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Humboldt-Universität zu Berlin - Statistik

Haindorf (Hejnice) Seminar 2007

February 8 - 11, 2007
Hejnice, Czech Republic

Organization and Contact Information


Prof. Dr. Wolfgang Härdle
Roman Timofeev, M. Sc.
 
Humboldt-Universitat zu Berlin
CASE - Center for Applied Statistics and Economics
Wirtschaftswissenschaftliche Fakultat
Spandauer Str. 1
10178 Berlin
 
Tel.:
Fax:
+49 - 30 - 2093 5630
+49 - 30 - 2093 5649
E-Mail: stat@wiwi.hu-berlin.de
timofeev@wiwi.hu-berlin.de
Download Flyer Haindorf/Hejnice 2007

Location and Trip Tips


Klasterni1
63 62 HEJNICE
Czech Republic

 

 
More information about the location

Connection from Berlin to Haindorf, Haindorf - Berlin
Connection from Prague to Haindorf, Haindorf - Prague

Program


PART I February 8 - 9, 2007

 
Foundations and Applications of Modern Nonparametric Statistics
 
Prof. Dr.Vladimir Spokoiny

Prof. Dr. Wolfgang Härdle 
 

 

The first part of the seminar explains the idea of the local parametric approach. We start with a brief introduction into nutshell, local parametric modelling, Small Modelling Bias, Approximation theorems. Second part of seminar will be dedicated to new adaptive methods, such as Local Change Point Analysis (LCP), Local Model selection (LoMoS). The applications of the approach to the nonparametric modelling together with practical examples will be given.

Thursday (8.02.2007)
Arrival and Greetings
16:00-17:00 V. Spokoiny Foundations
17:00-18:00 W. Härdle Foundations
18:00-19:00
Dinner
19:00-20:00 V. Spokoiny Adaptive Methods
Friday (9.02.2007)
9:00-10:00 W. Härdle Adaptive Methods
10:00-11:00 V. Spokoiny Applications
11:00-11:30
Coffee Break
11:30-12:30 W. Härdle Applications
12:30-14:00
Lunch Break
 

PART II February 9 - 11, 2007

 
Annual Seminar of Institute of Statistics and Econometrics
 

Ph.D students will present their research and work on annual chair meeting in Haindorf. See the program for the topics.

Friday (9.02.2007)
14:00-14:45 Uwe Ziegenhagen Yxilon
14:45-15:30 Adam Krichevsky Hedonic analysis of housing prices in a city
15:30-16:00
Coffee Break
16:00-16:45 Yuh-Jye Lee A Nested Uniform Design for Model Selection of Support Vector Machines
16:45-17:30 Szymon Borak Asymptotics of DSFM
17:30-18:15 Enzo Giacomini Dynamic factor models in risk estimation
18:30-19:30
Dinner
19:30-20:15 Rouslan Moro The Estimation of Utility Functions: Market vs. Representative Agent Theory
20:15-21:00 Roman Timofeev Testing Monotonicity of Pricing Kernel
Saturday (10.02.2007)
8:00-14:00
Skiing Sport Activities
14:00-14:45 Brenda Cabrera Lopez Introduction to Weather Derivatives
14:45-15:30 Kai Detlefsen Forecasting variance swap curves
15:30-16:00
Coffee Break
16:00-16:45 Taleb Ahmad Using Wiki to building Arabic e-learning system in statistics
16:45-17:30 Julius Mungo Long Memory Persistence in the Factor of Implied Volatility Dynamics
17:30-18:15 Yangguoyi Ou The Dynamic Mixture Trivariate Stochastic Volatility Model
18:30-19:30
Dinner
19:30-20:15 Anton Adriyashin QuantNet as an online knowledge base
20:15-21:00
Semesterplannung
Sunday (11.02.2007)
10:00-11:00
Departure

List of Participants


Title Name University
Prof. Dr. W. Härdle Humboldt Universität zu Berlin, ISE
Prof. Dr. V. Spokoiny Weierstrass Institute for Applied Analysis and Stochastics
M.Sc. T. Ahmad Humboldt Universität zu Berlin, ISE
M.Sc. A. Andriyashin Humboldt Universität zu Berlin, ISE
M.Sc. S. Borak Humboldt Universität zu Berlin, ISE
M.Sc. K. Detlefsen Humboldt Universität zu Berlin, ISE
M.Sc. E. Giacomini Humboldt Universität zu Berlin, ISE
M.Sc.. A. Krichevsky Humboldt Universität zu Berlin, ISE
M.Sc. R. Moro Humboldt Universität zu Berlin, ISE
M.Sc. J. Mungo Humboldt Universität zu Berlin, ISE
M.Sc. R. Timofeev Humboldt Universität zu Berlin, ISE
M.Sc. U. Ziegenhagen Humboldt Universität zu Berlin, ISE
M.Sc. Brenda Cabrera Lopez Humboldt Universität zu Berlin, ISE
Dr. Jan Kalina Charles University in Prague
Dr. Zdenek Hlavka Charles University in Prague
M. Sc. Matus Maciak Charles University in Prague
M. Sc. Jaroslav Sevcik Charles University in Prague
M. Sc. Jan Dienstbier Charles University in Prague
M. Sc. Barbara Choros Politechnical University in Breslau
Prof. Dr. N. Hautsch Humboldt Universität zu Berlin, ISE
M. Sc. Yangguoyi Ou Humboldt Universitaet zu Berlin, ISE
Prof. Dr. Yuh-Jye Lee University in Taiwan, Dept. of Computer Science & Information Engineering
M.Sc. Yi-Ren Yeh University in Taiwan, Dept. of Computer Science & Information Engineering
B. Sc. Richard Song Humboldt Universitaet zu Berlin, MEMS
M. Sc. Mstislav Elagin Weierstrass Institute for Applied Analysis and Stochastics
B. Sc. Marco Marzetti Humboldt Universitaet zu Berlin, MEMS