Summer Camp 2020
15.07. - 17.07.2020
Buckow Area, Germany
Contact Information
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Wolfgang Härdle IRTG 1792 |
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| Tel.: | +49 - 30 - 2093 99469 | |
| E-Mail: |
irtg1792.wiwi@hu-berlin.de |
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Buckow Venue
15377 Buckow (Märkische Schweiz)
Waldsieversdorf Venue
Sanatorium / Führungsakademie/ Lazarett / Parteischule Waldsieversdorf
Kindermannstraße 1, 15377 Waldsieversdorf
Participants
HUBWolfgang Härdle
Junjie HU Daniel Jacob Min-Bin LIN Marius Sterling Konstantin Häusler Wendy WANG Anna Shchekina Elizaveta Zinovyeva Kainat Khowaja Vanessa Guarino Georg Keilbar Raphael Reule
University of York, UK
Weining WANG
Chinese Academy of Sciences, CN
Rui REN
Université de Sousse, TN
Souhir Ben Amor
Berlin School of Economics and Law, DE
Natalie Packham Maria Osipenko Francis LIU
Huazhong University of
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PricewaterhouseCoopers Düsseldorf, DE
Sergej Sizov Maximilian Werner Elena Silyakova Danial Saef
PIMCO Europe Ltd - Investment Deutschland GmbH, DE
Michael Althof
Delft University of Technology, NL
Pasquale Cirillo
Bitwala GmbH, DE
DYOS GmbH, DE
Wiecki Consulting, DE
Deutsche Bank Risk Lab, DE
Jovanka Lili Matic Ilyas Agakishiev
London School of Economics and Political Science, UK
Mengshan XU |
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.
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Day |
Time |
Speaker |
Title |
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Day |
Time |
Speaker |
Title |
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Wednesday |
12:00 |
Arrival |
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1st Session, Chair: Raphael Reule |
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13:00-13:30 |
Prof. Wolfgang K. Härdle |
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| 13:30-14:00 |
Keynote Talk I - Maximilian Werner Monetary policy and deptholder heterogeneity |
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14:00-15:00 |
Short Course I - Pasquale Cirillo |
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15:00-15:20 |
Coffee Break |
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2nd Session, Chair: Georg Keilbar |
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15:20-16:30 |
Bayesian Modeling |
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| 16:30-16:50 | Coffee Break | ||
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Bayesian Modeling |
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17:30 - 18:00 |
A low dimensional exploration of road traffic extremes |
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Thursday |
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1st Session, Chair: Michael Althof |
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| 09:30-09:35 |
Mentimeter Information Francis LIU |
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Give me the the Context: Data meets Expert Knowledge |
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10:00-10:20 |
Junjie HU |
Investigation on News Network Effect |
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10:20-10:40 |
Ang LI |
FRM@Asia |
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10:40-11:00 |
Francis LIU |
Recalibration Risk |
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| 11:00-11:10 | Coffee Break | ||
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2nd Session, Chair: Kainat Khowaja |
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11:10-11:30 |
Anna Shchekina, Vanessa Guarino |
FRM@Crypto |
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11:30-11:50 |
Rui REN |
FRM@Expectiles | |
| 11:50-12:10 | Souhir Ben Amors, Michael Althof | FRM@Emerging Markets | |
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(Mini Beamer/Voting Paper Required!) Save your talks locally! |
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Excursion / Lunch |
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15:00-16:00 |
Mini Beamer Required! |
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3rd Session, Chair: Anna Shchekina (At Pritzhagener Mühle!) |
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16:00-16:45 |
Bruno Spilak |
Tail-risk protection: Machine Learning meets modern Econometrics |
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16:45-17:40 |
Georg Keilbar |
Quantile Neural Network Test |
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Friday |
1st Session, Chair: Justin Hellermann |
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09:30-09:45 |
Jovanka Lili Matic |
Valuation and risk management of cryptocurrencies options |
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09:45-10:00 |
Mengshan XU |
Semiparametric Estimation with Isotonic Estimator plugged in |
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10:00-10:15 |
Konstantin Häusler |
Dynamics of the CRIX |
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| 10:15-10:30 | Elizaveta Zinovyeva, Raphael Reule |
Smart Contract Classification |
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2nd Session, Chair: Lili Matic |
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10:45-11:00 |
Daniel Jacob |
Cross-Fitting and Averaging for Heterogeneous Treatment Effects |
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11:00-11:15 |
Kainat Khowaja, Danial Saef |
Data Driven Controlling |
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11:15-11:30 |
Justin Hellermann |
Time Series GANs |
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| 11:30-11:45 | Marius Sterling |
Generalized Random Forests |
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| 11:45-12:00 | Jin Bian | Bitwala - Not another Bank | |
| 12:00-12:15 | Ilyas Agakishiev | Local change point detection with KL divergence | |
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3rd Session, Chair: Vanessa Guarino |
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12:20-12:30 |
"Best doctoral researcher talk" (Presents!) |
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| 12:50 | Departure (Lunch Boxes provided, PhD's wait for green light!) |
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