KEYNOTE TALKS
| Keynote talk I | Tuesday 08.7.2025 | 09:30 - 10:20 | Room: Amphitheater 1 |
| Consistent estimation of linear regression models from different data sources with many variables in common | |||
| Speaker: M. Hirukawa | Chair: Erricos Kontoghiorghes | ||
| Keynote talk II | Tuesday 08.7.2025 | 17:35 - 18:25 | Room: Amphitheater 1 |
| The environmental impact of green bonds: Data-driven insights through statistical learning | |||
| Speaker: C. Erlwein-Sayer | Chair: Demetris Koursaros | ||
| Keynote talk III | Wednesday 09.7.2025 | 17:35 - 18:25 | Room: Amphitheater 1 |
| Detection of chaotic behaviors in stochastic systems by dispersion ratios in local block Lyapunov exponents diagrams | |||
| Speaker: Y. Liu Co-authors: R. Ichiya, R. Sagawa | Chair: Ana Colubi | ||
PARALLEL SESSIONS
| Parallel session B: HiTECCoDES2025 | Tuesday 08.7.2025 | 10:50 - 12:30 |
| Session HI002 | Room: Amphitheater 1 |
| HiTEc session: High-dimensonal and complex data | Tuesday 08.7.2025 10:50 - 12:30 |
| Chair: Enea Bongiorno | Organizer: COST Action HiTeC |
| HI0162: W. Wang | |
| Low-rank and sparse network regression | |
| HV0198: A. Munteanu, H.C. Lie | |
| On data subsampling for Poisson regression | |
| HI0174: V. Batagelj | |
| Drilling into Erasmus learning mobility flows between countries 2014-2024 | |
| HO0165: D. Weston | |
| Estimating differential entropy in high dimensional spaces |
| Session HO005 | Room: Amphitheater 2 |
| Applied econometrics and ML in economic institutions | Tuesday 08.7.2025 10:50 - 12:30 |
| Chair: Daria Scacciatelli | Organizer: Daria Scacciatelli |
| HO0207: A. Rollin, M. Berta, L. Rinaldi, C.E. De Marco, M. Bondarenko, S. DAndrea, F. Valeria, V. Macauda, D. Scacciatelli, S. Greco, S. Monaco, S. Lo Sardo, D. Apiletti, T. Cerquitelli | |
| Measuring economic sentiment in italian news | |
| HO0201: E. Cangiano, A. Rollin, D. Scacciatelli | |
| Forecasting Italian firms' default probability using Prophet: A cycle-informed approach | |
| HO0210: V. Macauda, C. Tegami | |
| ITFIN: A stock-flow consistent model for the Italian economy | |
| HO0200: S. DAndrea, S. DAndrea, G. Di Bartolomeo, P. DImperio, G. Infantino, M. Meacci | |
| The macroeconomic impact of structural reforms: The case of Italy |
| Session HO018 | Room: Lecture room 102 |
| Recent advances in complex data analysis | Tuesday 08.7.2025 10:50 - 12:30 |
| Chair: Bojana Milosevic | Organizer: Bojana Milosevic |
| HO0209: A. Ramdas | |
| Conformal changepoint localization | |
| HO0211: D. Bodenham | |
| Efficient offline nonparametric changepoint detection for univariate data | |
| HO0202: B. Milosevic, D. Aleksic | |
| Energy-distance-based two-sample testing in the presence of incomplete data | |
| HO0199: A. Srakar | |
| Parking on random spanning tree in a Hilbert space with applications to tree-based machine learning |
| Parallel session C: HiTECCoDES2025 | Tuesday 08.7.2025 | 14:00 - 15:40 |
| Session HO006 | Room: Amphitheater 2 |
| Complex research designs | Tuesday 08.7.2025 14:00 - 15:40 |
| Chair: Kalliopi Mylona | Organizer: Kalliopi Mylona |
| HO0178: M. Borrotti | |
| Beyond the Pareto front: A TOPSIS-based framework for multi-criteria design with the multiDoE R Package | |
| HO0186: Y. Englezou, S. Timotheou, C. Panayiotou | |
| Bayesian design of experiments for unmanned aerial vehicles path planning | |
| HO0214: R. Mitra | |
| Optimized recovery sampling to test for missing not at random | |
| HO0185: T. Ladas, C. May, K. Mylona, D. Pigoli | |
| NeuroBayes Design Optimizer (NBDO) for high-dimensional settings |
| Session HO011 | Room: Lecture room 102 |
| Advances in statistics and financial econometrics | Tuesday 08.7.2025 14:00 - 15:40 |
| Chair: Sandra Paterlini | Organizer: Sandra Paterlini |
| HO0181: K. Bax, A. Cehajic | |
| The role of biodiversity risk in shaping bank lending decisions | |
| HO0218: D. Maringer, S. Paterlini | |
| Improving index tracking and portfolio performance with regularization | |
| HO0220: M. Bogdan, A. Chojecki, I. Hejny, B. Kolodziejek, J. Wallin | |
| Recovering network hubs with PCGLASSO: Theory, algorithm, and performance | |
| HO0155: S. Paterlini, A. Fulci, E. Taufer | |
| An l0-constrained and l1-regularized estimator for graphical models |
| Session HO015 | Room: Amphitheater 1 |
| Machine learning for high dimension time series | Tuesday 08.7.2025 14:00 - 15:40 |
| Chair: Weining Wang | Organizer: Weining Wang |
| HO0154: C. Lam, Z. Cen | |
| Matrix-valued factor model with time-varying main effects | |
| HO0164: R.-B. Chen | |
| A modified VAR-deGARCH model for asynchronous multivariate financial time series via variational Bayesian inference | |
| HO0189: C. Huang, V. Chernozhukov, I. Fernandez-Val, W. Wang | |
| Arellano-Bond LASSO estimator for dynamic linear panel models | |
| HO0212: Y. He, B. Zhang | |
| Testing for spurious factor analysis on high dimensional nonstationary time series |
| Parallel session D: HiTECCoDES2025 | Tuesday 08.7.2025 | 16:10 - 17:25 |
| Session HO009 | Room: Amphitheater 1 |
| Topics in financial econometrics | Tuesday 08.7.2025 16:10 - 17:25 |
| Chair: Leopold Soegner | Organizer: Leopold Soegner |
| HO0153: M. Ertl, R. Kunst, A. Wende | |
| On the influence of the choice of seasonal adjustment method on forecasting national accounts aggregates across the EU | |
| HO0166: L. Soegner, M. Wagner | |
| Online breakpoint-detection in cointegrating relationships | |
| HO0192: M. Abdollahi | |
| Monitoring structural breaks in vector autoregressive models |
| Session HO012 | Room: Lecture room 102 |
| High-dimensional probability and machine learning | Tuesday 08.7.2025 16:10 - 17:25 |
| Chair: Andrej Srakar | Organizer: Andrej Srakar |
| HO0213: Y. Zhang | |
| Spectral estimators for multi-index models | |
| HO0216: F. Benning, L. Doering | |
| Gradient span algorithms make predictable progress in high dimension | |
| HC0222: F. Maturo, A. Porreca | |
| Partial dependence and functional principal component-based reconstruction for explainable functional random forests |
| Session HO019 | Room: Amphitheater 2 |
| Bayesian methods, decision-making, and experimental designs | Tuesday 08.7.2025 16:10 - 17:25 |
| Chair: Matteo Borrotti | Organizer: Matteo Borrotti |
| HO0172: F. Pavesi, A. Candelieri | |
| Bayesian optimization on the space of symmetric positive definite matrices | |
| HO0176: V. Zangirolami, M. Borrotti, A. Candelieri | |
| Conformal prediction for safe decision-making | |
| HO0182: K. Mylona, C. May, T. Ladas, D. Pigoli | |
| Optimal experimental designs for function-on-function linear models |
| Parallel session F: HiTECCoDES2025 | Wednesday 09.7.2025 | 09:05 - 10:20 |
| Session HI023 | Room: Amphitheater 1 |
| HiTEc session: Bayesian methods and text mining | Wednesday 09.7.2025 09:05 - 10:20 |
| Chair: Bernardo Nipoti | Organizer: COST Action HiTeC |
| HI0183: L. Kontoghiorghes, A. Colubi, G. Kapetanios | |
| Evolution of prevalence and dominance of HiTEc topics | |
| HI0191: A. Staszewska-Bystrova, V. Naboka-Krell, V. Bystrov, P. Winker | |
| Sampling uncertainty of research topics | |
| HI0228: B. Nipoti, F. Barile, S. Lunagomez | |
| Bayesian modeling of multiple network data |
| Session HO021 | Room: Amphitheater 2 |
| Advanced statistical tools in risk management | Wednesday 09.7.2025 09:05 - 10:20 |
| Chair: Massimiliano Caporin | Organizer: Massimiliano Caporin, Alessandra Amendola |
| HO0159: M. Caporin, M. Billio, S. Paterlini, R. Yang | |
| Optimizing portfolios through ESG risk budgeting | |
| HO0160: L. Garcia-Jorcano, M. Caporin, J.-A. Jimenez-Martin | |
| Diversifying risk parity portfolios with high-frequency principal components | |
| HO0173: V. Candila, O. Cepni, G. Gallo, R. Gupta | |
| The role of local and global economic policy uncertainty in GARCH-MIDAS forecasts of US state-level volatility |
| Parallel session G: HiTECCoDES2025 | Wednesday 09.7.2025 | 10:50 - 12:30 |
| Session HI046 | Room: Amphitheater 1 |
| HiTEc session: Econometrics and machine learning | Wednesday 09.7.2025 10:50 - 12:30 |
| Chair: Christina Erlwein-Sayer | Organizer: COST Action HiTeC |
| HI0157: T. Tsenova | |
| Enhancing economic forecasts through Hilbert space projection methods | |
| HI0215: A. Petukhina, A. Tetereva | |
| Advancing Markowitz: Asset allocation forest | |
| HI0223: R. Alzbutas, V. Abraskeviciute, A. Kybartaite-Ziliene, G. Alzbutiene | |
| Statistical methods and supervised-unsupervised machine learning for EEG signal analysis and detection of brain injury | |
| HI0225: K. Maennasoo, K. Kepp | |
| Explaining switching behavior: Consumer attention and choice in car insurance market |
| Session HO014 | Room: Lecture room 102 |
| Recent developments in hypothesis testing | Wednesday 09.7.2025 10:50 - 12:30 |
| Chair: Marija Cuparic | Organizer: Marija Cuparic |
| HO0193: N. Villanueva | |
| Comparision of k regression curves in R using a new R package | |
| HO0203: M. Cuparic, D. Bucalo Jelic, B. Milosevic | |
| Independence testing for mixed-type data using distributional transformations | |
| HO0206: D. Gaigall, J. Gerstenberg | |
| On resampling tests and the nested simulation problem | |
| HO0208: M. Obradovic, K. Halaj, B. Milosevic | |
| A new class of goodness-of-fit tests using weighted degenerate U-statistics |
| Session HO010 | Room: Amphitheater 2 |
| Statistical methods for complex data structures | Wednesday 09.7.2025 10:50 - 12:30 |
| Chair: Maria Brigida Ferraro | Organizer: Maria Brigida Ferraro |
| HO0167: A. Lopez Oriona, Y. Sun, J. Vilar | |
| Clustering locally stationary time series using quantile autocorrelations | |
| HO0177: P. Giordani | |
| Clustering models for multi-view data | |
| HO0180: M. Cremona, J. Di Iorio, F. Chiaromonte | |
| funBIalign: A hierarchical algorithm for functional motif discovery | |
| HO0196: J. Grana Colubi, G. Gonzalez-Rodriguez, A.B. Ramos-Guajardo | |
| Estimation of a simple linear regression model for random star-shaped sets |
| Parallel session H: HiTECCoDES2025 | Wednesday 09.7.2025 | 14:00 - 15:40 |
| Session HI045 | Room: Amphitheater 1 |
| HiTEc session: Nonparametric and functional-based methods | Wednesday 09.7.2025 14:00 - 15:40 |
| Chair: Matus Maciak | Organizer: COST Action HiTeC |
| HI0224: A. Bathke | |
| Combining nonparametric functionals for more effective decision-making and inference | |
| HI0205: M. Maciak | |
| Functional profile completion: An R package | |
| HI0179: E. Bongiorno, A. Goia, K.L.L. Chan | |
| Functional shape outliers as contamination in complexity mixtures | |
| HV0197: A.B. Ramos-Guajardo, M.B. Ferraro, G. Gonzalez-Rodriguez | |
| Generalization of the Mahalanobis distance for star-shaped sets: An application to fuzzy clustering |
| HO0169: A. Stephan, M. Sahamkhadam | |
| Multiobjective optimization of ESG bond portfolios: A copula-based dynamic Nelson-Siegel approach | |
| HO0175: A. Amendola, P. Giudici, A.E. Bernardelli | |
| Measuring inequality in the adoption of ESG scores by small and medium enterprises | |
| HO0190: M. Restaino, M. La Rocca, M. Niglio, S. Mphaya | |
| Structural patterns and country effects in global ESG performance | |
| HO0194: C. Liberati, C. Bottai, L. Crosato | |
| Predicting bankruptcy of micro-enterprises by industry: Integrating financial and web-based indicators |
| Session HO003 | Room: Amphitheater 2 |
| Dimension reduction | Wednesday 09.7.2025 14:00 - 15:40 |
| Chair: Andreas Artemiou | Organizer: Andreas Artemiou |
| HO0158: E. Christou, E. Solea, S. Wang, J. Song | |
| Sufficient dimension reduction for the conditional quantiles of functional data | |
| HO0184: E. Solea | |
| Robust inverse regression for multivariate elliptical functional data | |
| HO0195: A. Alqarni | |
| Robust sufficient dimension reduction for multivariate time series analysis | |
| HC0156: H. Rika, D. Vilenchik, J. Lee, J. Lee | |
| Unveiling the latent space: Dimension reduction for concepts discovery in GNN-based combinatorial optimization |
| Parallel session I: HiTECCoDES2025 | Wednesday 09.7.2025 | 16:10 - 17:25 |
| Session HC028 | Room: Amphitheater 1 |
| Econometric theory | Wednesday 09.7.2025 16:10 - 17:25 |
| Chair: Masayuki Hirukawa | Organizer: COST Action HiTeC |
| HC0221: J.M. Rodriguez-Poo, A. Soberon, S. Sperlich | |
| Inference on panel data models with a generalized factor structure | |
| HV0219: A. Soberon, D. Henderson, J.M. Rodriguez-Poo, T. Wang | |
| Estimation of functional coefficient panel data models with endogenous selectivity and fixed effects | |
| HV0170: S. Halkiewicz | |
| NA-DiD: Extending Difference-in-Differences with capabilities |
| Session HC030 | Room: Amphitheater 2 |
| Applied statistics and econometrics | Wednesday 09.7.2025 16:10 - 17:25 |
| Chair: Maria Brigida Ferraro | Organizer: COST Action HiTeC |
| HC0217: R. Seymour | |
| A partially pooled Bayesian hierarchical model for aggregated relational survey data | |
| HC0226: D. Koursaros | |
| Financial literacy and advice: Substitutes or complements | |
| HC0227: P. Mousavi, J.P. Nielsen, T. Franus | |
| Long-term forecasting of stock returns: Avoid overly complex machine learning and prioritize benchmarking |