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Humboldt-Universität zu Berlin - Statistik

Chair of Statistics - Hejnice 2005

WS 04/05


Compact seminar in Haindorf - Hejnice: 10.02. - 13.02.2005 (planned)

Thursday (10.02.2005) pca_talk_heijnice.pdf
Arrival
16:30-17:15 Giacomini E. VaR modelling with copulas
17:15-18:00 Chen, Y. Independent Component Analysis (ICA) and Multiple Risk Management
18:00-19:30
Dinner
19:30-20:15
Taleb Ahmad Lineare Modelle in XploRe
20:15-21:00
Härdle, W. Pensions, Lotteries, Financial Markets: Measuring Statistical Risk
+ Semester Planung
Friday (11.02.2005)
09:00-09:30
Ziegenhagen, U. Hands on XML
09:30-10:00
Klinke, S., Ziegenhagen, U. Yxilon: Statistical computing with Java, C and P-Code
10:00-10:30
Klinke, S. Bereitstellung von dynamischen Vorlesungsinhalten
10:30-12:00
Timofeev, R., Andriyashin, A. CART in XploRe
12:00-14:00
Lunch break
14:00-14:45 Borak, S. Implementation of DSFM
14:45-15:30 Mungo, J. Beta time series analysis of DSFM
15:30-16:15
Benko, M. An Approach to Common Functional Modelling
16:15-16:30
Break
16:30-17:15
Detlefsen, K. Alternative hedging strategies for barrier options in the Heston and Bates model
17:15-18:00
18:00-19:30
Dinner
19:30-20:30 Hlavka, Z. SPD Estimation
20:30-21:00
Yxilon
Saturday (12.02.2005)
17:00-18:00 Spokoiny, W. GARCH models
18:00-19:30
Dinner
19:30-20:30
Moro, R. Scoring Methods in Risk Premia Analysis
Sunday (12.02.2005)
09:00-10:30 Cizek, P. Adaptive model selection in conditional heteroscedasticity models
10:30-10:45
Break
10:45-12:00
Fabich, U. CDS Pricing
12:00-14:00 Lunch break
14:00-14:45 Blaskowitz, O. Modelling the FIBOR/EURIBOR swap term structure: An empirical approach
15:00-16:00 Semesterplanung
16:00-16:30 Yxilon Meeting
16:30-17:00 Informal discussion
16:30-16:45
Break
16:45-18:00
18:00-19:30
Dinner
19:30-21:00
Monday (14.02.2005) Departure