CFE 2015 Organized Invited Sessions
- CO052: High dimensional models and networks in macroeconomics and finance
Organizers: Matteo Barigozzi
- CO286: Financial time series
Organizers: Kyusang Yu, Melanie Schienle
- CO348: Time-frequency analysis of economic and financial data
Organizers: Maria Joana Soares, Luis Aguiar-Conraria
- CO350: Financial econometrics
Organizers: Niklas Ahlgren
- CO352: Nonlinear modelling of financial time series
Organizers: Cristina Amado
- CO354: Measuring and forecasting default risk
Organizers: Alessandra Amendola
- CO356: Modelling and forecasting temporal data
Organizers: Alessandra Amendola
- CO358: Numerical methods and estimation of DSGE models
Organizers: Martin M Andreasen
- CO360: Estimation and inference in long memory processes
Organizers: Josu Arteche
- CO362: Recent developments in time varying modelling
Organizers: Natalia Bailey
- CO364: Measuring systemic risk
Organizers: Monica Billio
- CO366: Energy and macroeconomics
Organizers: Hilde Bjornland
- CO368: Bootstrap methods for time series
Organizers: Peter Boswijk
- CO370: Measuring financial risk
Organizers: Scott Brave, Jiri Witzany
- CO372: Financial networks: systemic coevolution of financial systems
Organizers: Fabio Caccioli, Tomaso Aste
- CO374: Non-linear time series models
Organizers: Alessandra Canepa
- CO376: Quantile regression in finance and economics
Organizers: Massimiliano Caporin
- CO380: Bayesian nonlinear econometrics
Organizers: Roberto Casarin
- CO382: New developments in financial time series analysis
Organizers: Cathy W-S Chen
- CO384: Multivariate methods for economic and financial time series
Organizers: Gianluca Cubadda
- CO386: Indirect inference and related methods
Organizers: Veronika Czellar
- CO388: Structure in multivariate and high dimensional time series
Organizers: Manfred Deistler
- CO390: Multivariate GARCH and dynamic correlation models
Organizers: Jean-David Fermanian
- CO392: GARCH innovations
Organizers: Christian Francq
- CO394: Commodity markets: Pricing and trading
Organizers: Joelle Miffre, Ana-Maria Fuertes
- CO396: Wavelet methods in economics
Organizers: Marco Gallegati
- CO400: Bayesian econometrics
Organizers: Deborah Gefang
- CO402: Quantifying social media impact on financial dynamics
Organizers: Guido Germano, Giacomo Livan
- CO408: Monitoring and tracking dependence
Organizers: Oliver Grothe
- CO410: Financial regulation
Organizers: Dominique Guegan
- CO412: Mixture models, identification, and independent components
Organizers: Markus Haas
- CO414: Density regression, tree models, and variable selection
Organizers: Richard Hahn
- CO416: Analysis of high-dimensional time series I
Organizers: Marc Hallin, Marco Lippi
- CO418: Co-movements in macro and finance time series
Organizers: Alain Hecq
- CO420: Robust methods
Organizers: Jonathan Hill
- CO422: Econometrics of art markets
Organizers: Douglas Hodgson
- CO424: Technical analysis and adaptive markets
Organizers: Robert Hudson
- CO426: Common features in macroeconomics and finance
Organizers: Joao Victor Issler
- CO432: Volatility modelling in financial markets
Organizers: Menelaos Karanasos
- CO434: Goodness-of-fit, multiple predictors and multivariate models
Organizers: Lynda Khalaf
- CO436: Time-series econometrics
Organizers: Robert Kunst
- CO438: Large dimensional panel models
Organizers: Degui Li
- CO440: Analysis of high-dimensional time series II
Organizers: Marc Hallin, Marco Lippi
- CO442: Corporate finance
Organizers: Christodoulos Louca
- CO444: Applied financial econometrics
Organizers: Richard Luger
- CO446: Bayesian nonparametric econometrics
Organizers: John Maheu
- CO448: Macroeconomic uncertainty and policy
Organizers: Wojciech Charemza, Svetlana Makarova
- CO454: Nowcasting and forecasting under uncertainty I
Organizers: Gian Luigi Mazzi
- CO456: Inflation analysis and forecasting
Organizers: Gian Luigi Mazzi
- CO458: Modelling and forecasting cyclical fluctuations I
Organizers: Gian Luigi Mazzi
- CO460: Seasonal adjustment and reconciliation
Organizers: Gian Luigi Mazzi
- CO462: Early warning system and systemic risk indicators II
Organizers: Gian Luigi Mazzi
- CO468: Macroeconomics, asset pricing, and robustness
Organizers: Alexander Meyer-Gohde
- CO470: Quantitative asset management
Organizers: Rafael Molinero, Serge Darolles
- CO472: Nonregular panel data and time series models
Organizers: Marcelo J Moreira
- CO474: Data science and platform design
Organizers: Denis Nekipelov
- CO476: Empirical macro-finance
Organizers: Serena Ng
- CO478: Volatility modeling and correlation in financial markets
Organizers: Edoardo Otranto
- CO480: Advances in financial forecasting
Organizers: Ekaterini Panopoulou
- CO482: Financial forecasting
Organizers: Dimitrios Thomakos, Fotis Papailias
- CO484: Fiscal policy
Organizers: Evi Pappa
- CO486: Sequential Monte Carlo methods in econometrics
Organizers: Michael Pitt
- CO488: Filters wavelets and signals
Organizers: Stephen Pollock
- CO490: The econometrics of climate change
Organizers: Eric Hillebrand, Tommaso Proietti
- CO492: Analysis of extremes and dependence
Organizers: Rustam Ibragimov, Artem Prokhorov
- CO494: Forecasting in central banks
Organizers: Francesco Ravazzolo
- CO496: Time series
Organizers: Marco Reale
- CO498: Financial time series and risk premia
Organizers: Jeroen Rombouts
- CO500: Volatility models
Organizers: Eduardo Rossi
- CO502: Panel data models with common factors: Theory and applications
Organizers: Vasilis Sarafidis
- CO504: Regime switching, filtering, and portfolio optimization
Organizers: Joern Sass
- CO506: Modelling volatility
Organizers: Christos Savva
- CO508: Regime change modeling in economics and finance I
Organizers: Willi Semmler
- CO510: Econometric analyses of spillovers and liquidity
Organizers: Pierre Siklos
- CO512: Topics in financial econometrics
Organizers: Leopold Soegner
- CO514: Econometric challenges in risk management
Organizers: Laura Spierdijk
- CO516: Risk and volatility modelling
Organizers: Giuseppe Storti
- CO518: Financial volatility and covariance modelling
Organizers: Genaro Sucarrat
- CO522: Topics in multiple time series analysis
Organizers: Carsten Trenkler
- CO524: Modeling commodity prices and volatility
Organizers: Sofia Ramos, Helena Veiga
- CO528: Funds performance measurement
Organizers: Spyridon Vrontos
- CO530: Topics in time series and panel data econometrics
Organizers: Martin Wagner
- CO532: Financial risk
Organizers: Toshiaki Watanabe
- CO536: Financial conditions indices
Organizers: Simon Price, Garry Young
- CO538: Macroeconomic analysis
Organizers: Peter Zadrozny
- CO540: Econometrics of dynamic portfolios and risk
Organizers: Jean-Michel Zakoian
- CO542: Finance and jobs in dynamic macro models
Organizers: Ekkehard Ernst
- CO544: Modelling and computation in macro-econometrics
Organizers: Eric Eisenstat
- CO546: Time-varying parameters
Organizers: Matei Demetrescu
- CO548: Banks and the macroeconomy in the context of stress testing
Organizers: Ching-Wai Jeremy Chiu
- CO550: Portfolio selection and asset pricing and modelling
Organizers: Abderrahim Taamouti
- CO552: Applied econometrics
Organizers: Michael Owyang, Tatevik Sekhposyan
- CO554: Mixed-frequency time series
Organizers: J Isaac Miller
- CO556: Asset price bubbles
Organizers: Ivan Paya
- CO558: Behavioural and emotional finance: Theory and evidence I
Organizers: Richard Fairchild
- CO562: Recent advances in Bayesian computational methods
Organizers: Gael Martin
- CO566: Noncausal and non Gaussian time series models
Organizers: Christian Gourieroux, Alain Hecq
- CO568: Modelling risk
Organizers: Giovanni Barone-Adesi
- CO570: Sparse modelling, shrinkage and regularization
Organizers: Helga Wagner
- CO576: Nonstationary time series and panels
Organizers: Stephan Smeekes
- CO578: Measurement of market spillovers
Organizers: Matthias Fengler
- CO582: RAstaNEWS special session on volatility and time series modeling
Organizers: Christian Conrad
- CO584: Empirical macroeconomics
Organizers: Daniel Kaufmann
- CO586: Volatility models and their applications
Organizers: Yasuhiro Omori
- CO588: New Bayesian methods and econometric applications
Organizers: Michael Smith
- CO590: Empirical model discovery
Organizers: David Hendry
- CO596: Temporal and spatial econometric modelling and testing
Organizers: Zudi Lu
- CO623: State space models and cointegration
Organizers: Martin Wagner
- CO625: Credit risk modelling
Organizers: Jonathan Crook, Ana-Maria Fuertes
- CO637: Nowcasting and forecasting under uncertainty II
Organizers: Gian Luigi Mazzi
- CO639: Nowcasting and forecasting under uncertainty III
Organizers: Gian Luigi Mazzi
- CO641: Modelling and forecasting cyclical fluctuations II
Organizers: Gian Luigi Mazzi
- CO643: Early warning system and systemic risk indicators III
Organizers: Gian Luigi Mazzi
- CO657: Regime change modeling in economics and finance II
Organizers: Willi Semmler
- CO659: Behavioural and emotional finance: Theory and evidence II
Organizers: Richard Fairchild
CMStatistics 2015 Organized Invited Sessions
- EO040: Topics in directional statistics
Organizers: Toshihiro Abe
- EO042: Recent advances on functional data analysis and applications
Organizers: M Carmen Aguilera-Morillo, Ana Maria Aguilera
- EO044: Big data analysis: Statistical methodologies and applications
Organizers: Ejaz Ahmed
- EO046: Resampling procedures for dependent data
Organizers: Andres M Alonso
- EO048: Statistics for genomics
Organizers: Christophe Ambroise
- EO054: Multivariate analysis
Organizers: Apostolos Batsidis
- EO056: Survey sampling for functional data and/or big data
Organizers: Patrice Bertail
- EO058: Change point analysis
Organizers: Pierre Bertrand, Serguei Dachian
- EO060: Applications of empirical measures and empirical processes
Organizers: Henryk Zaehle, Eric Beutner
- EO062: High-dimensional latent variable models
Organizers: Anirban Bhattacharya
- EO064: Calibration of misspecified Bayesian models
Organizers: Natalia Bochkina
- EO066: Non- and semi-parametric functional statistics I
Organizers: Aldo Goia, Enea Bongiorno
- EO070: Model asessment
Organizers: Maria Dolores Jimenez-Gamero
- EO072: Theoretical foundation of big data
Organizers: Guang Cheng
- EO074: Advances in Bayesian nonparametric methods
Organizers: Taeryon Choi
- EO076: Machine learning, approximation and robustness
Organizers: Andreas Christmann
- EO078: Inference for large matrices with modern applications
Organizers: Bertrand Clarke
- EO080: Multivariate survival models
Organizers: Jacobo de Una-Alvarez, Roel Braekers
- EO082: Multi-state models
Organizers: Jacobo de Una-Alvarez
- EO084: Multiple tests II
Organizers: Sebastian Doehler, Jacobo de Una-Alvarez
- EO086: Statistical analysis of long-range dependent data
Organizers: Herold Dehling
- EO088: Functional data and related topics
Organizers: Aurore Delaigle
- EO092: Spatial extremes and max-stable processes
Organizers: Clement Dombry
- EO096: Dependence models and copulas I
Organizers: Wolfgang Trutschnig, Fabrizio Durante
- EO098: Statistical modelling
Organizers: Jochen Einbeck
- EO100: Advances in robust data analysis
Organizers: Alfonso Gordaliza, Agustin Mayo-Iscar, Luis Angel Garcia-Escudero
- EO102: Multivariate extremes
Organizers: Michael Falk
- EO104: Complex data analysis: Theory and methods
Organizers: Yang Feng
- EO106: Advances in fuzzy clustering
Organizers: Maria Brigida Ferraro
- EO108: Outliers and robustness in time series
Organizers: Roland Fried
- EO110: Model selection with applications in genetics
Organizers: Florian Frommlet
- EO112: Recent advances in time series analysis
Organizers: Piotr Fryzlewicz
- EO114: Advances in latent variable models
Organizers: Giuliano Galimberti, Angela Montanari
- EO116: Asymptotic properties in nonparametric problems
Organizers: Sophie Dabo, Ghislaine Gayraud
- EO118: Statistical regularization
Organizers: Subir Ghosh
- EO120: On quantiles, expectiles and extremiles
Organizers: Irene Gijbels
- EO122: Methods and models for social networks data
Organizers: Maria Prosperina Vitale, Giuseppe Giordano
- EO124: Time series: Nonparametrics and extremes
Organizers: Edit Gombay
- EO126: Modelling and computation in statistics of extremes
Organizers: Ivette Gomes
- EO128: Statistics in functional and Hilbert spaces
Organizers: Gil Gonzalez-Rodriguez
- EO130: Robustness, bias reduction, multivariate extreme
Organizers: Armelle Guillou
- EO132: Statistics in imaging
Organizers: Michele Guindani
- EO136: Methods for the analysis of semi-competing risks data
Organizers: Sebastien Haneuse
- EO138: Clustering mixed data
Organizers: Julien Jacques
- EO140: Multiple tests I
Organizers: Arnold Janssen
- EO142: Nonparametric Bayesian methods and inverse problems
Organizers: Jan Johannes
- EO144: Spatial and spatio-temporal processes and their applications
Organizers: Mikyoung Jun
- EO150: Convex optimization in statistics
Organizers: Keith Knight
- EO152: Estimation and inference in high dimensional and mixture copulas
Organizers: Robert Kohn
- EO154: Methods and computations for dependence modelling
Organizers: Ivan Kojadinovic
- EO156: Spatial statistics and econometrics
Organizers: Soumendra Lahiri
- EO158: Recent advances in quantile regression
Organizers: Carlos Lamarche
- EO160: Bayesian analysis of missing data and longitudinal data
Organizers: Jaeyong Lee
- EO162: Analysis of toroidal and cylindrical data
Organizers: Christophe Ley
- EO164: Bayesian semi- and nonparametric modelling III
Organizers: Matteo Ruggiero, Li Ma, Antonio Lijoi
- EO166: Recent development of experimental designs
Organizers: Chang-Yun Lin
- EO168: Recent advances in statistical modeling and computation
Organizers: Tsung-I Lin
- EO170: Bayesian methods in official statistics
Organizers: Brunero Liseo
- EO172: Statistical inference and application in functional analysis
Organizers: Catherine Chunling Liu
- EO174: Optimal designs in non-standard situations
Organizers: Chiara Tommasi, M Jesus Rivas-Lopez, Jesus Lopez-Fidalgo
- EO176: High-performance computing for statistics, ML and big data
Organizers: Alireza Mahani
- EO178: Robust statistical modelling
Organizers: Alfio Marazzi
- EO180: Inference in multiple and matrix graphical models
Organizers: Giovanni Maria Marchetti, Anna Gottard
- EO182: Statistics for cosmological data
Organizers: Domenico Marinucci
- EO184: Object oriented data analysis I
Organizers: Steve Marron
- EO186: Automatic bandwidth selection for kernel estimators
Organizers: M. Dolores Martinez-Miranda
- EO188: Computational aspects of estimating stochastic processes
Organizers: Hiroki Masuda
- EO190: Advances in mixture modelling
Organizers: Geoffrey McLachlan
- EO192: Applications of mixture models
Organizers: Paul McNicholas
- EO194: Population models: Methods and computations I
Organizers: Maria Conceicao Serra, Manuel Molina
- EO196: Theory and applications of functional data analysis
Organizers: Hans-Georg Mueller
- EO198: In-Sample Forecasting in insurance, longevity and the labour market
Organizers: Jens Perch Nielsen
- EO200: Nonparametric functional data analysis
Organizers: Alicia Nieto-Reyes
- EO202: Applications of functional data analysis
Organizers: Alicia Nieto-Reyes
- EO204: Blind source separation models for time series and functional data
Organizers: Hannu Oja
- EO206: Stochastic processes with applications
Organizers: Simone Padoan
- EO208: High-dimensional statistics
Organizers: Davy Paindaveine
- EO210: Modeling and statistical inference of recurrent events
Organizers: Jean-Yves Dauxois, Laurent Bordes, Maria del Carmen Pardo
- EO212: Causal discovery in practice: Advances and challenges
Organizers:
- EO214: Wavelet methods in statistics
Organizers: Jean-Michel Poggi
- EO216: Change point analysis
Organizers: Zuzana Praskova
- EO218: Analysis of survey data for unplanned domain
Organizers: Monica Pratesi
- EO220: Text mining, network data and mixture modeling
Organizers: Annie Qu
- EO222: Statistical methods for big data and antifraud analysis
Organizers: Marco Riani
- EO226: Depth and functional data analysis
Organizers: Juan Romo
- EO228: High-dimensional peaks over thresholds methods
Organizers: Holger Rootzen
- EO230: Simpson's paradox
Organizers: Tamas Rudas
- EO232: Advances in survival and reliability
Organizers: Mariangela Zenga, Juan Eloy Ruiz-Castro
- EO234: R packages for multivariate outlier detection
Organizers: Klaus Nordhausen, Anne Ruiz-Gazen
- EO236: Network statistics
Organizers: Richard Samworth
- EO238: Functional and object data with complex dependencies
Organizers: Laura Sangalli
- EO242: Advanced functional data analysis
Organizers: Jian Qing Shi
- EO244: Semi- and non-parametric estimation of frontiers
Organizers: Leopold Simar
- EO246: Multivariate survival data with latent variables
Organizers: Xinyuan Song
- EO250: Combinatorial optimization for graphical model selection I
Organizers: James Cussens, Milan Studeny
- EO252: Statistical methods for complex longitudinal data
Organizers: Yanqing Sun
- EO254: Health Economics
Organizers: Michael Talias
- EO256: Robust statistics in R
Organizers: Valentin Todorov
- EO258: Robust methods
Organizers: Stefan Van Aelst
- EO260: Model selection and comparison in highly-structured settings
Organizers: David van Dyk
- EO262: New trends in survival analysis
Organizers: Anouar El Ghouch, Ingrid Van Keilegom
- EO264: Directional statistics
Organizers: Thomas Verdebout
- EO266: Statistical methods for actuarial sciences and finance
Organizers: Tim Verdonck
- EO268: Analysis of data from complex surveys
Organizers: Paola Vicard
- EO270: Statistical analysis of text
Organizers: Mattias Villani
- EO272: Multivariate Analysis and change-point detection
Organizers: Daniel Vogel
- EO274: Quantile regression in high dimension
Organizers: Huixia Judy Wang
- EO276: Graphical Markov models and totally positive dependences
Organizers: Nanny Wermuth
- EO278: Inference for stochastic processes
Organizers: Michael Wiper
- EO280: Network inference
Organizers: Ernst Wit
- EO284: Recent developments in semiparametric analysis of survival data
Organizers: Liming Xiang
- EO288: Recent development on single index models
Organizers: Jianhui Zhou
- EO290: Advanced methods for neuroimaging data analysis
Organizers: Hongtu Zhu
- EO292: Dynamic factor models and sufficient dimension reduction
Organizers: Efstathia Bura
- EO294: Statistical evaluation of medical diagnostic tests
Organizers: Christos T Nakas, Maria del Carmen Pardo
- EO296: Robustness and missing data
Organizers: Graciela Boente
- EO298: Recent developments in Bayesian quantile regression
Organizers: Mauro Bernardi
- EO300: Dependence models in biostatistics and bioinformatics
Organizers: F Marta L Di Lascio
- EO302: Designs for nonlinear mixed effect models
Organizers: France Mentre
- EO304: High-dimensional data analysis beyond linear models
Organizers: Junhui Wang
- EO306: Estimation of large random matrices: Theories and applications
Organizers: Clifford Lam
- EO308: Topics on distance correlation
Organizers: Konstantinos Fokianos
- EO310: Modern statistical regression
Organizers: Roy Welsch
- EO312: Recent developments in optimal design of experiments
Organizers: Chiara Tommasi, M Jesus Rivas-Lopez
- EO314: High dimensions and small sample sizes in multivariate inference
Organizers: Markus Pauly
- EO316: Shape-constrained inference and other non-regular problems
Organizers: Moulinath Banerjee
- EO318: Statistical inference for biomedical data
Organizers: Ming-Yen Cheng
- EO320: Influence and robustness in statistical modeling
Organizers: Andreas Alfons
- EO322: Methodology and applications of latent variable models
Organizers: Silvia Pandolfi
- EO324: Analysis of complex time series data
Organizers: Marina Knight
- EO326: Statistics for fuzzy- or set-valued data I
Organizers: Ana Belen Ramos-Guajardo, Angela Blanco-Fernandez
- EO328: Graphical models and causality
Organizers: Marloes Maathuis
- EO330: Copula models and applications
Organizers: Claudia Tarantola, Luciana Dalla Valle
- EO332: Statistics for fuzzy- or set-valued data II
Organizers: Przemyslaw Grzegorzewski, Ana Belen Ramos-Guajardo
- EO334: Structured data anaysis
Organizers: Arthur Tenenhaus
- EO336: Generalized linear models and beyond
Organizers: Christian Kleiber, Achim Zeileis
- EO338: Statistical boosting
Organizers: Andreas Mayr
- EO340: Design and analysis of clinical trials
Organizers: Sergei Leonov
- EO342: Recent advances in functional data analysis and Bayesian statistics
Organizers: Han Lin Shang
- EO344: Semi-non-parametric statistics with high-dimensionality
Organizers: Rui Song
- EO346: Clusterwise methods
Organizers: Gilbert Saporta
- EO452: Computational approaches in financial economics
Organizers: Sandra Paterlini, Dietmar Maringer, Peter Winker
- EO592: Advances in functional data analysis
Organizers: Jeng-Min Chiou
- EO598: Matrix computations and parallelism in statistics
Organizers: Erricos Kontoghiorghes
- EO607: Statistical aspects of topological data analysis
Organizers: Bertrand Michel
- EO609: Mixture models for non-vectorial data
Organizers: Charles Bouveyron
- EO611: Statistical methods for imperfect data
Organizers: Andrea Wiencierz, Marco Cattaneo
- EO613: Inference in latent variable models
Organizers: Estelle Kuhn
- EO615: Advanced computational methods for complex data
Organizers: Eva Petkova, Yihong Zhao
- EO619: Risk management and dependence modelling
Organizers: Irene Gijbels
- EO621: Covariance, volatility, and efficient inference
Organizers: Roy Welsch
- EO627: Analysis of complex and functional data
Organizers: Kehui Chen
- EO629: Mixture model and variable selection
Organizers: Ryan Browne
- EO633: Bayesian semi- and nonparametric modelling II
Organizers: Matteo Ruggiero, Li Ma, Antonio Lijoi
- EO635: Bayesian semi- and nonparametric modelling I
Organizers: Matteo Ruggiero, Li Ma, Antonio Lijoi
- EO645: Dependence models and copulas II
Organizers: Wolfgang Trutschnig, Fabrizio Durante
- EO647: Dependence models and copulas III
Organizers: Wolfgang Trutschnig, Fabrizio Durante
- EO649: Object oriented data analysis II
Organizers: Steve Marron
- EO651: Non- and semi-parametric functional statistics II
Organizers: Aldo Goia, Enea Bongiorno
- EO655: Population models: Methods and computations II
Organizers: Maria Conceicao Serra, Manuel Molina
- EO661: Combinatorial optimization for graphical model selection II
Organizers: James Cussens, Milan Studeny
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