Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Event: Hilda Geiringer Lecture (HGL) 2018


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Event: Hilda Geiringer Lecture 2018


12.11.2018. This year's Hilda Geiringer Lecture (HGL) was held with great success and overwhelming positive feedback with Prof. An. Vogt and Prof. N. Packham as presenters for this event, which is tailored to give young female researchers an inventive to pursue their academic career and get in touch with role models.


This year's Hilda Geiringer Lecture was be introduced by Prof. Annette Vogt, who opened the event with a short talk with the title "Hilda Pollaczek-Geiringer - the first female Privatdozent for applied mathematics at a German university". In her intervention she discussed Hilda Pollaczek-Geiringer's contributions to applied mathematics and statistics during her stay in Berlin. Hilda Pollaczek-Geiringer offered several lectures on different topics of applied mathematics and statistics. And she was one of the leader of the special seminar on applied mathematics between 1927 and 1933. Her last course at the Berlin University was on mathematical statistics in winter 1932/33. Because of the Nazi's she was forced to leave the country, she escaped into exile, first in Brussels, from 1934 to 1939 in Istanbul, and finally to the USA.


Natalie Packham, Professor of Mathematics and Statistics at Berlin School of Economics and Law, gave a talk on "Correlations in credit stress testing!. Stress tests, as an integral part of risk management and banking supervision, are by nature conducted within models and as such vulnerable to model side effects. In this lecture, we shed some light on the model behaviour in stress testing models that are currently in use in the finance industry. This topic gave incentive to very interesting and in-depth discussions.


Many thanks to all who participated and helped in organizing this event!


The respective website can be found here.