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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

RIJ / HX 2020

October 2nd - October 7th, 2020 
Buckow, Germany

 

Organization and contact information

Wolfgang Härdle
Vanessa Guarino
Kainat Khowaja
Raphael Reule

IRTG 1792
Humboldt University of Berlin
Dorotheenstr 1
10117 Berlin, Germany
 

Tel .:

+49 - 30 - 2093 99469

E-mail:

irtg1792.wiwi@hu-berlin.de

 

IRTG Short Course

 

 

 

Venue

Strandhotel Vier Jahreszeiten

Ringstraße 5-6

15377 Buckow (Märkische Schweiz)

 

 

 

Participants

 

 

HUB, DE                                                      

Wolfgang Härdle 

               

Junjie HU

Daniel Jacob

Min bin LIN

Kainat Khowaja

Konstantin Häusler

Wendy WANG

Georg Keilbar

Anna Shchekina

Elizaveta Zinovyeva

Vanessa Guarino

Marius Sterling

Raphael Reule

 

 

Berlin School of Economics and Law, DE

 

Francis LIU

 

Deutsche Bank Risk Lab, DE

 

Jovanka Lili Matic

Ilyas Agakishiev

 

 

DYOS GmbH, DE


Bruno Spilak

 

 

HANFA, CR


Maria Culjak

 

 

Huazhong University of
Science and Technology, CN

 

Ang LI

 

 

Fraunhofer Institute for Applied
Information Technology, DE

 

Justin Hellermann

Xiamen University, CN

 

Yinggang ZHOU

Yanfen ZHANG

 

 

University of York, UK

 

Weining WANG

 

 

Ecole Polytechnique, FR

 

Erwan Scornet

 

 

PricewaterhouseCoopers Düsseldorf, FRG

 

Sergei Sizov

Danial Saef

 

 

Rutgers University, US

 

Cheng-Few LEE

 

 

Chinese Academy of Sciences, CN

 

Rui REN

 

 

University of Paderborn, DE

 

Yuanhua Feng

 

 

Université de Sousse, TN

 

Souhir Ben Amor

 

 

PIMCO Europe Ltd - Investment Deutschland GmbH, DE

 

Michael Althof

 

European Commission Horizon 2020 - FinTech Project , DE

Alla Petukhina

 

 

Schedule

 

Talk schedule:

 

Please note, that we will randomly choose speakers via a random number generator out of the numbered participants pool.

Every participant should therefore check with either Prof. Härdle or Raphael Reule about their talk topic.

If you do participate without having any output, you will have to pay all respective costs of this event yourself!

 

 

Please check with  mentimeter.com

 

Note for Time Slot Arrangement:

 

The time slot for every regular-talk is 30-minute = a 25-minute presentation + a 5-minute discussion.

The time slot for every short-talk is 20-minute = a 15-minute presentation + a 5-minute discussion.

 

 

Best PhD researcher talk:

 

Each discussion will be led by an audience chosen randomly. (Everyone has a chance to give her/his/diverse opinion).

Furthermore we will use a mobile app, which every participant needs to download in order to immediately anonymously grade the given talk.

 

 

Day Time

Speaker              

Title                                  

Friday
(02.10.2020)
12:00 Arrival
Canapé's on site
1st Session, Chair: Raphael Reule

 

13:00-13:10

 

Welcome

Prof. Wolfgang K. Härdle

 

 

13:10-14:30

Newcomer Introduction "Map/Food/Smiles"

TBA , Wolfgang K. Härdle

14:30-15:00

Keynote Talk I - TBA

TBA

 

 

15:00-16:40

Short Course I - Yuanhua FENG 

Fractionally integrated Log-GARCH with application to VaR and Expected Shortfall

Poster

16:40-17:00 Coffee Break
2nd Session, Chair: TBA

17:00-18:10

Short Course II - TBA

TBA

Poster

Cool-Down Session

18:10-18:40

Sauna

 

19:00-22:00

 

Ristorante Castello Angelo
Wriezener Str. 59, 15377 Buckow

 

Saturday
(03.10.2020)
1st Session, Chair: TBA
09:30-10:00 TBA TBA
10:00-10:30 TBA TBA
10:30-11:00 TBA TBA
11:00-11:30 Coffee Break
2nd Session, Chair: TBA
11:30-12:00 TBA TBA
12:00-12:30 TBA TBA
12:30-15:00 Lunch Break
3nd Session, Chair: TBA
15:30-16:00 TBA TBA
16:00-16:30 TBA TBA
16:30-17:00 TBA TBA
 

 

19:00-22:00

 

BBQ Terrace Dinner
Terasse, Seezimmer, Herrenzimmer

 

Sunday
(04.10.2020)

10:00-12:00

Optional Activities

Excursion/Lunch

 

12:00-15:00

 

Pritzhagener Mühle, 
Lindenstraße 74, 15377 Oberbarnim

 

15:00-16:00

IRTG Meeting at Pritzhagener Mühle

Teaching WT 20/21 (...)

Mini projector required!

Session, Chair: TBA
16:00-17:00

Short Course III - TBA

TBA

Poster

 

 

19:00-22:00

 

Soup Dinner

 

Monday
(05.10.2020)

 

Excursion

 

10:00

 

Haus Tornow Am See
Am Tornowsee 1D, 15377 Oberbarnim

 

 
10:00-10:30 TBA TBA
10:30-11:00 TBA TBA
11:00-11:15 Coffee Break
2st Session, Chair: TBA
11:15-11:45 TBA TBA
11:45-12:15 TBA TBA
12:15-15:00 Lunch Break
Sportabzeichen Session

 

15:00-17:30

 

Sportabzeichen Session

 

18:00 Departure
 

 

20:00-22:00

 

Ristorante Castello Angelo
Wriezener Str. 59, 15377 Buckow

 

 

Tuesday
(06.10.2020)
1st Session, Chair: TBA
09:30-10:00 TBA TBA
10:00-10:30 TBA TBA
10:30-11:00 TBA TBA
11:00-11:15 Coffee Break

 2st Session, Chair: TBA

11:15-12:45 TBA TBA
11:45-12:15 TBA TBA
12:15-15:00 Lunch Break
3st Session, Chair: TBA
15:00-15:30 TBA TBA
15:30-16:00 TBA TBA
16:00-16:30 TBA TBA
 

 

19:30-22:00

 

BBQ Terrace Dinner
Terasse, Seezimmer, Herrenzimmer

 

 

Wednesday
(07.10.2020)
1st Session, Chair: TBA
09:30-10:00 TBA TBA
10:00-10:30 TBA TBA
10:30-11:00 TBA TBA

 

11:00-11:30

 

Coffee Break and
Checkout

 

 2st Session, Chair: TBA
11:30-12:00 TBA TBA

 

 

12:00-12:20

 

Rewarding of the

"Best doctoral researcher talk"

(Presents!)

 

12:30 Departure
(Lunch Boxes provided)