Direkt zum InhaltDirekt zur SucheDirekt zur Navigation
▼ Zielgruppen ▼

Humboldt-Universität zu Berlin - Statistik

Chair of Statistics - Hejnice 2004

WS 03/04


Compact seminar in Haindorf - Hejnice: 12.02. - 16.02.2004

Time table:

Thursday (12.02.2004)
Arrival
16:30-18:00
Hlavka, Z. Constrained estimation of regression curves
18:00-19:30
Dinner
19:30-21:00
Härdle, W., Moro, R. & Schäfer, D. Predicting corporate bankruptcy with support vector machines
21:00-21:30 Hlavka, Z. Quantlet Meeting
21:30- Härdle, W. Meeting of PhD students
Friday (13.02.2004)
09:00-10:30
Härdle, W. Research for timeperiod 2004 - 2009
Teaching from WS 04/05
10:30-12:00
Klinke, S. Aufgaben und kommentierte Lösungen für das Statistik Grundstudium
12:00-14:00
Lunch break
14:00-15:30 Detlefsen, K. & Benko, M. MD*Base
15:30-17:00
Lehmann, H. XQC - (possible) further developments
17:00-18:00 Ziegenhagen, U. New developments in graphics
18:00-19:30
Dinner
19:30-21:00
Informal discussion Yxilon developments
Saturday (14.02.2004)
18:00-19:30
Dinner
19:30-21:00
Chen, Y. Volatility Forecasting using Locally Weighted Regression
Sunday (15.02.2004)
09:00-09:15 Weron, R. Introduction to the "STF Insurance" project
09:15-10:00
Burnecki, K., Mista, P. & Weron, R. Visualization of the risk process
10:00-11:00 Burnecki, K. & Mista, P. Ruin probabilities in infinite time
11:00-12:00 Burnecki, K. & Wylomanska, A. Pure risk premiums under deductibles
12:00-13:30 Lunch break
13:30-15:00 Broszkiewicz, E., Weron, R. & Wylomasnska, A. Periodically correlated processes
15:00-16:30 Borak, S. & Detlefsen, K. Option pricing and Levy processes
16:30-18:00 Benko, M. Smoothed PCA and applications in Finance
18:00-19:30
Dinner
19:30-21:00
Härdle, W. Pricing of correlated asset risks with XploRe
21:00-22:30
Blaskowitz, O. Probability trading
Monday (16.02.2004) Departure

 All talks: 90 min = 60 min talk + 30 min discussion;  Geplanter Unkostenbeitrag für ISE-Teilnehmer: 35 EUR;