STM2018 Program Schedule

 

27 February (Tue)

28 February (Wed)

08:30 - 10:30

Financial Mathematics

08:30

Prof. Jennifer S. K. Chan (U. of Sydney)

“Advanced statistical models for cryptocurrency research”

09:30

Dr. Andrea Macrina (UCL)
“Multiple barrier-crossings of an Ornstein-Uhlenbeck diffusion in consecutive periods”

Spatial/Temporal Methodology

08:30

Dr. Ido Nevat (TUM CREATE)
“Spatial Field Reconstruction and Sensor Selection in Heterogeneous Sensor Networks with Stochastic Energy Harvesting”

09:30

Prof. Francois Septier (IMT Lille Douai)
“Revisit of the resampling mechanism used in Importance sampling methods.”

10:30 - 10:50

Coffee break

10:50 - 11:50

Extreme Theory

10:50

Prof. Gareth W. Peters (HW U.)

“Explicit Solutions to Correlation Matrix Completion Problems, with an Application to Risk Management and Insurance”

Spatial/Temporal Application

10:50

Prof. Laurent Clavier (IMT Lille Douai)
“Some challenges in wireless communication”

11:50 - 13:10

Lunch break

13:10 - 15:10

Machine Learning

13:10

Prof. Kenji Fukumizu (ISM)
“Machine Learning Approach to Topological Data Analysis”

14:10

Prof. Makoto Yamada (RIKEN AIP)

“High-dimensional Localized Regression”

Financial Statistics

13:10

Prof. Pavel Shevchenko (Macquarie U.)
“Modelling optimal decisions in retirement under expected utility stochastic control framework”

14:10

Prof. Matthew Ames (ISM)
“Which Risk Factors Drive Oil Futures Price Curves? Speculation and Hedging in the Short and Long-Term”

14:40

Mr. Hongxuan Yan (U. of Sydney)
“Mortality Models Incorporating Long Memory Improves Life Table: A Comprehensive Analysis”

15:10 - 15:30

Coffee break

15:30 - 17:00

Spatial/Temporal Modeling

15:30

Prof. Nourddine Azzaoui (U. CA)
“A theoretical framework for extracting some temporal and frequency features in non-stationnary fractional signals.

16:30

Ms. Marta Campi (UCL)
“Properties of Empirical Mode Decomposition”


Finance & Environment

15:30

Dr. Mari Yoshitaka (MUMSS)
“Environmental Finance”

16:00

Prof. Yoshiki Yamagata (NIES)
“Bigdata and green smart city”

16:30

Prof. Daisuke Murakami (ISM)
“A spatiotemporal generalized hyperbolic model for heatwave monitoring”

17:00 - 17:10

Short break

17:10 - 18:40

Spatial/Temporal Modeling

17:10

Prof. Konstantin Markov (Aizu U.)
“Personality recognition from Facebook status updates”

17:40

Prof. Tor Andre Myrvoll (SINTEF Digital)
“Public Transport Passenger Counts Using WiFi Signatures of Mobile Devices”

18:10

Prof. Norikazu Ikoma (NIT)
“On a framework of uncertain object state estimation by state space modeling approach”

Finance & Environment

17:10

Mr. Xiaoming Zhang (Bloomberg)
“Finance of Green Bonds: Qualitative and Quantitative Aspects”

17:40

Ms. Holly Brannelly (UCL)
“Quantile Diffusions”

18:10

Prof. Tomoko Matsui (ISM)
“Environmental indicators towards green finance”

19:00 – 22:00

Discussion and dinner