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) |
Spatial/Temporal Methodology 08:30 Dr. Ido Nevat (TUM
CREATE) 09:30 Prof. Francois
Septier (IMT Lille Douai) |
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) |
11:50 - 13:10 |
Lunch break |
|
13:10 - 15:10 |
Machine Learning 13:10 Prof. Kenji Fukumizu (ISM) 14:10 Prof. Makoto
Yamada (RIKEN AIP) “High-dimensional Localized Regression” |
Financial Statistics 13:10 Prof. Pavel
Shevchenko (Macquarie U.) 14:10 Prof. Matthew Ames
(ISM) 14:40 Mr. Hongxuan Yan
(U. of Sydney) |
15:10 - 15:30 |
Coffee break |
|
15:30 - 17:00 |
Spatial/Temporal Modeling 15:30 16:30 Ms. Marta Campi (UCL) |
Finance & Environment 15:30 Dr. Mari
Yoshitaka (MUMSS) 16:00 Prof. Yoshiki
Yamagata (NIES) 16:30 Prof. Daisuke
Murakami (ISM) |
17:00 - 17:10 |
Short break |
|
17:10 - 18:40 |
Spatial/Temporal Modeling 17:10 Prof. Konstantin Markov (Aizu U.) 17:40 Prof. Tor Andre Myrvoll (SINTEF Digital) 18:10 Prof. Norikazu
Ikoma (NIT) |
Finance & Environment 17:10 Mr. Xiaoming Zhang (Bloomberg) 17:40 Ms. Holly Brannelly (UCL) 18:10 Prof. Tomoko Matsui (ISM) |
19:00 – 22:00 |
Discussion and dinner |