KEYNOTE TALKS
| Keynote talk 1 | Saturday 23.3.2024 | 09:00 - 09:50 | Room: Amphitheater 1 |
| Combinatorial algorithms for variable selection in regression | |||
| Speaker: C. Gatu Co-authors: M. Hofmann, M. Demosthenous, E. Kontoghiorghes | Chair: Erricos Kontoghiorghes | ||
| Keynote talk 2 | Sunday 24.3.2024 | 17:35 - 18:25 | Room: Amphitheater 1 |
| Fuzzy clustering: From numerical to complex data | |||
| Speaker: M.B. Ferraro | Chair: Ana Colubi | ||
PARALLEL SESSIONS
| Parallel session B: HiTECCoDES2024 | Saturday 23.3.2024 | 10:20 - 12:25 |
| Session HI028 | Room: Amphitheater 2 |
| Electricity markets and applied machine learning | Saturday 23.3.2024 10:20 - 12:25 |
| Chair: Christina Erlwein-Sayer | Organizer: COST Action HiTeC |
| HI0163: A. Petukhina, C. Erlwein-Sayer, M. Phan, M. Basangova, A. Conda, V. Bolovaneanu, A. Melzer | |
| Day-ahead probability forecasting for redispatch 2.0 measures | |
| HI0172: C. Erlwein-Sayer, T. Sayer, F. Schirra, S. Grimm | |
| Regime shifts in LSTM models for spot prices | |
| HC0178: E. Paschalidou, N. Thomaidis | |
| Understanding the drivers of electricity prices in the day-ahead market: A factor analysis approach | |
| HI0162: D. Scacciatelli, E. Cangiano, F. De Napoli | |
| A hybrid machine learning framework for tax revenues monitoring | |
| HC0171: W. Orzeszko, P. Fiszeder, G. Dudek, P. Kobus | |
| Application of machine learning methods to forecast cryptocurrencies volatility |
| Parallel session C: HiTECCoDES2024 | Saturday 23.3.2024 | 14:00 - 15:40 |
| Session HO017 | Room: Amphitheater 1 |
| Advances on high-dimensional and complex data | Saturday 23.3.2024 14:00 - 15:40 |
| Chair: Eugen Pircalabelu | Organizer: Eugen Pircalabelu |
| HO0177: J. Zhou | |
| Asymptotic normality and bias correction in high-dimensional statistical inference with regularized estimators | |
| HO0188: A. Munteanu, S. Omlor | |
| Turnstile $\ell_p$ leverage score sampling with applications | |
| HO0190: A. Artemiou | |
| (Almost) real time outlier detection via principal least squares support vector machines | |
| HC0205: M. Sauvenier, S. Van Bellegem | |
| Direction identification and minimax estimation by generalized eigenvalue problem in high dimensional sparse regression |
| Session HO022 | Room: Amphitheater 2 |
| Machine learning and text-processing for high-dimensional data | Saturday 23.3.2024 14:00 - 15:40 |
| Chair: Miroslav Stefanik | Organizer: Miroslav Stefanik |
| HO0206: R. Pater, M. Beresewicz, H. Cherniaiev | |
| Estimating the number of entities with vacancies using administrative and online data | |
| HO0164: Z. Kostalova, M. Stefanik, S. Lyocsa | |
| Forecasting online job vacancy attractiveness | |
| HO0181: T. Plihal, O. Deev | |
| Graph convolutional networks for bankruptcy prediction in P2P Bondora market | |
| HO0182: S. Lyocsa | |
| Forecasting financial cycle: Machine learning approach |
| Parallel session D: HiTECCoDES2024 | Saturday 23.3.2024 | 16:10 - 18:15 |
| Session HI004 | Room: Amphitheater 1 |
| Statistical modelling and causal inference for text data | Saturday 23.3.2024 16:10 - 18:15 |
| Chair: Andrej Srakar | Organizer: COST Action HiTeC, Andrej Srakar |
| HI0160: K. Mylona | |
| Optimal experimental designs for the industry: Case studies | |
| HC0183: L. Piancastelli, N. Friel | |
| Clustered Mallows model | |
| HO0211: A. Srakar | |
| Spectral CLTs with long memory for causal inference in augmented large language models | |
| HO0216: R. Mozer, L. Miratrix | |
| Matching with text data: An experimental evaluation of methods for matching documents and of measuring match quality |
| Session HO020 | Room: Amphitheater 2 |
| Recent developments in models for data processing | Saturday 23.3.2024 16:10 - 18:15 |
| Chair: Marija Cuparic | Organizer: Marija Cuparic |
| HO0167: S. Lotspeich | |
| Extrapolation before imputation reduces bias when imputing heavily censored covariates | |
| HO0208: B. Milosevic, M. Cuparic, B. Ebner | |
| Testing independence for spherical and hyperspherical data: Kernel-based approach | |
| HO0218: G. Grobler, S. Meintanis, E. Taufer, D. Belomestny | |
| Estimation and goodness-of-fit testing of Levy processes: The variance gamma process | |
| HO0212: M. Cuparic, D. Aleksic, B. Milosevic | |
| Testing independence in the presence of data missing completely at random |
| Session HO021 | Room: Lecture room 1 |
| Theoretical and computational aspects of complex data models | Saturday 23.3.2024 16:10 - 18:15 |
| Chair: Matus Maciak | Organizer: Matus Maciak |
| HO0220: M. Matouskova, J. Picek, P. Prucha | |
| Financial time series modelling using artificial intelligence | |
| HO0210: S. Gavioli-Akilagun, P. Fryzlewicz | |
| Fast and optimal inference for change points in piecewise polynomials via differencing | |
| HO0173: M. Hrba, M. Maciak, B. Pestova, M. Pesta | |
| Bootstrapping not independent and not identically distributed data | |
| HO0176: K. Hron, N. Stefelova, J. de Sousa, J. Palarea-Albaladejo, D. Dobesova, A. Kvasnicka, D. Friedecky | |
| Selective pivot log-ratio coordinates for classification in high-dimensional compositional data | |
| HO0179: M. Maciak | |
| Online instability detection in a nonlinear expectile model: Theoretical and computational aspects |
| Parallel session F: HiTECCoDES2024 | Sunday 24.3.2024 | 09:00 - 10:15 |
| Session HO013 | Room: Amphitheater 2 |
| Advances in statistical tools for economics and finance | Sunday 24.3.2024 09:00 - 10:15 |
| Chair: Alessandra Amendola | Organizer: Vincenzo Candila, Alessandra Amendola |
| HO0184: A. Bitetto, P. Cerchiello | |
| Initial coin offerings: Can ESG mitigate underpricing? | |
| HO0187: A. Grimaldi, A. Amendola, W. Distaso | |
| Political cohesion and economic growth: The case of GDP for Italy | |
| HO0191: V. Candila, L. Aldieri, A. Amendola | |
| Examining the influence of ESG rates on the composition of the global minimum variance portfolio |
| Session HO019 | Room: Amphitheater 1 |
| Statistical inference | Sunday 24.3.2024 09:00 - 10:15 |
| Chair: Andreas Artemiou | Organizer: Andreas Artemiou |
| HO0156: A. Karagrigoriou, I. Mavrogiannis, I. Vonta, G. Papasotiriou | |
| Statistical inference for extreme value analysis | |
| HO0158: A. Makrides, A. Karagrigoriou, I. Vonta, T. Dimitrakopoulou | |
| Statistical analysis in the presence of several competing risks | |
| HO0169: K. Ntotsis, A. Artemiou, A. Karagrigoriou | |
| Addressing complex feature relationships: Harnessing the kernel association coefficient for nonlinear associations |
| Session HP001 | Room: Lecture room 1 |
| Poster Session (virtual) | Sunday 24.3.2024 09:00 - 10:15 |
| Chair: Marios Demosthenous | Organizer: COST Action HiTeC |
| HP0196: A. Jarynowski, V. Belik | |
| Causal models and phylo-spatio-temporal, multidimensional epidemiology: Dark figure estimation | |
| HP0199: A. Kulli | |
| Analyzing the volatility of daily time series FOREX rates by using GARCH models: A case study from Albania |
| Parallel session G: HiTECCoDES2024 | Sunday 24.3.2024 | 10:45 - 12:25 |
| Session HI025 | Room: Amphitheater 2 |
| Text mining | Sunday 24.3.2024 10:45 - 12:25 |
| Chair: Cristian Gatu | Organizer: COST Action HiTeC |
| HI0165: V. Naboka-Krell, V. Bystrov, A. Staszewska-Bystrova, P. Winker | |
| Analyzing the impact of removing infrequent words on topic quality in LDA models | |
| HI0193: S. Hadjiantoni, B. Lausen, H. Yang, R. Petraityte, Y. Long | |
| Automatic detection of industry sectors in legal articles using machine learning approaches | |
| HI0195: L. Kontoghiorghes, A. Colubi | |
| Data augmentation for testing subject alignment with a COST Action | |
| HI0150: V. Batagelj | |
| Weighted degrees and truncated derived networks |
| Session HO023 | Room: Amphitheater 1 |
| High dimensional statistics | Sunday 24.3.2024 10:45 - 12:25 |
| Chair: Andreas Artemiou | Organizer: Andreas Artemiou |
| HO0168: B. Jones | |
| Generalized sufficient dimension reduction in the presence of categorical predictors | |
| HO0189: L. Heinonen, J. Virta | |
| A method for sparse and robust independent component analysis | |
| HC0223: A. Alzahrani | |
| Envelope-based support vector machine classifier | |
| HI0166: T. Tsenova | |
| Extracting insights from large and complex datasets: Examples of dimensionality reduction by applying economic theory |
| Session HO024 | Room: Lecture room 1 |
| Statistical models and methods for education evaluation | Sunday 24.3.2024 10:45 - 12:25 |
| Chair: Marialuisa Restaino | Organizer: Marialuisa Restaino |
| HO0180: C. Usala, M. Porcu, I. Sulis | |
| The role of schools in shaping university careers: Evidence from Italy | |
| HO0192: M. Zenga, A. Marshall | |
| What we learn from PISA 2022? | |
| HO0194: L. Scaffidi Domianello, S. Bacci, B. Bertaccini | |
| Clustering of Italian higher education institutions based on a destination: Specific approach | |
| HO0201: M. Restaino, M. Niglio, M. La Rocca, M.P. Vitale | |
| Educational data mining for predicting students' success |
| Parallel session H: HiTECCoDES2024 | Sunday 24.3.2024 | 14:00 - 15:40 |
| Session HO012 | Room: Amphitheater 1 |
| Low-dimensional structures in high-dimensional data | Sunday 24.3.2024 14:00 - 15:40 |
| Chair: Dan Vilenchik | Organizer: Dan Vilenchik |
| HO0207: H. Rika, D. Vilenchik, D. Ben-Michael | |
| The DNA of sarcasm and its implication in cross-domain tasks | |
| HC0203: D. Vilenchik | |
| Towards reverse algorithmic engineering of neural networks | |
| HC0213: S. Cohen | |
| Drug repurposing using link prediction on knowledge graphs | |
| HO0175: D.P. Suda, M. Attard, F. Sammut, D. Vilenchik | |
| Addressing high-dimensionality for dynamic principal components analysis in the frequency domain | |
| HO0224: I. Cohen | |
| A general framework for learning-augmented online allocation |
| Session HO014 | Room: Amphitheater 2 |
| Complex data analysis: Model specification | Sunday 24.3.2024 14:00 - 15:40 |
| Chair: Bojana Milosevic | Organizer: Bojana Milosevic |
| HO0157: S. Loizidou, A. Anastasiou, C. Ley | |
| Optimal testing for symmetry on the torus | |
| HO0174: A. Fischer, R. Gaunt, Y. Swan | |
| New estimators for directional data | |
| HO0202: G. Bernard | |
| Multivariate sign tests for sphericity: Dealing with skewness and dependent observations | |
| HO0217: J. Visagie, F. Lombard, C. Pretorius | |
| On estimating the mode of an angular distribution |
| Parallel session I: HiTECCoDES2024 | Sunday 24.3.2024 | 16:10 - 17:25 |
| Session HI026 | Room: Amphitheater 1 |
| Financial econometrics | Sunday 24.3.2024 16:10 - 17:25 |
| Chair: Leopold Soegner | Organizer: COST Action HiTeC |
| HI0159: L. Soegner, M. Wagner | |
| Open-end monitoring of structural breaks in the cointegration VAR | |
| HC0170: W. Barreto-Souza, F. Mendes, S. Ndreca | |
| Gamma-driven Markov processes with application to realized volatility |
| Session HO016 | Room: Amphitheater 2 |
| Risk analysis and machine learning applications | Sunday 24.3.2024 16:10 - 17:25 |
| Chair: Robertas Alzbutas | Organizer: Robertas Alzbutas |
| HO0198: I. Dunduliene, R. Alzbutas | |
| Machine learning and uncertainty analysis for remaining value estimation | |
| HO0197: M. Lukauskas | |
| Data clustering methods and large language models applications | |
| HO0200: M. Kavaliauskas | |
| Delayed payment modelling using machine learning methods |