ERCIM 2013: Organized Sessions

ERCIM 2013 Organized Sessions

ES01: High dimensional data analysis: Past, present and future
Organizers: S. Ejaz Ahmed
ES02: Statistical algorithms and software in R
Organizers: Andreas Alfons
ES03: Resampling procedures for dependent data
Organizers: Andres M. Alonso
ES04: Stochastic approximation for big data
Organizers: Christoforos Anagnostopoulos
ES05: Optimum experimental designs for drug development and assessment
Organizers: Anthony C. Atkinson
ES06: Software for design and analysis of experiments with many factors
Organizers: Rosemary A. Bailey
ES07: Generalizations of empirical likelihood
Organizers: Patrice Bertail
ES97: Estimating and modeling functionals in multistate models
Organizers: Jan Beyersmann and Hein Putter
ES08: Optimal design for medical applications
Organizers: Stefanie Biedermann
ES09: Statistical methods for non-precise data I and II
Organizers: Angela Blanco-Fernandez and Ana B. Ramos-Guajardo
ES10: Recent advances on robust analysis of functional data and complex structures
Organizers: Graciela Boente
ES20: Semiparametric estimation methods for duration models with censored data I and II
Organizers: Laurent Bordes, M.Carmen Pardo and Jean-Yves Dauxois
ES99: Multivariate survival analysis
Organizers: Roel Braekers and Jacobo de Una
ES12: High-dimensional statistics
Organizers: Peter Buehlman
ES13: Model assessment
Organizers: Alejandra Cabana and M. Dolores Jimenez-Gamero
ES14: Model Selection in statistical learning
Organizers: Gilles Celeux
ES15: Robustness issues in complex multivariate models
Organizers: Andrea Cerioli
ES16: Nonparametric and robust statistics
Organizers: Andreas Christmann
ES17: Spatial clustering
Organizers: Peter Congdon
ES89: Statistics, technology and data analysis for industry and engineering
Organizers: Antonio D'Ambrosio
ES19: Biostatics and bioinformatics
Organizers: Maria De Iorio
ES77: Mathematical aspects of copulas
Organizers: Fabrizio Durante and Wolfgang Trutschnig
ES104: Dependence models in environmental sciences
Organizers: Fabrizio Durante and Wolfgang Trutschnig
ES105: Copula-based models for discrete data
Organizers: Fabrizio Durante and Wolfgang Trutschnig
ES21: Advances in latent variable extraction from multi-block data structures
Organizers: Vincenzo Esposito Vinzi and Laura Trinchera
ES22: Statistics in biomedicine
Organizers: M. Brigida Ferraro
ES23: Fuzzy clustering
Organizers: M. Brigida Ferraro
ES24: Statistical quality control: Theory and practice
Organizers: Fernanda Figueiredo
ES94: Outliers and structural changes in time series
Organizers: Roland Fried
ES25: Statistical methodology for network data
Organizers: Nial Friel
ES26: Matrix algorithms and high performance computing for large scale data analysis
Organizers: Efstratios Gallopoulos and Costas Bekas
ES27: Statistical process control
Organizers: Axel Gandy
ES28: Advances in robust data analysis I and II
Organizers: Luis A. Garcia-Escudero, Alfonso Gorzaliza and Agustin Mayo
ES29: Modeling and forecasting in power markets
Organizers: Carolina Garcia-Martos
ES30: Advances in dynamic modelling and computational inference
Organizers: Richard Gerlach
ES31: Stochastic systems biology
Organizers: Colin Gillespie
ES32: Bias reduction in statistics of extremes
Organizers: Ivette Gomes
ES33: Statistics in functional and Hilbert spaces
Organizers: Gil Gonzalez-Rodriguez
ES34: Clustering methods for functional data
Organizers: Aurea Grane and Ana Arribas-Gil
ES35: Regularization methods and algorithms
Organizers: Patrick J. F. Groenen
ES36: Bayesian approaches to integrative genomics
Organizers: Michele Guindani
ES37: Algorithms for robust statistical procedures
Organizers: Mia Hubert
ES93: Cluster-weighted modelling
Organizers: Salvatore Ingrassia
ES95: Discrete-valued time series
Organizers: Robert Jung and David Matteson
ES38: Bayesian nonparametric regression
Organizers: George Karabatsos
ES39: Scaling problems in statistics
Organizers: Thomas Kneib
ES40: Dependence modelling: Theory and practice
Organizers: Ivan Kojadinovic
ES43: Network models
Organizers: Liza Levina
ES85: Directional statistics
Organizers: Christophe Ley
ES44: Semi and non parametric Bayesian methods for complex models
Organizers: Brunero Liseo
ES45: Computational construction of experimental designs
Organizers: Jesus Lopez-Fidalgo
ES47: Robust statistical modelling
Organizers: Alfio Marazzi
ES48: Graphical modeling
Organizers: Giovanni Marchetti
ES49: Heuristic optimization and economic modelling
Organizers: Dietmar Maringer, Sandra Paterlini and Peter Winker
ES51: Semiparametric estimation of simultaneous equation models
Organizers: Giampierro Marra
ES52: Advances in compositional data analysis and related methods
Organizers: J. Antoni Martin-Fernandez and Karel Hron
ES53: On some issues in cluster analysis
Organizers: Geoff McLachlan
ES54: Goodness-of-fit tests
Organizers: Simos Meintanis
ES55: Estimation and testing in conditionally heteroscedastic time series
Organizers: Simos Meintanis
ES56: Non-Gaussian mixture model-based classification
Organizers: Paul McNicholas
ES92: Dimension reduction in mixture modelling
Organizers: Paul McNicholas and Tsung-I Lin
ES58: New methods for growth processes
Organizers: Christine Mueller
ES59: Analysis of multivariate and spatial functional data
Organizers: Hans-George Mueller and Gil Gonzalez-Rodriguez
ES60: Design of experiment in industry
Organizers: Kalliopi Mylona and Camelia Trandafir
ES61: Nonparametric functional data analysis
Organizers: Alicia Nieto-Reyes
ES62: Applications of functional data analysis
Organizers: Alicia Nieto-Reyes
ES91: Computational methods in biomedical research
Organizers: Joyce Niland
ES63: Dimension reduction
Organizers: Hannu Oja
ES64: Independent component analysis
Organizers: Davy Paindaveine
ES65: Advances of rare variant analysis in large scale genetic association studies
Organizers: Taesung Park
ES66: Time series analysis
Organizers: Cira Perna and Alessandra Luati
ES100: Random forests and related methods: theory and practice
Organizers: Jean-Michel Poggi
ES67: Track: Bayesian semi- and nonparametric modelling
Organizers: Igor Pruenster, Antonio Lijoi and Li Ma
ES68: Inference for counting processes
Organizers: Paula R. Bouzas
ES101: New perspectives on functional data analysis
Organizers: Elvira Romano
ES69: Robust analysis of high-dimensional data
Organizers: Juan Romo
ES103: Beyond conditional independence
Organizers: Tamas Rudas
ES70: Spatial econometrics
Organizers: Anne Ruiz-Gazen
ES71: Spatial functional data analysis
Organizers: Laura Sangalli
ES72: Advances and issues in credit scoring
Organizers: Gilbert Saporta
ES73: Recent advances in non- and semiparametric regression
Organizers: Melanie Schienle
ES74: Time series extremes
Organizers: Johan Segers
ES75: Methods for handling missing data
Organizers: Shaun Seaman
ES90: Predictive learning
Organizers: Roberta Siciliano
ES78: Methods in statistical modelling
Organizers: Heather Turner
ES102: Japan Statistical Society: Statistics for stochastic differential equations
Organizers: Masayuki Uchida
ES79: Robust analysis of complex data
Organizers: Stefan Van Aelst
ES80: Estimation for diffusion processes
Organizers: Frank van der Meulen
ES81: Cure models and competing risks in survival analysis
Organizers: Ingrid Van Keilegom
ES82: Statistics in actuarial sciences
Organizers: Tim Verdonck
ES83: Semi-and-non parametric functional data analysis
Organizers: Philippe Vieu and Aldo Goia
ES84: Statistical analysis of neuroimaging data
Organizers: Mattias Villani
ES86: Advances in quantile regression
Organizers: Stanislav Volgushev
ES87: Nonparametric copula models
Organizers: Stephen Walker
ES88: Generalized linear models and beyond
Organizers: Achim Zeileis and Christian Kleiber

CFE 2013 Organized Sessions

CS01: Multivariate GARCH models with applications
Organizers: Niklas Ahlgren
CS02: Modelling and forecasting stock market volatility
Organizers: Alessandra Amendola and Walter Distaso
CS03: Quantitative behavioral finance
Organizers: Jorgen-Vitting Andersen
CS83: Nonlinear time series I
Organizers: Frederique Bec
CS85: Nonlinear time series II
Organizers: Frederique Bec
CS06: Performance evaluation
Organizers: Monica Billio
CS07: Factor models and forecasting applications
Organizers: Scott A. Brave
CS93: Quantitative methods for credit risk management
Organizers: Raffaella Calabrese
CS08: Modelling credit risk in financial markets
Organizers: Alessandra Canepa
CS09: Applications of realized volatility
Organizers: Massimiliano Caporin
CS10: Multivariate volatility modelling
Organizers: Angeles Carnero
CS11: Bayesian methods in macroeconomics and finance
Organizers: Andreas Carriero
CS12: Bayesian nonlinear econometrics
Organizers: Roberto Casarin
CS13: Probabilistic forecasting I and II
Organizers: Wojtek Charemza and Svetlana Makarova
CS14: New development in time series
Organizers: C.W.S. Chen
CS89: Market microstructure
Organizers: Liam Cheung
CS15: Approximate Bayesian computing
Organizers: Michael Creel
CS16: Multivariate time series methods for macroeconomic modelling and forecasting
Organizers: Gianluca Cubadda
CS88: Statistical methods and applications in health and finance
Organizers: Luisa Cutillo
CS17: Trend filtering and statistical signal processing
Organizers: Serge Darrolles and Emmanuelle Jay
CS19: Copulas in finance: New developments
Organizers: Jean-David Fermanian
CS20: Non-linear dynamic models with applications in macroeconomics and finance
Organizers: Laurent Ferrara
CS21: Multivariate models for financial risk assessment
Organizers: Silvia Figini
CS22: Multiple risks management
Organizers: Christian Francq
CS23: High-frequency volatility forecasting
Organizers: Ana-Maria Fuertes
CS25: Wavelet applications in economics
Organizers: Marco Gallegati
CS26: A time series approach to risk mannagement
Organizers: Dominique Guegan and Christophe Chorro
CS27: Mixture and regime-switching models in empirical finance
Organizers: Markus Haas
CS28: Computational decision theory
Organizers: Richard Hahn
CS29: Dynamic conditional score models
Organizers: Andrew Harvey
CS31: Co-movements in macroeconomics and finance
Organizers: Alain Hecq
CS32: Some development in risk models
Organizers: Javier Hidalgo
CS33: Econometrics of fine art markets and alternative assets
Organizers: Douglas Hodgson and Christian Hafner
CS34: Empirical dynamics of credit markets
Organizers: Florian Ielpo
CS36: TBA
Organizers: Lynda Khalaf
CS38: Time-series econometrics
Organizers: Robert Kunst
CS39: Realized volatilty: Theory and applications
Organizers: Sebastien Laurent
CS40: Liquidity risk
Organizers: Gaelle Le Fol and Serge Darolles
CS41: Bayesian nonparametric econometrics
Organizers: John Maheu
CS91: Simulation-based inference in econometrics
Organizers: Gael Martin
CS63: Macro and heterogeneous agents
Organizers: Xavier Mateos-Planas
CS42: Uncertainty and real-time turning points detection
Organizers: Gianluigi Mazzi
CS43: Early warnings indicators and macro-prudential policy
Organizers: Gianluigi Mazzi
CS45: Advances in DSGE Models
Organizers: Alexander Meyer-Gohde
CS46: The role of the risk premium in financial markets
Organizers: Jose Olmo
CS47: Volatility models and their applications
Organizers: Yasuhiro Omori
CS48: Changes in volatility and correlation dynamics
Organizers: Edoardo Otranto
CS49: Recent advances in forecasting financial time series
Organizers: Katerina Panopoulou
CS51: Long memory processes and their applications in econometrics
Organizers: Anne Philippe
CS52: Recent advances in financial econometrics
Organizers: Christian Pigorsch
CS86: New trends in time series econometrics
Organizers: Jean-Yves Pitarakis
CS53: Filters wavelets and signals
Organizers: Stephen Pollock
CS54: Forecast accuracy
Organizers: Pilar Poncela
CS50: Risk modelling and asset pricing
Organizers: Valerio Poti
CS55: Long memory in economic and financial time series
Organizers: Tommaso Proietti
CS56: Banking and financial markets
Organizers: Arvid Raknerud
CS57: Bayesian econometrics
Organizers: Francesco Ravazzolo
CS87: Recent development in semiparametric and nonparametric econometrics
Organizers: Marco Reale and Patrick Saart
CS58: Nowcasting
Organizers: Lucrezia Reichlin
CS59: Analysis of risk neutral financial time series
Organizers: Jeroen V.K Rombouts
CS60: Forecasting a large dimensional covariance matrix
Organizers: Eduardo Rossi
CS61: Medium-scale factor models for GDP and inflation forecasts
Organizers: Rosa Ruggeri-Cannata
CS62: Recent developments in seasonal adjustment
Organizers: Rosa Ruggeri-Cannata
CS64: Credit risk
Organizers: Simona Sanfelici
CS65: Partial information and model choice in portfolio optimization
Organizers: Joern Sass
CS66: Systemic risk tomography
Organizers: Roberto Savona and Silvia Figini
CS67: Modeling univariate and multivariate volatility
Organizers: Christos Savva
CS68: Modelling regime changes in economics and finance
Organizers: Willi Semmler
CS70: Topics in financial econometrics
Organizers: Leopold Soegner
CS71: Modelling of skewness and fat tails
Organizers: Mark Steel
CS72: Computational methods for option pricing
Organizers: Lars Stentoft
CS75: Financial modelling
Organizers: Genaro Sucarrat
CS77: Modelling volatility and correlations
Organizers: Helena Veiga
CS78: Realized correlations
Organizers: David Veredas
CS79: Topics in time series and panel data econometrics
Organizers: Martin Wagner
CS80: Japan Statistical Society: High-frequency data analysis in financial markets
Organizers: Toshi Watanabe
CS90: Financial risk modeling and management
Organizers: Jiri Witzany and Silvia Figini
CS84: Multivariate volatility models
Organizers: Jean-Michel Zakoian
CS82: The simulation of non-linear models
Organizers: Michel Juillard