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Joint Econometrics and Statistics Workshops

Please click here to find details of the Joint Econometrics and Statistics Workshops

Statistics Seminars

The Department of Statistics hosts seminars throughout the year. Seminars take place on Friday afternoons at 2pm, unless otherwise stated, in the Leverhulme Library (B617). All are very welcome to attend and refreshments are provided. Please contact the seminar administrator, Sabina Allam, for further information about any of these seminars.

25 September	Hernando Ombao (Brown University) Time-frequency measures of dependence for multivariate time series Ioannis Ntzoufras (Athens University of Economics and Business)- 3.15pm Incorporating cost in Bayesian Variable Selection, with application to cost-effective measurement of quality of health care
2 October	Nikos Demiris (Agricultural University of Athens)- 3.30pm Survival Extrapolation with applications in Health Economics
9 October	Wicher Bergsma (LSE) Marginal Models for Dependent, Clustered, and Longitudinal Categorical Data
30 October	Rong Chen (Rutgers University) Functional Time Series Driven by Dynamic Systems
4 December	Jian Zhang (University of York) Model based biclustering
11 December	Richard Nickl (University of Cambridge) Confidence Bands in Density Estimation
5 February	Guy Nason (University of Bristol) Costationarity of locally stationary time series
19 February	Alexy Koloydenko (Royal Holloway University) A New Hybrid Risk-Based Approach to Hidden Layer Inference in Hidden Markov Models
26 February	Krzysztof Latuszynski (University of Warwick) Making black boxes out of black boxes - the Bernoulli Factory problem and its applications
5 March	Robert Gramacy (University of Cambridge)- 4.00pm Particle Learning for Trees with Applications to Sequential Design and Optimization
14 May	Juan- Pablo Ortega (Université de Franche-Comté)

Risk and Stochastics Seminars

Please contact the seminar administrator, Sabina Allam, for further information about any of these seminars. All are very welcome to attend.

29 October	Andreas Kyprianou Simulation of the maximum of a Levy and applications in finance
19 November	Anja Richter The differentiability of quadratic BSDEs driven by martingales and an application to utility maximization
26 November	Selim Gokay Binomial market for Cetin-Jarrow-Protter model of liquidity
7 December	David Stanford Credibility for Phase-type Distributions with a Single Risk Parameter
21 January	Savas Dayanik (Joint Risk and Stochastics and Financial Maths Seminar ) Wiener disorder problem with observations at fixed discrete time epochs
11 February	Paolo Guasoni The Incentives of Hedge Fund Fees and High-Water Marks
15 February	Daniel Dufresne Beta-Gamma Algebra, Discounted Cash-Flows, and Barnes' Lemmas
18 February	Damien Lamberton (Joint Risk and Stochastics and Financial Maths Seminar ) Critical price near maturity for the American put in an exponential Lévy model
25 February	Tomas Bjork (Joint Risk and Stochastics and Financial Maths Seminar ) Time inconsistent stochastic control
4 March	Marc Yor Construction of self -similar Martingales, using the Azéma -Yor algorithm for Skorokhod embedding
11 March	Hans Rudolf Lerche (Joint Risk and Stochastics and Financial Maths Seminar ) Blackwell Prediction
22 March	Risk and Stochastics Day 2010-click here
29 April	Yulya Mishura (Joint Risk and Stochastics and Financial Maths Seminar ) Financial applications of the models with long-range dependence
6 May	Michael Schmutz Symmetry based Semi-Static Hedging Strategies for several Multi-Asset Options with Barriers
20 May	Miklos Rasony TBA

Previous Events

Full details of previous events in the Department of Statistics can be found here.

Last updated 29 Jan 10