-19 outbreaks in Quebec hospitals
Session EO162 Room: S0.11
Statistical optimal transport (virtual) Sunday 18.12.2022   17:15 - 19:20
Chair: Asaf Weinstein Organizer: Fang Han
  B0969:  N. Deb
  Nonparametric Pitman efficient distribution-free testing using optimal transport
  B0947:  H. Shi, M. Hallin, M. Drton, F. Han
  On universally consistent and fully distribution-free rank tests of vector independence
  B2039:  V. Panaretos, L. Ghodrati
  Distributional regression via optimal transport
  B0225:  Z. Harchaoui
  Entropy regularized optimal transport independence
Session EO545 Room: S0.12
Predicting and forecasting for complex data Sunday 18.12.2022   17:15 - 19:20
Chair: Matus Maciak Organizer: Matus Maciak
  B0417:  M. Huskova, Z. Hlavka, S. Meintanis
  Testing dependencies in high dimensions
  B0492:  M. Pesta, S. Hudecova
  Semi-continuous time series for sparse data with volatility clustering
  B1280:  D. Hlubinka, Z. Hlavka
  Goodness-of-fit tests for Gaussian random processes
  B1466:  Y. Wang
  On the stability and generalization of the privacy-preserving decentralized learning
  B0681:  M. Maciak, G. Ciuperca, M. Pesta
  Online changepoint test in a nonlinear expectile model
Session EO222 Room: S0.13
Projection pursuit: Prediction Sunday 18.12.2022   17:15 - 19:20
Chair: Nicola Loperfido Organizer: Nicola Loperfido
  B0639:  D. Jacobs, T. Grear, C. Avery
  Supervised projection pursuit for discriminant analysis through machine learning
  B1002:  N. da Silva, D. Cook, E.-K. Lee
  Projection pursuit supervised classification
  B1123:  J. Pereira, T. Oliveira, L. Mendes
  Projection pursuit regression versus generalized additive model for location scale and shape an application in health
  B0936:  V. Makogin, E. Spodarev
  Prediction of random variables by excursion metric projections
  B1941:  M. Mansour
  On the efficacy of neural networks as good tools for the process of the statistical projection pursuit
Session EO190 Room: S-1.01
Advancements in the analysis of high-dimensional and complex data Sunday 18.12.2022   17:15 - 19:20
Chair: Eugen Pircalabelu Organizer: Andreas Artemiou, Eugen Pircalabelu
  B0674:  E. Nezakati Rezazadeh, E. Pircalabelu
  A divide-and-conquer approach for covariate-adjusted Gaussian graphical models
  B0815:  A. Munteanu
  Optimal compressed sparse regression
  B1645:  W. Chen, C. Lam
  Rank and factor loadings estimation in time series tensor factor model by pre-averaging
  B1352:  X. Bing
  Optimal discriminant analysis in high-dimensional latent factor models
  B1801:  K. Knight
  Soft principal component regression using Bernstein matrix polynomials
Session EO352 Room: S-1.06
Advances in multivariate analysis: Clustering, factor models, and more Sunday 18.12.2022   17:15 - 19:20
Chair: Joshua Cape Organizer: Joshua Cape
  B0309:  L. Gao
  Inference after latent variable estimation for single-cell RNA sequencing data
  B0488:  A. Molstad, X. Zhang
  Conditional probability tensor decompositions for multivariate categorical response regression
  B0504:  X. Li, Y. Chen
  A Generalized Latent Factor Model Approach to Mixed-data Matrix Completion with Entrywise Consistency
  B1168:  M. Jauch
  Projection-type priors for structured orthogonal matrices
  B1200:  C. McKennan
  Factor analysis in high dimensional biological data with dependent observations
Session EO578 Room: S-1.27
Advances in statistical methodology for the analysis of longitudinal data Sunday 18.12.2022   17:15 - 19:20
Chair: Samuel Manda Organizer: Samuel Manda
  B0378:  N. Nakhaeirad, D.-G. Chen
  The weighted least squares method for heteroscedastic interval censored survival data
  B0383:  I. Maharela, D. Chen, L. Fletcher
  Modelling non-homogeneous censored time-to-event data using semiparametric accelerated failure time model
  B0420:  H. Twabi, S. Manda, D. Small, H.-P. Kohler
  A marginal structural model for longitudinal observational data with multiple outcomes
  B0512:  S. Manda, G. Singini
  Prediction of COVID-19 incidence in Africa using Bayesian a hierarchical smooth transition autoregressive model
  B1930:  N. Abdelatif, E. Chirwa, A. Gibbs, S. Manda
  Exploring the bidirectional pathway between intimate partner violence and depression from a cluster randomized trial
Session EO350 Room: S-1.29
Beyond proportional hazards and standard survival Sunday 18.12.2022   17:15 - 19:20
Chair: Dennis Dobler Organizer: Dennis Dobler, Marc Ditzhaus
  B0409:  M. Gorfine
  K-sample omnibus non-proportional hazards tests based on right-censored data
  B0553:  T. Emura, D. Dobler, M. Ditzhaus
  Factorial survival analysis for treatment effects under dependent censoring
  B0664:  T. Fernandez, M. Ditzhaus, N. Rivera
  A multiple kernel testing procedure for non-proportional hazards in factorial designs.
  B0483:  B. Ozenne, E. Budtz-Joergensen, J. Peron
  Benefit-risk assessment via generalized pairwise comparisons
  B0248:  S. Friedrich, J. Ruehl
  Bootstrapping complex survival models: From type-II censoring to causal inference
Session EO707 Room: S-2.23
Recent statistical advances in imaging Sunday 18.12.2022   17:15 - 19:20
Chair: Israel Almodovar Rivera Organizer: Ranjan Maitra
  B1015:  L. Wang, Y. Wang, B. Klinedinst, G. Wang, A. Willette
  Statistical inference for mean functions of 3D functional objects
  B1443:  I. Almodovar Rivera
  Distribution-free clustering diagnostic for outlier detection
  B1456:  A. Pintar, S. Lund, R. Venkatasubramanian
  A two-stage approach to image segmentation in forensic footwear comparisons
  B1461:  C. Llosa, R. Maitra
  Reduced-rank tensor-on-tensor regression and tensor-variate analysis of variance
Session EO378 Room: S-2.25
Modern topics in statistical learning Sunday 18.12.2022   17:15 - 19:20
Chair: Radu Craiu Organizer: Radu Craiu
  B0276:  L. Frattarolo
  Modal Grids in MIDAS estimation with large number of regressors
  B0850:  B. Bilodeau, L. Wang, D. Roy
  Adaptively exploiting d-separators with causal bandits
  B1004:  Y. Tang, N. Reid
  Directional testing in astrophysics
  B1534:  M. Lalancette, S. Engelke, S. Volgushev
  Learning extremal graphical structures in high dimensions
  B1584:  J. Negrea, B. Bilodeau
  Adapting to failure of the IID assumption
Session EO685 Room: BH (S) 2.05
Advances in Bayesian factor analysis Sunday 18.12.2022   17:15 - 19:20
Chair: Pantelis Samartsidis Organizer: Pantelis Samartsidis
  B0297:  A. Roy
  Latent variable model for graph-estimation in multivariate stationary time series
  B1177:  L. Schiavon, L. Galtarossa, L. Schiavon, A. Canale, D. Risso
  Structured factorization for single-cell gene expression data
  B1523:  J. van der Molen Moris
  Bayesian correlated clustering of multiple high-dimensional datasets using mixtures of factor analysers
  B1767:  R. De Vito
  Bayesian cross-study models: From epidemiological to genomics applications
  B1960:  A. Avalos Pacheco, D. Rossell, R. De Vito, J. Jewson, R.S. Savage
  Multi-study factor regression models for heterogenous data: Applications to cancer genomics and nutritional epidemiology
Session EO254 Room: Virtual R02
Geospatial harmonization: Dynamic prediction and mapping Sunday 18.12.2022   17:15 - 19:20
Chair: Eleni-Rosalina Andrinopoulou Organizer: Eleni-Rosalina Andrinopoulou
  B1143:  E. Rasnick, E. Gecili, A. Palipana, P. Ryan, E.-R. Andrinopoulou, P. Miranda Afonso, R. Keogh, J. Clancy, R. Szczesniak, C. Brokamp
  Geospatial harmonization with multimodal geomarkers and R package developments
  B1663:  S. Colegate, C. Brokamp, R. Szczesniak, M. Rao
  Acute exposure to ambient particulate matter and pulmonary exacerbations: A case-crossover simulation study
  B1210:  A. Palipana, E. Gecili, R. Szczesniak, E. Rasnick, A. Vancil, D. Ehrlich, T. Pestian, E.-R. Andrinopoulou, P. Miranda Afonso, R. Keogh, Y. Ni, J. Clancy, P. Ryan, C. Brokamp
  Granularity in deriving environmental exposures \& community characteristics: Impacts on predictive accuracy
  B1725:  J. Dexheimer
  Machine learning methodologies for the prediction of rapid lung function decline
  B1600:  P. Miranda Afonso, R. Szczesniak, D. Rizopoulos, G. Zhou, J. Clancy, A. Palipana, E. Rasnick, C. Brokamp, P. Ryan, R. Keogh, E.-R. Andrinopoulou
  Jointly modeling lung function decline, nutritional evolution and pulmonary exacerbation onset
Session EO312 Room: Virtual R03
Statistical methods in causal inference and reinforcement learning Sunday 18.12.2022   17:15 - 19:20
Chair: Chengchun Shi Organizer: Chengchun Shi
  B1582:  Y. Zhao
  Constructing stabilized dynamic surveillance rules for optimal monitoring schedules
  B0209:  D. Small, B. Karmakar
  Testing an elaborate theory of a causal hypothesis in an observational study
  B1351:  H. Zhang, Z. Liu, X. Lin
  A robust whole-genome Mendelian randomization approach for improved estimation and inference of causal effects
  B1635:  N. Kallus, J. Chang, K. Wang, W. Sun
  Learning Bellman complete representations for offline policy evaluation
  B0242:  Y. Jin, Z. Ren, E. Candes
  Sensitivity analysis of individual treatment effects: A robust conformal inference approach
Session EO744 Room: Virtual R04
Statistical learning in modern complex data analysis Sunday 18.12.2022   17:15 - 19:20
Chair: Guanqun Cao Organizer: Guanqun Cao
  B0486:  T. Krivobokova
  Efficient nonparametric estimation of Toeplitz covariance matrices
  B0610:  P. Du, X. Xing, Z. Shang, P. Ma, W. Zhong, J. Liu
  Minimax nonparametric multi-sample test under smoothing
  B0834:  S. Wang, L. Cai, S. Wang
  Oracle-efficient estimation for variance function of dense functional data with a smooth simultaneous confidence band
  B1226:  J. Zhou, T. Zhang, J. Ma, W. Petri
  Estimation of dynamic diarrhea effects on childhood growth with latent subgroup
  B1380:  P.-S. Zhong, H. Wang
  Inter-subject correlation analysis for heterogeneous functional data
Session EO570 Room: Virtual R05
Recent advances in stochastic models II Sunday 18.12.2022   17:15 - 19:20
Chair: Anna Panorska Organizer: Anna Panorska
  B1848:  A. Wylomanska
  Modelling of anomalous diffusion processes with random parameters
  B1854:  W. Zulawinski, A. Grzesiek, R. Zimroz, A. Wylomanska
  Identification and validation of periodic autoregressive model with additive noise: Finite-variance case
  B1953:  A. Grzesiek, A. Wylomanska, J. Gajda
  Ornstein - Uhlenbeck process driven by alpha-stable process and its Gamma subordination
  B2004:  M. Arendarczyk, T. Kozubowski, A. Panorska
  Slash distributions, generalized convolutions, and extremes
  B2003:  K. Burnecki, F. Sabzikar, J. Kabala
  Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model
Session EO723 Room: Virtual R06
Causal inference in network settings Sunday 18.12.2022   17:15 - 19:20
Chair: Subhadeep Paul Organizer: Subhadeep Paul
  B0387:  N. Egami, E. Tchetgen Tchetgen
  Identification and estimation of causal peer effects using double negative controls for unmeasured network confounding
  B0453:  S. Paul
  Network influence with latent homophily and measurement error
  B0557:  S. Sengupta, N. Larsen, J. Stallrich, S. Sengupta
  HODOR: Hold-Out Design for Online A/B testing with lurking variables
  B0560:  S. Li, S. Wager
  Network interference in micro-randomized trials
  B1242:  D. Choi
  Estimating the prevalence of peer effects and other spillovers
Session EO158 Room: Virtual R07
Bayesian semi- and non-parametric methods II Sunday 18.12.2022   17:15 - 19:20
Chair: Andrea Cremaschi Organizer: Andrea Cremaschi, Andres Barrientos, Bernardo Nipoti
  B1828:  L. Ma, N. Awaya
  Unsupervised tree boosting for learning probability distributions
  B0582:  D. Dahl, R. Warr, T. Jensen
  Hierarchical and time-dependent random partitions based on the shrinkage partition distribution
  B0743:  A. Kottas, H. Kim
  Bayesian nonparametric marked Hawkes processes for earthquake modeling
  B1917:  Y. Gu, D. Dunson
  Bayesian pyramids: Identifiable multilayer discrete latent structure models for discrete data
Session EO284 Room: Virtual R08
Recent developments in optimal designs Sunday 18.12.2022   17:15 - 19:20
Chair: Saumen Mandal Organizer: Saumen Mandal
  B1611:  J. Zhou, I. Rankin
  Bayesian and maximin A-optimal designs for spline regression models
  B1835:  P. Yang
  Bayesian analysis and follow-up experiments for supersaturated multistratum designs
  B1899:  S. Mandal
  Optimal designs for minimizing some correlation-based criteria
  B1837:  S. Ghosh
  CV, ECV, and robust CV designs for replications under a class of linear models in factorial experiments
Session EO214 Room: K2.31 (Nash Lec. Theatre)
Modern methods for causal inference Sunday 18.12.2022   17:15 - 19:20
Chair: Luke Keele Organizer: Luke Keele
  B0272:  D. Knox
  An automated solution to causal inference in discrete settings
  B0495:  L. Miratrix, D.W. Ham
  A devils bargain? Repairing a difference in differences parallel trends assumption with an initial matching step
  B0535:  L. Keele
  Approximate balancing weights for clustered observational studies
  B1391:  M. Bonvini, E. Kennedy, L. Keele
  Minimax optimal subgroup identification
  B1942:  E. Ben-Michael, K. Imai, Z. Jiang
  Policy learning with asymmetric utilities
Session EC827 Room: K0.19
Applied statistics Sunday 18.12.2022   17:15 - 19:20
Chair: Bojana Milosevic Organizer: CMStatistics
  B1480:  D. Castro-Camilo, J. Browell
  Probabilistic forecasting of weather-driven faults on electricity distribution networks
  B1998:  S. Aldossari, D. Husmeier, J. Matthiopoulos
  Predicting biodiversity with the generalised functional response model
  B1817:  G. De Luca, G. Rivieccio
  Bivariate modelling of rainfalls and temperature
  B0219:  C. Ramsay
  Doubly enhanced medicaid partnership annuities (DEMPANs): Long-term care for seniors in the Medicaid penumbra
  B0545:  M. Szabo, S. Baran, P. Szokol
  Calibration of wind speed ensemble forecasts using truncated GEV based EMOS approach
Session EC384 Room: S-1.04
Statistical modelling II Sunday 18.12.2022   17:15 - 19:20
Chair: Jochen Einbeck Organizer: CMStatistics
  B0388:  A. Alharbi
  Nonparametric predictive inference for multiple future ordinal observations
  B1537:  A. Aldawsari
  Parametric predictive bootstrap
  B1574:  R. Alotaibi
  Nonparametric predictive inference for 2x2 contingency tables
  B1627:  M. Wagener, A. Bekker, M. Arashi
  A generalised normal distribution with interpretable parameters for location, body-shape, skewness, and tail-weight
  B2001:  F. Vaida, A. Umlauf
  Small-sample test for comparing Cohen's d effect sizes between groups
Session EC817 Room: BH (S) 2.03
Bayesian statistics I Sunday 18.12.2022   17:15 - 19:20
Chair: Pier Giovanni Bissiri Organizer: CMStatistics
  B0457:  O. Gressani
  Approximate Bayesian inference in epidemic models: A focus on nowcasting and the time-varying reproduction number
  B1765:  E. O Neill
  Type I Tobit Bayesian additive regression trees for censored outcome regression
  B1825:  J. Bryan, P. Hoff
  Smaller p-values in genomics studies using distilled auxiliary information
  B1932:  V. Ballerini, B. Liseo
  Fisher $s$ noncentral hypergeometric distribution for population size estimation
Session EP027 Room: Posters Virtual Room 1
Poster session II (only virtual) Sunday 18.12.2022   17:15 - 19:20
Chair: Cristian Gatu Organizer: CMStatistics
  B1667:  S. Ferrigno, M.-J. Martinez
  Goodness-of-fit tests for variance function in regression models
  B2012:  H. Choi
  Skewed normal classification in high-dimensional data
  A1539:  J. Tarrant
  The effect of microfinance on countries and individuals
  B1588:  N. Burns, M. Daniels, E. Widen
  Modeling flexible trajectories and related outcomes using a three-level enriched Dirichlet process mixture
  B1535:  V. Lourenco, P. Hans-Peter, J.O. Ogutu
  On the robustness of machine learning methods for genomic prediction
Parallel session K: CFE Sunday 18.12.2022 17:15 - 19:20

Session CI021 (Special Invited Session) Room: BH (S) 1.01 Lecture Theatre 1
Machine learning and macroeconomic forecast Sunday 18.12.2022   17:15 - 19:20
Chair: Anna Simoni Organizer: Anna Simoni
  A0204:  F. Huber, N. Hauzenberger, J. Mitchell, G. Koop
  Bayesian modeling of time-varying parameters using regression trees
  A0205:  G. Ricco, P. Andreini, C. Izzo
  Deep dynamic factor models
  A1283:  D. Giannone, R. Crump, A. Sbordone, E. Qian, S. Eusepi
  A large Bayesian VAR of the United States economy
Session CO242 Room: Virtual R01
New approaches to time series analysis for macro and finance Sunday 18.12.2022   17:15 - 19:20
Chair: Mikkel Plagborg-Moller Organizer: Mikkel Plagborg-Moller
  A0189:  D. Song, M. Chernov, L. Lochstoer
  The real channel for nominal bond-stock puzzles
  A0190:  E. Janssens, S. McCrary
  Finite-state Markov-chain approximations: A hidden Markov approach
  A0934:  J. Arias, J. Rubio-Ramirez, D. Waggoner
  Uniform priors for impulse responses
  A1104:  T. Sekhposyan, T. Dahlhaus, J. Schaumburg
  Networking the yield curve surprises: Implications for monetary policy
  A0932:  M. Plagborg-Moller, M. Cocci
  Standard errors for calibrated parameters
Session CO292 Room: BH (SE) 1.06
Statistical identification and structural VARs Sunday 18.12.2022   17:15 - 19:20
Chair: Thorsten Drautzburg Organizer: Thorsten Drautzburg
  A0266:  S. Keweloh
  Incorporating economic theory into structural vector autoregressions: A non-invasive approach
  A0307:  A. Lee, G. Mesters
  Robust inference for non-Gaussian linear simultaneous equations models
  A0914:  D. Lewis
  Announcement-specific decompositions of unconventional monetary policy shocks \& their macroeconomic effects
  A0884:  M. Lanne, K. Liu, J. Luoto
  Identifying structural vector autoregression via leptokurtic economic shocks
  A0879:  T. Drautzburg, J. Wright
  Refining set-identification in VARs through independence
Session CO032 Room: BH (SE) 2.05
Recent advances in applied macroeconomics Sunday 18.12.2022   17:15 - 19:20
Chair: Alessia Paccagnini Organizer: Alessia Paccagnini
  A0315:  M. Luciani, H.J. Ahn
  Relative prices and pure inflation since the mid-1990s
  A1479:  S. Kapoor, G. Horny
  Investment response to monetary policy in a low interest rate environment: Evidence from the ECB's corporate QE
  A1164:  A. Paccagnini
  Dealing with the statistical representation of DSGE models
  A1481:  D. Aydin Yakut, D. Byrne, R. Goodhead
  How nonlinear is monetary policy
  A1134:  D. Hauser, R. Sekkel, D. Matveev, A. Leonard
  Macroeconomic effects of different tax policies: Narrative evidence from Canada
Session CO603 Room: BH (SE) 2.10
Financial econometrics and applications Sunday 18.12.2022   17:15 - 19:20
Chair: Xiaohan Xue Organizer: Xiaohan Xue, Ruijun Bu
  A0860:  G. Liu-Evans
  Improving the estimation and predictions of small time series models
  A1214:  X. Meng, J. Taylor, S. Ben Taieb
  Combining predictive distributions
  A0213:  J. Chen
  Jump clustering, stock price efficiency and predictability of jumps in financial markets
  A1502:  R. Tao, L. Zhao, C. Wese Simen
  A market-level tug of war: Investor heterogeneity and asset pricing
  A0760:  X. Xue, M. Izzeldin, Y. Luo
  When MIDAS meets LASSO: Forecasting tail risk using effective macroeconomic variables
Session CO657 Room: BH (SE) 2.12
Recent methods for analyzing inflation Sunday 18.12.2022   17:15 - 19:20
Chair: Eva Ortega Organizer: Danilo Leiva-Leon
  A0972:  L. Uzeda
  Trend inflation and monetary policy
  A0368:  M. Pfarrhofer
  Modeling tail risks of inflation using unobserved component quantile regressions
  A1110:  C. Montes-Galdon, E. Ortega
  Skewed SVARs: Tracking the structural sources of macroeconomic tail risks
  A0614:  S. Rast, L. Melosi, J. Fisher
  Anchoring long-run inflation expectations in a panel of professional forecasters
  A1500:  E. Ortega, R. Gimeno
  Modelling Euro area inflation expectations: The value of mixing sources and frequencies
Session CC753 Room: BH (SE) 1.01
Time series I Sunday 18.12.2022   17:15 - 19:20
Chair: Philipp Otto Organizer: CFE
  A0478:  M. Faymonville, C. Jentsch, C. Weiss, B. Aleksandrov
  Joint semiparametric INAR bootstrap inference for model coefficients and innovation parameters
  A1162:  J. Castillo-Mateo, A.C. Cebrian, J. Asin, A. Gelfand
  Mixed effects quantile autoregressive modeling for point-referenced daily maximum temperatures in Aragon, Spain
  A1769:  S. Pappert, A. Arsova
  Forecasting natural gas prices with spatio-temporal copula-based time series models
  A1893:  J. Bruha
  Long run effects of high energy prices on energy intensity: A sparse filter approach
  A0331:  G. Rodriguez Rondon, J.-M. Dufour
  Monte Carlo likelihood ratio tests for Markov switching models
Session CC784 Room: BH (SE) 1.02
Empirical finance Sunday 18.12.2022   17:15 - 19:20
Chair: Mohammad Jahan-Parvar Organizer: CFE
  A0382:  H. Aldhahi
  Drivers of hedge fund failures
  A0795:  H. Langlois, F. Chabi-Yo
  Conditional leverage and the term structure of option-implied equity risk premia
  A1410:  O. Sokolinskiy, Y. Kitsul, J. Wright
  Market effects of central bank credit markets support programs in Europe
  A1599:  T. Kiss, E. Hjalmarsson, A. Dzemski, A. Farago
  Projecting long-run compound returns: The limits of data-driven inference
  A1715:  E. Kormanyos
  Do investors compensate for unsustainable consumption with sustainable assets?
Session CC801 Room: BH (SE) 1.05
Asset allocation Sunday 18.12.2022   17:15 - 19:20
Chair: Massimiliano Caporin Organizer: CFE
  A1372:  H. Nyberg, L. Nevasalmi
  Moving forward from predictive regressions: Boosting asset allocation decisions
  A1887:  A. Thomas, G. De Truchis, E. Dumitrescu, S. Fries
  Bet on a bubble asset: An optimal portfolio allocation strategy
  A0221:  R. Liesenfeld, L. Reh, G. Moura, T. Selland Kleppe
  A time-varying parameter model with Bayesian shrinkage for global minimum variance portfolio prediction
  A1949:  J. Vecer
  Principles of Bayesian portfolio choice
  A1920:  F. Severino, F. Ortu, P. Reggiani
  Persistence-based portfolio choice along the FOMC cycle
Parallel session L: CMStatistics Monday 19.12.2022 08:40 - 09:55

Session EO370 Room: K0.20
Nonclassical extreme value analysis Monday 19.12.2022   08:40 - 09:55
Chair: Yi He Organizer: Yi He
  B0548:  Y. He, J. Einmahl
  Extreme value inference for general heterogeneous data
  B0684:  X. Leng
  High conditional quantiles for panel data
  B0717:  T. Wang, S. Resnick
  Random networks with heterogeneous reciprocity
Session EO486 Room: K2.40
Functional time series: Theory and applications Monday 19.12.2022   08:40 - 09:55
Chair: Yanrong Yang Organizer: Yanrong Yang
  B1593:  Y. Yang, H. Anderson, J. Gao, F. Vahid, W. Wei
  Does climate sensitivity differ across regions? A varying-coefficient approach
  B1641:  Y. Gao, Y. Yang, H.L. Shang, Y. Yang
  Identifying features from practical FPCA on functional time series
  B1754:  D.P. Ovalle-Munoz, M.D. Ruiz-Medina
  A simulation and estimation algorithm for residual correlation analysis of long-range dependence (LRD) FANOVA models
Session EO602 Room: S0.03
Advances in time series and spatio-temporal data Monday 19.12.2022   08:40 - 09:55
Chair: Soudeep Deb Organizer: Soudeep Deb
  B0470:  S. Rawat, S. Deb, C. Berrett
  A Bayesian approach to identify changepoints in spatio-temporal ordered categorical data: An application to COVID-19
  B0925:  H. Maeng, H. Cho, I. Eckley, P. Fearnhead
  High-dimensional time series segmentation via factor-adjusted vector autoregressive modelling
  B1714:  R. Roy, S. Deb, S. Karmakar, J. Ray Choudhury
  Effect of media attention on crude oil price volatility using a non-parametric time series regression
Session EO320 Room: S0.11
Text mining for social impact Monday 19.12.2022   08:40 - 09:55
Chair: Laura Vana Organizer: Laura Vana
  B0852:  D. Eugenidis, D. Lenz
  Measuring gender differences in personalities through natural language in the labor force
  B1106:  C. Damian, L. Vana
  Detecting gender bias in children's textual literature
  B1397:  J. Doughman
  Gender bias in text: Automated detection and mitigation system
Session EO726 Room: S0.12
Statistical modeling and machine learning with applications in data science Monday 19.12.2022   08:40 - 09:55
Chair: Yousri Slaoui Organizer: Yousri Slaoui
  B1787:  Y. Slaoui, A. El Haj, P.-Y. Louis, C. Perret
  Clustering in attributed weighted nodes network using a stochastic block model with application to EEG data
  B1794:  L. Grill, Y. Slaoui, S. Le Masson, D. Nortershauser
  Non-parametric recursive regression for $Q$ estimation in actor-critic reinforcement learning
  B1516:  A. McInerney, K. Burke
  Feedforward neural networks as statistical models
Session EO286 Room: S0.13
Topics in multivariate modelling and high dimension Monday 19.12.2022   08:40 - 09:55
Chair: Benjamin Poignard Organizer: Benjamin Poignard
  B0294:  M. Asai, B. Poignard
  High-dimensional sparse factor multivariate stochastic volatility models
  B0507:  B. Poignard, Y. Terada
  Sparse factor model of high dimension
  B1197:  K. Kamatani, X. Song
  Haar-weave-metropolis kernel
Session EO178 Room: S-1.01
Statistical methods for complex data Monday 19.12.2022   08:40 - 09:55
Chair: Maria Brigida Ferraro Organizer: Ana Belen Ramos-Guajardo
  B1050:  M. Sato-Ilic
  Individuality-based fuzzy cluster-scaled principal component analysis for high-dimension low-sample data
  B1251:  R. Seri, M. Martinoli
  Nonparametric moment-based estimation of simulated models via regularized regression
  B1382:  M.B. Ferraro, E. Fernandez Iglesias, A.B. Ramos-Guajardo, G. Gonzalez-Rodriguez
  Clustering of star-shaped sets with a fuzzy approach
Session EO416 Room: S-1.29
New perspectives on old questions in survival analysis Monday 19.12.2022   08:40 - 09:55
Chair: Liming Xiang Organizer: Catherine Liu
  B1598:  C. Zhong, J. Shen, J. Yang, C. Liu
  Robust prediction of failure time through unified Bayesian analysis of nonparametric transformation models
  B1993:  L. Xiang, M. Peng
  Disease progression-based feature screening for ultrahigh- dimensional survival-associated biomarkers
  B1568:  F.-Z. Jaouimaa, I.D. Ha, K. Burke
  Hierarchical multi-parameter regression survival models
Session EO543 Room: Virtual R02
New challenges in design of experiments II Monday 19.12.2022   08:40 - 09:55
Chair: Victor Casero-Alonso Organizer: Victor Casero-Alonso
  B1057:  T. Waite, D. Woods, Y. Englezou
  Approximate Laplace importance sampling for Bayesian design of experiments in nonlinear models
  B1291:  K. Mylona, M. Borrotti, F. Sambo
  Multi-objective optimisation of split-plot designs
  B1266:  V. Casero-Alonso, J. Lopez-Fidalgo, C. Tommasi, W. Wong
  Optimal designs for fractional polynomial models
Session EO482 Room: Safra Lecture Theatre
Advances in Bayesian computation techniques II Monday 19.12.2022   08:40 - 09:55
Chair: Siew Li Linda Tan Organizer: Siew Li Linda Tan
  B0193:  D. Nott, A. Chakraborty, M. Evans
  Weakly informative priors and prior-data conflict checking for likelihood-free inference
  B1540:  R. Kohn, D. Frazier, C. Drovandi, D. Nott
  Bayesian inference using synthetic likelihood: Asymptotics and adjustments
  B1623:  L. Piancastelli, N. Friel
  Bayesian inference for the Conway-Maxwell distribution
Session EO258 Room: K2.31 (Nash Lec. Theatre)
Identification and efficient estimation in causal inference Monday 19.12.2022   08:40 - 09:55
Chair: Tetiana Gorbach Organizer: Tetiana Gorbach, Xavier de Luna
  B0508:  S. Tikka
  Clustering and structural robustness in causal diagrams
  B1577:  O. Hines, O. Dukes, K. DiazOrdaz, S. Vansteelandt
  Demystifying statistical learning based on efficient influence functions
  B1596:  X. de Luna
  Discussion
Session EC820 Room: K0.16
Graphical models Monday 19.12.2022   08:40 - 09:55
Chair: Natalia Bochkina Organizer: CMStatistics
  B1638:  L. Vogels, R. Mohammadi, I. Birbil, M. Schoonhoven
  Bayesian structure learning in undirected graphical models: Review and empirical comparisons
  B1891:  P. Strong, J. Smith
  Consistent model selection and elicited prior information: The posterior equivalence principle for chain event graphs
  B1901:  J. Smith, M. Arashi, A. Bekker
  A data-driven Bayesian graphical ridge estimator
Session EC826 Room: K2.41
Statistic for covid Monday 19.12.2022   08:40 - 09:55
Chair: Irene Garcia-Camacha Gutierrez Organizer: CMStatistics
  B0350:  R. Stander, I. Fabris-Rotelli, D. Chen
  Multiscale decomposition of spatial lattice data for detecting hotspots of COVID-19 cases in South Africa
  B1121:  S. Diaz Coto, J. Peacock, V. Sayarath, J. Madan, M. Karagas
  The value of the New Hampshire birth cohort: Impact of SARS Covid 2 on children's respiratory infections and symptoms
  B2005:  A. Ulgen, H. Sivgin, S. Cetin, M. Cetin, W. Li
  COVID-19 hospitalization and mortality after conditioning on osmolality and the effect of CA and Vitamin D
Session EC828 Room: S-1.04
Machine learning II Monday 19.12.2022   08:40 - 09:55
Chair: Bettina Gruen Organizer: CMStatistics
  B0375:  J. Mazarura, A. De waal, P. De Villiers
  Unsupervised topic identification in large short text corpora using mixture models
  B0626:  S. Oh, B. Seo
  Merged linear Gaussian cluster-weighted models: An interpretable machine learning model
  B1751:  D. Ushizima, E. Chagnon
  From Gutenberg to BERT: How transformers can change information extraction from text
Session EC679 Room: BH (S) 2.05
Bayesian statistics II Monday 19.12.2022   08:40 - 09:55
Chair: Asaf Weinstein Organizer: CMStatistics
  B1809:  F. Komaki
  Predictions for the gamma distribution model and information geometry of Levy measures
  B1846:  K. Tachibana, J. Kato, K. Okada
  Simultaneous analysis in Bayesian multidimensional unfolding with application to party expert surveys
  B1832:  J. Lee, T. Choi
  Bayesian hierarchical functional regression model for ordinal responses with flexible link functions
Parallel session L: CFE Monday 19.12.2022 08:40 - 09:55

Session CV779 Room: Virtual R01
Applied econometrics Monday 19.12.2022   08:40 - 09:55
Chair: Radu Craiu Organizer: CFE
  A0337:  L. Kwiatkowski, J. Wroblewska, A. Pajor
  Predictive performance of Bayesian VEC-SV-GARCH models before and during the Covid-19 pandemic
  A1591:  Y. Zhang
  Asymmetry and interdependence when evaluating U.S. energy information agency forecasts
  A1820:  V. Upreti, M. Realdon
  Forecasting sovereign CDS prices
Session CO692 Room: Virtual R03
Recent advances in financial econometrics Monday 19.12.2022   08:40 - 09:55
Chair: Jiajing Sun Organizer: Jiajing Sun
  A0888:  M. Zhu, Y. Hong, S. Wang, Z. Cheng, J. Heng
  Stock market volatility forecasting: Can interval data improve it?
  A1311:  C.D. Wang
  Normal mixture quasi-maximum likelihood estimation of double autoregressive models
  A1665:  J. Sun, Y. Hong, B. McCabe, S. Wang
  Adjusted-range-based Kolmogorov-Smirnov type statistics for structural breaks and parameter constancy
Session CO224 Room: Virtual R04
Machine learning: New developments Monday 19.12.2022   08:40 - 09:55
Chair: Qingliang Fan Organizer: Mehmet Caner
  A0201:  Z. Shi
  L2-relaxation: With applications to forecast combination and portfolio analysis
  A0207:  G. Vasconcelos, M. Harding
  Managers versus machines: Do algorithms replicate human intuition in credit ratings?
  A0491:  Q. Fan
  Time-varying minimum variance portfolio
  A2021:  M. Daniele, M. Caner
  Deep learning with non-linear factor models: Adaptability and avoidance of curse of dimensionality
Session CO102 Room: Virtual R05
The econometrics of banking and finance Monday 19.12.2022   08:40 - 09:55
Chair: Leone Leonida Organizer: Leone Leonida
  A1890:  A. Iona, L. Leonida, D.Z. Assefa
  Political replacement effect and financial development: Evidence across countries
  A1889:  E. Muzzupappa
  Market-driven securitization
  A1869:  L. Leonida
  Is monotonicity of the investment-cash flow sensitivity satisfied? Evidence on a joint hypothesis
Session CO561 Room: BH (SE) 1.02
Using large datasets to analyse household finance Monday 19.12.2022   08:40 - 09:55
Chair: Jonathan Crook Organizer: Jonathan Crook
  A1561:  R.Y. Goh, G. Andreeva, Y. Cao, J. de Smedt
  Identifying current account risk profiles to detect suspicious accounts
  A1772:  S. Martin, K. Stabenow, M. Trede
  Statistical properties of measurement error in earnings in labor market survey data
  A0247:  J. Crook
  Who is overindebted in the UK
Session CO126 Room: BH (SE) 1.05
Bayesian time series analysis Monday 19.12.2022   08:40 - 09:55
Chair: Gary Koop Organizer: Roberto Casarin
  A1281:  O.A. Baltodano Lopez, R. Casarin, M. Costantini
  A dynamic degree and strength corrected stochastic block model with infinite communities
  A1326:  A. Peruzzi, R. Casarin
  Dynamic identity-link latent space infinite-mixture: An application on DAX components
  A1804:  L. Ringwald, F. Huber, T. Krisztin, M. Marcellino
  Unusual weather in unusual economic times
Session CO316 Room: BH (SE) 2.10
Advances in macroeconometric modelling Monday 19.12.2022   08:40 - 09:55
Chair: Anthoulla Phella Organizer: Aubrey Poon
  A0288:  P. Wu, G. Koop
  Spike and slab priors on variable orderings in VARs
  A0408:  A. Phella, D. Korobilis, A. Musso, B. Landau
  The time-varying evolution of inflation risks
  A0416:  Y. Sun
  Carbon tax impact on investments: Still a story of economic growth?
Session CC797 Room: S-1.06
Machine learning in finance Monday 19.12.2022   08:40 - 09:55
Chair: Sandra Paterlini Organizer: CFE
  A0446:  E. Toenjes, A. Auzepy, C. Funk
  The impact of TCFD reporting: A new application of zero-shot analysis to climate-related financial disclosures
  A1292:  J. Witzany, M. Ficura
  Machine learning applications to valuation of options on non-liquid markets
  A1755:  P. Semeraro, E. Luciano, M. Doria
  Machine learning techniques in joint default assessment
Session CC768 Room: BH (S) 2.03
Time series and dynamic models Monday 19.12.2022   08:40 - 09:55
Chair: Jose Olmo Organizer: CFE
  A2025:  S. Pollock
  SEASCAPE.PAS: A program for seasonal adjustment
  A1572:  G. Mantoan, L. Yang, A. de Paula, L. Nesheim, S. Cohen, G. Mantoan, S. Lui, E. Small, C. Scott, W. Malpass
  Nowcasting with signature methods
  A2030:  A. Shamsi Zamenjani, J. Maheu
  Determinants of market volatility: A latent threshold dynamic model
Session CC796 Room: BH (SE) 1.01
Value-at-Risk Monday 19.12.2022   08:40 - 09:55
Chair: Vincenzo Candila Organizer: CFE
  A0767:  M. Kelner, Z. Landsman, U. Makov
  A novel methodology to enriching the Archimedean family of copulas application to electricity peak demand estimation
  A1711:  M. Puke, T. Dimitriadis
  Forecast calibration, backtests, and loss decompositions for Value-at-Risk forecasts
  A1840:  B. Schulte-Tillmann, M. Segnon, T. Wiedemann
  High-frequency volatility measurement and forecasting: Parametric vs non-parametric approaches
Session CC794 Room: BH (SE) 1.06
Macroeconometrics II Monday 19.12.2022   08:40 - 09:55
Chair: Niklas Ahlgren Organizer: CFE
  A1636:  M. Gronwald
  Macroeconomics with a thick pen
  A0529:  N.T. Nguyen
  Understanding the fiscal price puzzle: Evidence from a nonlinear VAR approach
  A0320:  J. Ruzicka
  Quantile local projections: Identification, smooth estimation, and inference
Session CC802 Room: BH (SE) 2.05
Cryptocurrency markets Monday 19.12.2022   08:40 - 09:55
Chair: Massimiliano Caporin Organizer: CFE
  B0299:  C.-C. Wu, W.-P. Chen, W. Aimable
  Dynamic spillover in the cryptocurrency market
  A1803:  L. Kristoufek
  Will Bitcoin ever become less volatile?
  A1802:  J. Kukacka, L. Kristoufek
  Fundamental and speculative components of the cryptocurrency pricing dynamics
Session CC804 Room: BH (SE) 2.09
Yield curve Monday 19.12.2022   08:40 - 09:55
Chair: Pierangelo De Pace Organizer: CFE
  A0482:  V. Kuntze, H. Nyberg, S. Rauhala
  Similarity-based recession prediction in different interest rate environments
  A1273:  I. Paraskevopoulos
  A new term structure model for pricing bonds
  A0641:  T. Kobayashi
  Yield curve estimation and liquidity risk in corporate bond market
Parallel session M: CMStatistics Monday 19.12.2022 10:25 - 12:05

Session EO402 Room: K0.16
Recent advancements in statistical network analysis Monday 19.12.2022   10:25 - 12:05
Chair: Jonathan Stewart Organizer: Jonathan Stewart
  B0517:  J. Loyal, Y. Chen
  Spike-and-slab priors for dimension selection in static and dynamic network eigenmodels
  B1255:  C. Leng
  Supervised centrality via sparse spatial autoregression
  B1343:  J. Pena, J. Stewart
  Model selection for network data based on spectral information
  B1406:  M. Schweinberger, G. Hu
  A Bayesian approach to space- and time-indexed Markov processes, with application to the Italian premier football league
Session EO609 Room: K0.18
Modern causal methods for clinical and health policy research Monday 19.12.2022   10:25 - 12:05
Chair: Nandita Mitra Organizer: Nandita Mitra
  B0468:  S. Adhikari
  Hierarchical Bayesian agent based models and promise for causal inference
  B0737:  I. Diaz
  Causal influence, causal effects, and path analysis in the presence of intermediate confounding
  B0856:  G. Hettinger, Y. Lee, N. Mitra
  Estimation of heterogeneous policy-relevant causal effects under the difference-in-differences framework with spillover
  B1103:  A. Spieker
  Semi-parametric g-computation to understand the effect of antiretroviral therapy on subsequent weight gain
Session EO152 Room: K0.19
Digital health and individualized treatment regimens. Monday 19.12.2022   10:25 - 12:05
Chair: Ashkan Ertefaie Organizer: Ashkan Ertefaie
  B1325:  W. Dempsey
  Improving the efficiency of time-varying causal effect moderation analysis in mobile health
  B1405:  M. Ferlic
  Analyzing Event-triggered Adaptive Interventions using Data from Sequentially Randomized Trials
  B1477:  T. Shen, Y. Cui
  Learning robust treatment regimes with imperfect data
  B1473:  S. Han
  Optimal dynamic treatment regimes and partial welfare ordering
Session EO640 Room: K0.20
Scalable inference methods for complex problems Monday 19.12.2022   10:25 - 12:05
Chair: Daniel Paulin Organizer: Daniel Paulin
  B1868:  A. Jasra
  Unbiased estimation for discretized models and its extension to underdamped langevin dynamics
  B1873:  D. Paulin
  Speeding up inference for high dimensional time series models
  B1928:  S. Hayou
  On the infinite depth limit of finite width neural networks
  B1931:  N. Chada, A. Jasra, K. Law, S. Singh
  Multilevel Bayesian deep neural networks
Session EO456 Room: K0.50
High-dimensional learning inference for data science Monday 19.12.2022   10:25 - 12:05
Chair: Rajen D Shah Organizer: Jinchi Lv
  B0748:  C.-M. Chi, Y. Fan, J. Lv
  FACT: High-dimensional random forests inference
  B0980:  H. Li
  Tracy-Widom law of ridge-regularized F-matrix and applications
  B1653:  Y. Uematsu, K. Sawaya, M. Imaizumi
  High-dimensional asymptotics for single-index models via approximate message passing
  B1659:  T. Cannings
  Linear discriminant analysis with label noise
Session EO256 Room: K2.40
Advances in functional and object data analysis Monday 19.12.2022   10:25 - 12:05
Chair: Sonja Greven Organizer: Sonja Greven
  B0881:  F. Yao, H. Zhou, H. Zhang
  Functional linear regression for discretely observed data: from ideal to reality
  B0687:  E. Lila
  Interpretable discriminant analysis for functional data supported on random non-linear domains
  B1422:  A. Stoecker, M. Pfeuffer, L. Steyer, S. Greven
  Elastic full procrustes analysis of plane curves via Hermitian covariance smoothing
  B1286:  P. Reiss, B. Paul
  Continuous-time multivariate analysis
Session EO070 Room: K2.41
Recent advances in analytical methods for large-scale data Monday 19.12.2022   10:25 - 12:05
Chair: Zhaoyuan Li Organizer: Zhaoyuan Li
  B1009:  J. Fan
  Statistical physics approaches to the complex earth system
  B1030:  K. Yano, T. Sei
  Minimum information dependence modeling
  B1153:  L. Xie, G. Moustakides, Y. Xie
  A new CUSUM type procedure for sequential change detection
  B1006:  Z. Li
  Change point inference for high-dimensional correlation matrix
Session EO663 Room: S0.03
Time series and spatial statistics: Methodology and applications Monday 19.12.2022   10:25 - 12:05
Chair: Adam Sykulski Organizer: Adam Sykulski
  B0633:  S. Olhede, A. Sykulski, A. Guillaumin, F. Simons
  Efficient and accurate estimation from dependent data: The debiased spatial Whittle likelihood
  B0999:  R. Krafty, M. Tuft, F. Ferrarelli, O. Rosen, Z. Li
  Comparing populations of high-dimensional spectra
  B1058:  E. Cohen, A. Gibberd
  Wavelet spectra for multivariate point processes
  B1065:  G. Agarwal, I. Eckley, P. Fearnhead
  Modeling and detecting changes in spatio-temporal processes
Session EO448 Room: S0.11
Statistics and computing for stochastic processes Monday 19.12.2022   10:25 - 12:05
Chair: Kengo Kamatani Organizer: Kengo Kamatani
  B0566:  S. Eguchi
  Model comparison for ergodic SDEs in YUIMA
  B0784:  Y. Kaino, M. Uchida
  Hypothesis testing for a parabolic linear SPDE with a small perturbation
  B0910:  S. Nakakita
  Estimation of diffusion processes by online gradient descent
  B1215:  Y. Uehara
  Information criterion for jump diffusion models
Session EO577 Room: S0.12
Bernstein-von Mises theorem: Recent results Monday 19.12.2022   10:25 - 12:05
Chair: Natalia Bochkina Organizer: Natalia Bochkina
  B0243:  C. Li
  Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model
  B1099:  J. Soehl, R. Nickl
  Nonparametric Bernstein--von Mises theorems for discretely observed compound Poisson processes
  B1409:  N. Bochkina, J. Rousseau, J.-B. Salomond, J. van der Molen Moris
  Semi-parametric Bernstein-von Mises theorem for linear models with one-sided error
Session EO540 Room: S0.13
Statistical summits: Methodology and computing II Monday 19.12.2022   10:25 - 12:05
Chair: JT Ferreira Organizer: JT Ferreira, Andriette Bekker
  B0413:  M. Arashi, E. Hosseini, D. Shahsavani, M.R. Rabiei
  Small area estimation with partially linear mixed measurement error models
  B0723:  L. Bagnato, A. Punzo
  Asymmetric Laplace scale mixtures
  B0931:  S. Millard
  A personal journey into mixture modelling
  B0370:  S. Makgai
  A journey of the Dirichlet distribution in the analysis of compositional data sets
Session EO522 Room: S-1.04
Statistical methods for dependence Monday 19.12.2022   10:25 - 12:05
Chair: Elisa Perrone Organizer: Elisa Perrone
  B1753:  F. Durante, S. Fuchs, R. Pappada
  Copula-based clustering of time series based on multivariate comonotonicity
  B0891:  A. Derumigny, R. van der Spek
  Fast estimation of Kendall's tau and conditional Kendall's tau matrices under structural assumptions
  B1761:  N. Dietrich, W. Trutschnig, T. Kasper
  Revisiting the Williamson transform in the context of multivariate Archimedean copulas
  B1792:  E. Perrone, R. Fontana
  Multivariate Bernoulli copulas: properties and limitations
Session EO304 Room: S-1.06
Multivariate analysis of complex data Monday 19.12.2022   10:25 - 12:05
Chair: Thomas Verdebout Organizer: Thomas Verdebout
  B1536:  J. Trufin, M. Denuit, J. Huyghe, J. Trufin, T. Verdebout
  Testing for auto-calibration
  B1606:  T. Verdebout, M. Hallin, H. Liu
  Inference based on measure transportation for directional data
  B1656:  O. Lopez
  Regression trees for extreme events, applications to natural disasters and cyber insurance pricing
  B1661:  G. Bernard, T. Verdebout
  Power enhancement for dimension detection of Gaussian signals
Session EO048 Room: S-1.27
Innovations in latent variable modelling Monday 19.12.2022   10:25 - 12:05
Chair: Giorgia Zaccaria Organizer: Cristina Mollica
  B0724:  A. Russo, A. Farcomeni, M.G. Pittau, R. Zelli
  Covariate-modulated rectangular latent Markov models with an unknown number of regime profiles
  B0811:  D. Failli, M.F. Marino, F. Martella
  A finite mixture approach for biclustering bipartite networks
  B1306:  S. Columbu, N. Piras, J. Vermunt
  Extending latent class models for dealing with multilevel cross-classified data structures
  B1399:  G. Zaccaria, C. Cavicchia, M. Vichi
  Ultrametric models for dimensionality reduction
Session EO246 Room: Virtual R02
Statistical analysis for stochastic differential equations Monday 19.12.2022   10:25 - 12:05
Chair: Masayuki Uchida Organizer: Masayuki Uchida
  B1234:  N. Yoshida
  Partial mixing and asymptotic expansion for batched bandits
  B0642:  Y. Shimizu, M. Kobayashi
  Threshold estimation for jump-diffusions under small noise asymptotics
  B1241:  A. De Gregorio, F. Iafrate
  Pathwise optimization for adaptive bridge-type estimators and its application to SDEs
  B1137:  A. Gloter, C. Amorino
  Estimation of invariant density for a discretely observed diffusion: Impact of the sampling and of the asynchronicity
Session EO676 Room: Virtual R03
Statistics of extremes Monday 19.12.2022   10:25 - 12:05
Chair: Jonathan El Methni Organizer: Jonathan El Methni
  B0345:  G. Stupfler, A. Daouia, S. Padoan
  Optimal pooling and distributed inference for the tail index and extreme quantiles
  B0782:  A. Usseglio-Carleve, G. Stupfler, A. Daouia
  Bias- and variance-corrected asymptotic Gaussian inference about extreme expectiles
  B1093:  A. Boulin, E. Di Bernardino, T. Laloe, G. Toulemonde
  High-dimensional variables clustering of a weakly dependent random process for sub-asymptotic maxima.
  B1225:  Y. Abbas, A. Daouia, G. Stupfler
  Extreme expectile estimation in heavy-tailed regression models
Session EO240 Room: Virtual R04
Directional statistics Monday 19.12.2022   10:25 - 12:05
Chair: Toshihiro Abe Organizer: Hiroaki Ogata, Toshihiro Abe
  B0719:  Y. Tsuruta
  Improve direct plug-in rule selector for circular kernel density estimation
  B0882:  Y. Miyata
  An extension of Johnson-Wehrly-type cylindrical distributions
  B1462:  T. Shiohama
  Complex-valued time-series models and their relation to directional statistics
  B1463:  T. Imoto
  New construction of a cylindrical distribution from two base distributions
Session EO118 Room: Safra Lecture Theatre
Novel perspectives in Bayesian statistics Monday 19.12.2022   10:25 - 12:05
Chair: Pier Giovanni Bissiri Organizer: Pier Giovanni Bissiri
  B1483:  E. Dolera
  A novel approach to (strong) posterior contraction rates via Wasserstein dynamics
  B1441:  T. Rigon, A. Herring, D. Dunson
  Statistical modeling within the generalized Bayes paradigm
  B0663:  Y. Luo
  Bayesian estimates from loss functions
  B1345:  P.G. Bissiri, C. Holmes, S. Walker
  General Bayesian inference
Session EO170 Room: K2.31 (Nash Lec. Theatre)
Advances in heterogeneous and imaging data analysis Monday 19.12.2022   10:25 - 12:05
Chair: Simon Vandekar Organizer: Xinyuan Song
  B1590:  C. Wang, Q. Yang, X. Zhou, X. Song
  Bayesian quantile latent factor on image regression
  B1595:  Y. Zou, X. Song, Y. Lin
  Bayesian order selection in heterogeneous hidden Markov models
  B1706:  Y. He
  A joint mixed membership model for multivariate longitudinal and survival data
  B1707:  Z. Wu
  Longitudinal mixed membership image-on-scalar model for learning the progression of Alzheimers disease
Parallel session M: CFE Monday 19.12.2022 10:25 - 12:05

Session CI023 (Special Invited Session) Room: BH (SE) 2.12
Alternative data in finance Monday 19.12.2022   10:25 - 12:05
Chair: Serge Darolles Organizer: Serge Darolles
  A0363:  T. Foucault, O. Dessaint, L. Fresard
  Does alternative data improve financial forecasting?
  A1759:  A. Simoni, L. Ferrara
  When are Google data useful to nowcast GDP: An approach via preselection and shrinkage
  A0365:  S. Forte
  Alternative data for ESG events monitoring using NLP: Practical quantitative results
Session CO330 Room: S-1.01
Mixed-frequency methods in finance and economics Monday 19.12.2022   10:25 - 12:05
Chair: Kris Boudt Organizer: Nabil Bouamara, Kris Boudt
  A0817:  K. Boudt, O. Delmarcelle, P. Ringoot
  Improving the supervisors anti-money laundering risk rating approach using news event monitoring
  A0824:  N. Bouamara, S. Laurent, S. Shi
  Power enhancement in detecting sparse signals, with applications to correlated test statistics in finance
  A0906:  M.A. Khokhar, K. Boudt, D. Ashraf
  An Islamic alter ego for Dow Jones Industrial Average portfolio
  A1939:  K. Dragun, K. Boudt, S. Vanduffel
  Covariance matrix regularization through resampling
Session CO090 Room: Virtual R01
Advances in Bayesian computational methods Monday 19.12.2022   10:25 - 12:05
Chair: David Nott Organizer: David Nott
  A0192:  S.L.L. Tan
  Analytic natural gradient updates for Cholesky factor in Gaussian variational approximation
  A0864:  R. Loaiza-Maya, D. Nibbering
  Fast variational inference for multinomial probit models
  A1047:  P. Bach, N. Klein
  Spike-and-slab group lasso meets Bayesian P-splines
  A1062:  M.-N. Tran
  Variational Bayes on manifolds and quantum speed-up
Session CO724 Room: BH (SE) 1.01
Panel data Monday 19.12.2022   10:25 - 12:05
Chair: Martin Schumann Organizer: Martin Schumann
  A0291:  A. Stammann
  On the incidental parameter problem in fractional response models with fixed effects
  A0530:  C. Pakel, M. Weidner
  Bounds on average effects in discrete choice panel data models
  A0612:  M. Schumann, H. Dette
  Testing for equivalence of pre-trends in difference-in-differences estimation
  A0946:  S. Borodich Suarez, M. Schumann, G. Tripathi
  Integrated likelihood based inference for dynamic binary choice panel data models with fixed effects
  A2040:  Y. Li, G. Dhaene
  Nonparametric bootstrap correction for incidental parameter bias in GMM
Session CO699 Room: BH (SE) 1.02
Volatility and option pricing models Monday 19.12.2022   10:25 - 12:05
Chair: Arnaud Dufays Organizer: Arnaud Dufays
  A0595:  J. Rombouts
  Factor dynamics, risk premia, and higher moments in multi-factor option pricing models
  A0606:  A. Dufays, M. Augustyniak, K.A.H. Maoude
  A general framework for multifractal discrete stochastic volatility
  A1806:  J. Leymarie, O. Couperier, O. Scaillet, S. Benoit
  Elicitability of marginal expected shortfall and related systemic-risk measures
  A0608:  E.A. Houndetoungan, K.A.H. Maoude
  Asymptotic efficiency for two-stage conditional M-estimators
Session CO700 Room: BH (SE) 1.05
Alternative data for economic forecasting Monday 19.12.2022   10:25 - 12:05
Chair: Luca Barbaglia Organizer: Luca Barbaglia
  A0484:  T. Drechsel
  Identifying monetary policy shocks: A natural language approach
  A0494:  L. Barbaglia, S. Consoli, S. Manzan, L. Tiozzo Pezzoli, E. Tosetti
  Sentiment analysis of economic text: A lexicon-based approach
  A0509:  J. Ashwin, L. Saiz, E. Kalamara
  Nowcasting Euro area GDP with news sentiment: A tale of two crises
  A1317:  M. Colagrossi, L. Barbaglia, S. Consoli
  Nowcasting inflation using web searches
Session CO650 Room: BH (SE) 1.06
Time series: Forecasting, nonlinearity and mixed frequency data Monday 19.12.2022   10:25 - 12:05
Chair: Johan Lyhagen Organizer: Johan Lyhagen
  A0628:  V. Eriksson
  Test-based trimming for combined forecast
  A0618:  C. Porage, Y. Yang
  On the time-varying factor model and its application on finding minimum variance portfolio
  A0903:  J. Andersson, O.A. Nilsen, H.J. Skaug
  Mixed Frequency data in a (S, s) pricing
  A1060:  R. Sandberg
  Linearity testing in vector smooth transition autoregressive models when data are highly persistent
Session CO661 Room: BH (SE) 2.05
Advanced statistical tools in sustainable insurance and finance Monday 19.12.2022   10:25 - 12:05
Chair: Susanna Levantesi Organizer: Susanna Levantesi
  A1174:  S. Levantesi, R. DEcclesia, V. D Amato
  Deepening the relationship between ESG score and firms' performance via machine learning
  A1094:  R. DEcclesia, A. Salko
  Loss given default in shipping finance: A machine learning approach
  A1259:  V. D Amato
  How to quantify the reputational risks due to ESG issues on the insurance companies activities
  A1442:  F. Baione, D. Biancalana
  Sustainable health insurance: An application of GAMLSS for claims expenditure prediction
Session CO346 Room: BH (SE) 2.10
Financial econometrics: Modelling and forecasting Monday 19.12.2022   10:25 - 12:05
Chair: Vincenzo Candila Organizer: Vincenzo Candila
  A0754:  V. Candila, L. Petrella, G. Gallo
  Mixed-frequency quantile regressions to forecast value-at-risk and expected shortfall
  A0942:  G. Rivieccio, G. De Luca
  Sentiment analysis and NFT transaction dynamics
  A1139:  A. Forino, G. Morelli
  Volatility and liquidity nexus in cryptocurrency markets
  A1323:  A. Pacifico
  Hierarchical Bayesian fuzzy clustering approach for high dimensional linear time-series
Parallel session P: CMStatistics Monday 19.12.2022 14:40 - 16:20

Session EO562 Room: K0.16
Network and high dimensional data analysis Monday 19.12.2022   14:40 - 16:20
Chair: Jing Lei Organizer: Kehui Chen
  B0976:  W. Tang
  Population-level balance in signed networks
  B1188:  T. Li, C.M. Le
  Linear regression and its inference on noisy network-linked data
  B1189:  J. Lei
  Conformal-based hypothesis testing using rank sum statistics
  B1303:  X. Wang, D. Choi, K. Roeder
  Constructing local cell-specific networks from single-cell data
Session EO066 Room: K0.18
Recent advances in Bayesian causal inference Monday 19.12.2022   14:40 - 16:20
Chair: Erica Moodie Organizer: Erica Moodie
  B0690:  B. Mukherjee
  Mediation analysis with external summary data on total effect
  B0898:  N. Savy, P. Saint-Pierre
  RVine copula as virtual baseline generator in agent-based modeling in clinical research
  B1271:  A. van der Vaart
  Bayesian sensitivity analysis
  B1538:  D. Stephens, V. Meng
  Bayesian inference for functional parameters
Session EO706 Room: K0.19
Recent advances in causal inference Monday 19.12.2022   14:40 - 16:20
Chair: Peng Ding Organizer: Peng Ding
  B0224:  D. Rothenhaeusler, Y. Jeong
  Distributional robustness, replicability, and causality
  B0747:  A. Zhao, P. Ding
  No star is good news: A unified look at rerandomization based onp-values from covariate balance tests
  B0829:  I. Bojinov, D.W. Ham
  Design-based anytime-valid causal inference
  B0794:  D. Shen, P. Ding, J. Sekhon, B. Yu
  Horizontal and vertical regressions: From duels to duals
Session EO674 Room: K0.20
Multivariate methods: Joint diagonalization and projection pursuit Monday 19.12.2022   14:40 - 16:20
Chair: Aurore Archimbaud Organizer: Aurore Archimbaud
  B1068:  J. Durieux
  Subspace independent component analysis: Finding clustering structures in a low dimensional space
  B1302:  A. Archimbaud, A. Alfons, K. Nordhausen, A. Ruiz-Gazen
  Invariant coordinate selection as preprocessing for clustering
  B0678:  L. Duembgen
  Refining invariant coordinate selection via local projecton pursuit
  B1108:  C. Muehlmann, S. De Iaco, K. Nordhausen
  Blind recovery of sources for multivariate space-time random fields
Session EO652 Room: K0.50
Design and analysis of complex experiments: Theory and applications Monday 19.12.2022   14:40 - 16:20
Chair: MingHung Kao Organizer: MingHung Kao
  B1594:  F.K.H. Phoa, J.-W. Huang, Y.-H. Lin, S.P. Lin, Y.-T. Tsai, M.-C. Kuo, K. Ueda, R.-M. Wu
  Differentiating various patient groups across parkinsonism spectrum via a new dantzig-selector-type screener
  B0943:  W. Zheng, L. Yang, Y. Zhou, H. Fu, M.-Q. Liu
  Fast approximation of the Shapley values based on order-of-addition experimental designs
  B0994:  M. Kao
  Experimental designs for functional data analysis
  B1011:  P.-H. Huang, M. Kao
  Pilot study designs for sparse functional data
Session EO583 Room: K2.40
Recent developments on functional data analysis (virtual) Monday 19.12.2022   14:40 - 16:20
Chair: Sara Lopez Pintado Organizer: Sara Lopez Pintado
  B0587:  H. Yeon, X. Dai, S. Lopez Pintado
  Regularized halfspace depth for functional Data
  B1067:  M.L. Battagliola, H. Sorensen, A. Tolver, A.-M. Staicu
  Quantile regression for longitudinal functional data with application to feed intake of lactating sows
  B1439:  T. Ogden, B. Shi
  Nonparametric functional data modeling of pharmacokinetic processes with applications in dynamic PET imaging
  B1478:  W. Dai, Z. Qu, M. Genton
  Global depths for irregularly observed multivariate functional data
Session EO715 Room: S0.03
Recent advances in spatial and spatio-temporal statistics (virtual) Monday 19.12.2022   14:40 - 16:20
Chair: Thomas Neyens Organizer: Thomas Neyens
  B1107:  A. Lawson
  Bayesian spatial and spatiotemporal cluster Regression modeling
  B1610:  G. Riutort-Mayol, P.-C. Burkner, M.R. Andersen, A. Solin, A. Vehtari
  Practical implementation of Hilbert space reduced-rank Bayesian Gaussian processes for spatial and temporal data
  B1642:  M. Morales Otero, V. Nunez-Anton
  Generalized spatial conditional overdispersion models: Applications and spatio-temporal extensions
  B1719:  M. Fajgenblat, R. Wijns, L. De Meester, T. Neyens
  Modelling species communities through space and time using opportunistic datasets
Session EO544 Room: S0.11
Random matrices in statistics and econometrics (virtual) Monday 19.12.2022   14:40 - 16:20
Chair: Andrej Srakar Organizer: Andrej Srakar
  B0625:  R. Zheng, M. Tang
  Limit results for distributed estimation in invariant subspaces in multiple networks interference and PCA
  B0705:  G. Franguridi, R. Moon
  A uniform bound on the operator norm of sub-Gaussian random matrices and its applications
  B0742:  R. Dudeja, S. Sen, Y.M. Lu
  Spectral universality in regularized linear regression with nearly deterministic design matrices
  B1180:  P. Hoff
  Core shrinkage covariance estimation for matrix-variate data
Session EO044 Room: S0.12
Statistics in neuroscience I Monday 19.12.2022   14:40 - 16:20
Chair: Russell Shinohara Organizer: Russell Shinohara
  B0854:  A. Mejia, D. Spencer, A. Eloyan
  Accurate estimation of individual functional brain connectivity and topology via ICA with empirical population priors
  B0937:  S. Vandekar, K. Kang, N. Woodward, A. Huang, M. McHugo, S. Garbett, J. Stephens, R. Shinohara, A. Schwartzman, J. Blume
  Robust and reproducible group-level neuroimage analysis in R with the pbj package
  B0978:  T. Johnson
  A time-varying AR, bivariate DLM of functional near-infrared spectroscopy data
  B1925:  T. Nichols, P. Kindalova, M. Veldsman, I. Kosmidis
  Mass univariate relative risk regression for longitudinal binary-valued neuroimaging data
Session EO711 Room: S0.13
Dynamic random objects Monday 19.12.2022   14:40 - 16:20
Chair: Wolfgang Polonik Organizer: Wolfgang Polonik
  B0290:  Z. Lin, L. Shao, F. Yao
  Intrinsic Riemannian functional data analysis
  B1307:  E. Kolaczyk
  Coevolving latent space network with attractors models for polarization
  B1319:  A. Kume
  Some recent advances on regression models in shape data
  B1329:  A. Kreiss, W. Polonik, E. Mammen
  Testing for global covariate effects in dynamic interaction event networks
Session EO184 Room: S-1.04
Machine learning in the behavioral sciences Monday 19.12.2022   14:40 - 16:20
Chair: Andreas Alfons Organizer: Andreas Alfons
  B1122:  S. Hoffmann
  What can statistics do for Open Science and what can Open Science do for statistics?
  B1419:  M. Welz, A. Alfons
  Identifying periods of careless responding in surveys: A deep learning approach
  B1111:  L. van Maasakkers, D. Fok, B. Donkers
  Modelling customer journeys with transformers
  B0640:  H. Akyuz, I. Birbil, S. YILDIRIM, K. Gokalp
  Learning with subset stacking
Session EO492 Room: S-1.06
Recent advances in reinforcement learning Monday 19.12.2022   14:40 - 16:20
Chair: Jiayi Wang Organizer: Zhengling Qi
  B0231:  E. Laber
  Bayesian basket of bandits
  B0720:  B. Hao
  Regret bounds for information-directed reinforcement learning
  B0840:  J. Wang, Z. Qi, R.K.W. Wong
  Projected state-action balancing weights for offline reinforcement learning
  B0956:  Z. Yang
  Pessimism in the face of confounders: Provably efficient offline RL in partially observable Markov decision processes
Session EO673 Room: S-1.27
Complex joint and multivariate models with medical applications Monday 19.12.2022   14:40 - 16:20
Chair: Michael Daniels Organizer: Michael Daniels
  B0282:  M. Sachs, E. Gabriel, A. Crippa, M. Daniels
  Flexible evaluation of surrogacy in Bayesian adaptive platform studies
  B0412:  D. Hedeker
  Multivariate shared parameter mixed-effects location scale (MELS) models for intensive longitudinal data
  B0733:  M. Islam, M. Daniels, J. Siddique
  Bayesian feature selection in joint models with application to cardiovascular disease cohorts
  B0885:  C. Proust-Lima, T. Saulnier, V. Philipps, A. Foubert-Samier
  Describing complex disease progression with latent class models for multivariate longitudinal markers and times-to-event
Session EO689 Room: S-2.23
Econometrics: New directions Monday 19.12.2022   14:40 - 16:20
Chair: Taoufik Bouezmarni Organizer: Taoufik Bouezmarni
  B1702:  B. Remillard
  On testing for independence between the generalized errors of several time series
  B1703:  B. Nasri
  Spatiotemporal Markov regime-switching models based on copulas
  B1723:  K. Oualkacha, A. Lmoudden, T. Bouezmarni
  Copula-based multivariate expectile regression
  B1729:  F. Camirand Lemyre, J.-F. Quessy
  Change-point tests and estimators for gradually changing dependence structures based on Kendalls tau
Session EO514 Room: Virtual R01
Analysis of multilayer networks Monday 19.12.2022   14:40 - 16:20
Chair: Marianna Pensky Organizer: Marianna Pensky
  B0959:  T. Zhang, M. Pensky
  Alternating minimization algorithm for clustering mixture multilayer network
  B1506:  M. Pensky
  Clustering in diverse multiplex network model
  B0770:  M. Noroozi, M. Pensky
  Sparse subspace clustering in diverse multiplex network model
  B1517:  A. Jones
  Spectral methods for multiplex networks: An introduction to unfolded spectral embedding
Session EO360 Room: Virtual R02
Advances in multivariate data analysis and dimension reduction Monday 19.12.2022   14:40 - 16:20
Chair: Abdul-Nasah Soale Organizer: Abdul-Nasah Soale
  B0454:  E. Tsyawo, A.-N. Soale
  Clustered covariate regression
  B1224:  J. Zeng, Q. Mai, X. Zhang
  Subspace estimation with automatic dimension and variable selection in sufficient dimension reduction
  B1762:  S. Harrar
  Nonparametric finite mixture: Applications in contaminated trials
  B0473:  A.-N. Soale
  A selective review of sufficient dimension reduction for multivariate response regression
Session EO721 Room: Virtual R03
Advances in Markov Chain Monte Carlo Monday 19.12.2022   14:40 - 16:20
Chair: Kshitij Khare Organizer: Kshitij Khare
  B1187:  V. Roy
  On some variations of Riemannian manifold and Lagrangian Monte Carlo
  B1222:  Q. Qin, G. Jones
  Two-component Gibbs samplers: Convergence rate and asymptotic variance
  B1282:  S. Chakraborty, S. Mukherjee, K. Khare
  Convergence properties of data augmentation algorithms for high-dimensional robit regression
  B1320:  K. Khare
  Asynchronous and distributed data augmentation for massive data settings
Session EO440 Room: Virtual R04
Statistical modeling, design, and inference Monday 19.12.2022   14:40 - 16:20
Chair: Subir Ghosh Organizer: Subir Ghosh
  B1171:  F. Wan, W. Liu, F. Bretz
  Confidence sets for a level set in linear regression
  B1267:  D. Causeur, C.-F. Sheu
  Flexible handling of dependence for signal identification using functional ANOVA
  B1316:  P. Hans-Peter
  Two-dimensional P-spline smoothing for spatial analysis of plant breeding trials
  B1926:  L. Haines
  Approximate I-optimal designs for polynomial models over the unit ball
Session EO717 Room: Virtual R05
Optimal transport: Recent theoretical advances Monday 19.12.2022   14:40 - 16:20
Chair: Nabarun Deb Organizer: Nabarun Deb
  B0657:  K. Kato, Z. Goldfeld, S. Nietert, G. Rioux
  Limit theorems for smooth Wasserstein distances
  B1070:  L. Chizat
  Wasserstein gradient flows of entropic optimal transport
  B1231:  S. Eckstein, M. Nutz
  Convergence rates for regularized optimal transport via quantization
  B1290:  D. Mukherjee, N. Deb
  Convergence of Wasserstein metric under data dependence in multi-dimension
Session EO739 Room: Virtual R06
Advances in statistical methods for complex genetic/genomic data Monday 19.12.2022   14:40 - 16:20
Chair: Yuehua Cui Organizer: Yuehua Cui
  B0826:  X. Shen, C. Jiang, L. Sakhanenko, Q. Lu
  Significance tests based on neural networks with applications to genetic association studies
  B0832:  Q. Zhang
  High dimensional mediation analysis via difference in coefficients with applications in genetics
  B1208:  Y. Xie
  Graph neural networks for multimodal single-cell data integration
  B1423:  Y. Cui
  Causal inference with Mendelian randomization for longitudinal traits
Session EO556 Room: Virtual R07
Opportunities and challenges of neuroimaging data Monday 19.12.2022   14:40 - 16:20
Chair: Aaron Scheffler Organizer: Michele Guindani, Aaron Scheffler
  B0227:  B. Zhao
  Biobank-scale imaging genetics for human health: Findings, perspectives, and resources
  B1221:  C. Madan
  Scan once, analyse many: Using large open-access neuroimaging datasets to understand the brain
  B1344:  R. Guhaniyogi, A. Scheffler
  Bayesian integration of multi-modal imaging data and efficient inference with random data compression
  B2015:  I. Cribben
  A vine copula change point model for neuroimaging studies and their computational reproducibility
Session EO555 Room: Virtual R08
Advances in nonparametric statistics for large-scale dataset Monday 19.12.2022   14:40 - 16:20
Chair: Shan Yu Organizer: Shan Yu
  B0643:  L. Gao, E. Demirkaya, Y. Fan, J. Lv, P. Vossler, J. Wang
  Optimal nonparametric inference with two-scale distributional nearest neighbors
  B0871:  S. Yu, G. Wang, L. Wang
  Big spatial data learning: A parallel solution
  B1332:  Z. Gu, G. Wang, X. Li, L. Wang
  Structure identification of space-time epidemic models
  B1497:  Y. Qiu
  Inference for nonparanormal partial correlation via regularized rank-based nodewise regression
Session EO643 Room: K2.31 (Nash Lec. Theatre)
Safe \& trustworthy predictive modeling Monday 19.12.2022   14:40 - 16:20
Chair: Stathis Gennatas Organizer: Stathis Gennatas
  B1948:  R. Abbasi Asl
  Multi-modal prototype learning for interpretable multivariable time series classification
  B1974:  N. Peek
  Making predictions under hypothetical interventions in clinical prediction models
  B2018:  R. Pirracchio
  How can AI and ML disrupt critical care?
Parallel session P: CFE Monday 19.12.2022 14:40 - 16:20

Session CO298 Room: K2.41
Topics in time series econometrics Monday 19.12.2022   14:40 - 16:20
Chair: Kanchana Nadarajah Organizer: Kanchana Nadarajah
  A1053:  K. Klockmann, T. Krivobokova
  Fully data-driven non-parametric estimation of Toeplitz covariance matrices
  A1130:  I. Perera
  Bootstrap specication tests for GARCH processes with nuisance parameters on the boundary
  A1378:  A. Betken, H. Dehling, A. Schnurr, J. Buchsteiner, J. Woerner, I. Nuessgen
  Ordinal pattern-based time series analysis
  A1383:  K. Nadarajah, G. Martin, I. Perera, D. Poskitt
  Estimation and prediction in misspecified fractionally integrated models with an unknown mean
Session CO675 Room: S-1.01
Asset pricing Monday 19.12.2022   14:40 - 16:20
Chair: Benjamin Holcblat Organizer: Benjamin Holcblat
  A0821:  S. Mouabbi, J.-P. Renne, J.-G. Sahuc
  Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective
  A0902:  N. Amberg
  Dynamic financial constraints in presence of uncertainty: Theory and evidence from credit lines
  A1426:  E. Gourier, H. Iung-Mathurin
  A greenwashing index
  A1813:  V. Raponi, P. Zaffaroni
  Dissecting anomalies in conditional asset pricing
Session CO462 Room: S-1.29
Advances in econometrics Monday 19.12.2022   14:40 - 16:20
Chair: Rustam Ibragimov Organizer: Rustam Ibragimov
  A1959:  E. Mensali, L. Catania, A. Luati
  Joint-VaR: A new conditional risk measure
  A1972:  K. Mansurov, A. Semenov, D. Grigoriev, R. Ibragimov
  Impact of machine learning-based traders on the high-frequency stock market
  A1969:  A. Semenov, A. Prokhorov, A. Skrobotov
  Mixed integer optimization for time series change points detection
  A1977:  P. Kattuman, J. Gatus, R. Ibragimov
  Intergenerational transmission of tail inequality in incomes
Session CO644 Room: S-2.25
Machine learning in finance Monday 19.12.2022   14:40 - 16:20
Chair: Anastasija Tetereva Organizer: Anastasija Tetereva
  A0841:  M. Zaharieva
  Infinite sparse factor stochastic volatility model
  A0883:  C. Breitung, S. Mueller
  When firms open up: Identifying value relevant textual disclosure using simBERT
  A1285:  A. Quaini, F. Trojani, M. Yuan
  Intrinsic factor risk premia and tests of asset pricing models
  A1388:  O. Kleen, A. Tetereva, R. Lonn
  Training economic tracking portfolios using trees of assets
Session CO478 Room: Safra Lecture Theatre
Novel approaches to time series forecasting Monday 19.12.2022   14:40 - 16:20
Chair: Anindya Roy Organizer: Anindya Roy
  A1023:  M. Wildi
  Zero-crossings of time series: Sign-prediction, mean-square error and a holding-time constraint
  A1147:  T. McElroy, M. Wildi
  Multivariate direct filter analysis for co-integrated processes
  A1196:  T. Nguyen
  Transformer-based models for time series forecasting
  A1090:  A. Roy, T. McElroy
  Adjusting for seasonality using point process models
Parallel session Q: CMStatistics Monday 19.12.2022 16:50 - 18:30

Session EO160 Room: K0.16
Novel approaches on modeling and inference of network data Monday 19.12.2022   16:50 - 18:30
Chair: Wen Zhou Organizer: Wen Zhou
  B0471:  M. Xu
  Root and community inference on Markovian models of networks
  B1318:  M. Thirkettle