2nd Heidelberg-Mannheim Stochastics Colloquium
Speakers and Titles
- Jean Jacod (Paris): Estimation of volatility in presence of high activity jumps, noise and irregular sampling
- Olga Klopp (Paris): Network models and sparse graphon estimation
- Mark Podolskij (Aarhus): Limit theorems for stationary increments L evy driven moving averages
- Markus Reiß (Berlin): Volatility estimation under one-sided errors with applications to limit order books
- Matthieu Rosenbaum (Paris): Asymptotic Lower Bounds for Optimal Tracking: a Linear Programming Approach
- Piotr Zwiernik (Genoa): Totally positive exponential families and graphical models
Postersession
- Anna Kozhina (Heidelberg): Stability of Densities for Perturbed Diffusions and Markov Chains
- Stefan Richter (Heidelberg): Nonparametric inference for locally stationary processes
- Roman Schefzik (HIT-S): Physically coherent probabilistic weather forecasts via discrete copula based ensemble postprocessing methods
- Nopporn Thamrongrat (Heidelberg): Inference from high frequency data: A subsampling approach
- Martin Kroll (Mannheim): Nonparametric intensity function estimation from indirect point process observations
- Irina Voloshchenko(Mannheim): Model free portfolio theory and partwise no arbitrage in a class of Delta hedging strategies
- Martin Dirrler & Olga Moreva (Mannheim): Conditionally Max stable Random Fields
- Alexander Jordan (HIT-S): Test for equal predictive accuracy proper scoring rules
Program
| 09.30-10.00 | welcome coffee |
| 10.00-10.10 | Enno Mammen |
| 10.15-11.05 | Markus Reiß |
| 11.10-12.00 | Olga Klopp |
| 12.05-13.25 | lunch |
| 13.30- 14.20 | Piotr Zwiernik |
| 14.25-15.15 | Mark Podolskij |
| 15.20-16.10 | coffee break & poster session |
| 16.15-17.05 | Mathieu Rosenbaum |
| 15.10-18.00 | Jean Jacod |
Practical Information
Date: November 26th, 2015
Organizers
RTG 1953 in cooperation with the MAThematics Center Heidelberg (MATCH)