Conference Agenda
Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).
|
Daily Overview | |
|
Location: 0.004 ZHSG |
| 8:50am - 9:00am |
Opening Location: 0.004 |
| 9:00am - 10:00am |
Plenary Lecture 1 Location: 0.004 A unified theory of order flow, market impact and volatility |
| 10:40am - 12:10pm |
Multivariate Statistics and Copulas Location: 0.004 Chair: Sebastian Fuchs Measures and Models of Non-Monotonic Dependence Multivariate tail dependence: further insights with an application to the Spanish banking sector Multivariate Kendall regression coefficients |
| 1:30pm - 3:30pm |
Multivariate Statistics and Copulas Location: 0.004 Chair: Eckhard Liebscher Characterization of multi-way binary tables with uniform margins and fixed correlations Copula robustness in quantitative risk management DIRECTIONAL FOOTRULE-COEFFICIENTS Estimating Portfolio Risk with Product Copulas: A GARCH-EVT Approach Applied to Financial Data |
| 4:00pm - 5:00pm |
Plenary Lecture 2 Location: 0.004 Statistical Optimal Transport in Action: From Theory to Applications |
| 5:05pm - 6:35pm |
Inference in Wasserstein Spaces and Optimal Transport Location: 0.004 Chair: Ansgar Steland Statistical Aspects of Optimal Transport: Regularization, Estimation, and Applications On the cut-offs of Optimal Transport based statistical tests Detecting change-points of univariate time series using the empirical Wasserstein distance |