KEYNOTE TALKS
| Keynote talk 1 | Monday 03.4.2023 | 09:00 - 10:00 | Room: Triton 1+2 |
| Portmanteau tests for VARMA models: Chitturi, Hosking, and Li-McLeod revisited | |||
| Speaker: M. Hallin | Chair: Ana Colubi | ||
| Keynote talk 2 | Tuesday 04.4.2023 | 17:40 - 18:30 | Room: Triton 1+2 |
| Adaptive combinations of tail-risk forecasts | |||
| Speaker: A. Amendola Co-authors: V. Candila, A. Naimoli, G. Storti | Chair: Erricos Kontoghiorghes | ||
PARALLEL SESSIONS
| Parallel session B: HiTECCoDES2023 | Monday 03.4.2023 | 10:30 - 12:00 |
| Session HC011 | Room: Business center |
| High-dimensional and complex data analysis | Monday 03.4.2023 10:30 - 12:00 |
| Chair: Cristina Mollica | Organizer: COST Action HiTeC |
| HC0153: H. Langen, M. Huber | |
| Causal machine learning in marketing: Assessing and improving the performance of a coupon campaign | |
| HC0165: G. Martos, M. de Carvalho, A. Svetlosak | |
| Reign-and-conquer clustering algorithm | |
| HC0158: Z. Liu | |
| Can CEO vocal cues help to predict future firm performance? | |
| HC0155: M.C. Miranda, M. Souto de Miranda, I. Gomes | |
| A comparative study on robust estimators of the extremal index |
| Parallel session C: HiTECCoDES2023 | Monday 03.4.2023 | 12:10 - 13:10 |
| HO0185: B. Popovic | |
| An integral transform of the copula function | |
| HV0171: A. Mijanovic | |
| A numerical inversion of the bivariate logistic characteristic function | |
| HV0172: V. Corovic | |
| Discrete orthogonal polynomials in linear regression |
| Parallel session D: HiTECCoDES2023 | Monday 03.4.2023 | 14:40 - 16:10 |
| Session HI025 | Room: Triton 1+2 |
| HiTEc Session III | Monday 03.4.2023 14:40 - 16:10 |
| Chair: Sandra Paterlini | Organizer: COST Action HiTeC |
| HC0184: A. Petukhina, I. Agakishev, K. Kozmik | |
| Energy trading in day-ahead market | |
| HC0187: R. Alzbutas, I. Dunduliene | |
| Uncertain knowledge and machine learning application for trade risk prediction and sensitivity identification | |
| HI0151: S. Paterlini, R. Riccobello, G. Bonaccolto, P.J. Kremer, M. Bogdan | |
| Sparse graphical modelling for minimum variance portfolios | |
| HI0156: Y. Keller | |
| Deep learning approach for forecasting financial time series trends |
| Parallel session E: HiTECCoDES2023 | Monday 03.4.2023 | 16:40 - 18:10 |
| Session HO003 | Room: Triton 1+2 |
| Recent advances in clustering | Monday 03.4.2023 16:40 - 18:10 |
| Chair: Maria Brigida Ferraro | Organizer: Cristina Mollica, Maria Brigida Ferraro |
| HO0162: C. Rampichini | |
| Deep clustering: The use of the fuzzy k-means loss function in the simultaneous approach | |
| HO0175: M.B. Ferraro, P. Giordani, M. Vichi | |
| Fuzzy two-mode clustering: How to determine the optimal number of clusters | |
| HO0164: D. Failli, M.F. Marino, F. Martella | |
| Biclustering bipartite networks via a finite mixture approach | |
| HO0182: M. Crispino, C. Mollica, V. Astuti, L. Tardella | |
| Efficient and accurate inference for mixtures of Mallows models with Spearman distance |
| Parallel session F: HiTECCoDES2023 | Tuesday 04.4.2023 | 09:00 - 10:30 |
| Session HO002 | Room: Triton 1+2 |
| Model specification testing for complex data: Methodology and applications | Tuesday 04.4.2023 09:00 - 10:30 |
| Chair: Bojana Milosevic | Organizer: Bojana Milosevic |
| HO0167: V. Djordjilovic | |
| A Bartlett-type correction for likelihood ratio tests with application to testing equality of Gaussian graphical models | |
| HO0169: A. Srakar | |
| Distributional information criteria for Irpino-Verde two-component regression | |
| HO0173: D. Edelmann, T. Terzer, A. Benner | |
| The time to progression ratio in molecular tumor trials | |
| HO0174: B. Milosevic, Z. Lukic | |
| Testing for the equality of matrix distributions in the space of positive semi-definite random matrices |
| Parallel session G: HiTECCoDES2023 | Tuesday 04.4.2023 | 11:00 - 12:30 |
| Session HI026 | Room: Business center |
| HiTEc Virtual Session | Tuesday 04.4.2023 11:00 - 12:30 |
| Chair: Eugen Pircalabelu | Organizer: COST Action HiTeC |
| HI0159: L. Soegner, P. Gersing, M. Deistler, C. Rust | |
| Mixed-frequency dynamic factor models | |
| HI0157: I. Gomes | |
| Population growth, Extreme Value Theory (EVT) and geometrically thinned EVT | |
| HV0180: M. Zhang | |
| A clustering ensemble framework for learning mixtures of Gaussian processes | |
| HV0183: E. Pircalabelu, E. Nezakati Rezazadeh | |
| Distributed estimation and inference for conditional Gaussian graphical models under an unbalanced distributed setting |
| Session HO018 | Room: Triton 1+2 |
| Modeling complex time series | Tuesday 04.4.2023 11:00 - 12:30 |
| Chair: Degui Li | Organizer: Degui Li |
| HC0166: J. Bruha | |
| A note on estimation of the common component in dynamic factor models | |
| HO0176: D. Li | |
| Inference of grouped time-varying network vector autoregression models | |
| HO0177: X. Zhang, W. Wang, X. Zhang | |
| Asymptotic properties of synthetic control method | |
| HO0178: K. Nadarajah, G. Martin, I. Perera, D. Poskitt | |
| Estimation and prediction in mis-specified fractionally integrated models with an unknown mean |
| Parallel session H: HiTECCoDES2023 | Tuesday 04.4.2023 | 14:30 - 15:30 |
| Session HI007 | Room: Triton 1+2 |
| HiTEc Session II | Tuesday 04.4.2023 14:30 - 15:30 |
| Chair: Cristian Gatu | Organizer: COST Action HiTeC |
| HI0163: K. Mylona | |
| Designing optimal experiments | |
| HI0161: M. Demosthenous, C. Gatu, E. Kontoghiorghes, A. Colubi | |
| Computational strategies for regression model selection in the high-dimensional case | |
| HC0186: V. Batagelj | |
| On the structure of the network of European airports and airlines |
| Parallel session I: HiTECCoDES2023 | Tuesday 04.4.2023 | 16:00 - 17:30 |
| Session HI006 | Room: Triton 1+2 |
| HiTEc Session I | Tuesday 04.4.2023 16:00 - 17:30 |
| Chair: Peter Winker | Organizer: COST Action HiTeC |
| HI0152: D. Vilenchik | |
| Textual data augmentation for rare classes | |
| HI0160: L. Kontoghiorghes, A. Colubi | |
| A comparison of two-sample tests for thematic prevalence under various topic models | |
| HI0154: P. Winker | |
| Visualizing topic uncertainty in topic modelling | |
| HI0168: F. Sammut, D.P. Suda, S. Zammit | |
| Common topic identification in online Maltese news portal comments |