CENTRAL Workshop: Machine Learning in Economics
17.05. - 18.05.2018
Chapel in the Faculty of Economics,
Spandauer Straße 1, 10178 Berlin, Germany
Organization and Contact Information
|
Prof. Dr. Wolfgang Härdle |
||
| Tel.: | +49 - 30 - 2093 5771 | |
| Fax: | +49 - 30 - 2093 5649 | |
| E-Mail: |
monique.reiske@hu-berlin.de |
|
Organization and Interactive Book of Abstracts
|
Prof. Dr. Andrija Mihoci
|
|||||||
Participants
STAT HUB
Wolfgang Härdle Alla Petukhina Junjie Hu Xinwen Ni Alisa Kolesnikova Raphael Reule
University of Sczcecin
Magdalena Mojsiewicz Mariusz Doszyń Krzysztof Dmytrów Jacek Batóg
Aarhus University
Andrea Barletta Alice Buccioli |
University of Warsaw
Piotr Jaworski Warsaw University of Technology
Anna Zalewska
Dresden University of Technology
Ostap Okhrin Iryna Okhrin
Soochow University
Jigao Yan
WALEX COSMOS
Jenher Jeng
|
Charles University Prague
Zdenek Hlávka Robert Navrátil Jan Večeř
Brandenburg University of Technology
Andrija Mihoci Sascha Voekler
University of Chinese Academy of Sciences
Jiao Can
University of Vienna
Georg Pflug |
Interactive Book of Abstracts
(PDF)
Schedule
(PDF)
|
Day |
Time |
Speaker |
Title |
|
Thursday (17.05.2018) |
09:30 |
Arrival and Registration |
|
|
Opening Session |
|||
|
10:00-10:15 |
Wolfgang Karl Härdle (Humboldt-Universität zu Berlin) Welcome Speech |
||
|
10:15-10:30 |
Piotr Jaworski (University of Warsaw) On Evolution of the Yield Curve of CoCo Bonds |
||
| 10:30-10:45 |
Magdalena Mojsiewicz (University of Sczcecin) Modelling of Mortality among Oldold Groups |
||
| 10:45-11:00 |
Alisa Kolesnikova (Humboldt-Universität zu Berlin) Volatility Index for Cryptocurrencies - VCRIX |
||
| 11:00-11:30 | Coffee Break | ||
|
Morning Session |
|||
|
11:30-11:45 |
Ostap Okhrin (Dresden University of Technology) Statistics is Everywhere |
||
|
11:45-12:00 |
Andrea Barletta (Aarhus University) It Only Takes a Few Moments to Hedge Options |
||
| 12:00-12:15 |
Jiao Can (University of Chinese Academy of Science) Optimal design of product reliability, sales, and promotion under the nonrenewable warranty |
||
| 12:15-12:30 |
Jenher Jeng (WALEX COSMOS) Very Deep Learning on Domino Effects with the Capital Market Simulation Game WALEX |
||
| 12:30-14:00 | Lunch | ||
|
Afternoon Session I |
|||
| 14:00-14:15 |
Junjie Hu (Humboldt-Universität zu Berlin) Electricity Consumption Optimization Based on Time Series Forecasting |
||
| 14:15-14:30 |
Robert Navrátil (Charles University Prague) Maximum Volatility Portfolio |
||
| 14:30-14:45 |
Mariusz Doszyń (University of Sczcecin) Intermittent Demand Forecasting: Empirical Verification |
||
| 14:45-15:00 |
Alla Petukhina (Humboldt-Universität zu Berlin) Portfolio Allocation Strategies with Cryptocurrencies |
||
| 15:00-15:30 | Coffee Break | ||
|
Afternoon Session II |
|||
|
15:30-15:45 |
Alice Buccioli (Aarhus University) Portfolio Optimization in Contagious Markets |
||
| 15:45-16:00 |
Xinwen Ni (Humboldt-Universität zu Berlin) LDA application in the analysis of Christmas Songs, NASDAQ News, and Shakespeare |
||
| 16:00-16:15 |
Iryna Okhrin (Dresden University of Technology) Sentiment Analysis for Movie Recommender System |
||
| 16:15-16:30 |
Andrija Mihoci (Brandenburg University of Technology) Adaptive Order Flow Forecasting with Multiplicative Error Models |
||
| 18:00-20:00 | Dinner | ||
|
|
|||
|
Friday (18.05.2018) |
|||
|
Morning Session I |
|||
|
10:00-10:15 |
Yegor Klochkov (Humboldt-Universität zu Berlin) and Jigao Yan (Soochow University) Network autoregression with estimated adjacency matrix |
||
|
10:15-10:30 |
Krzysztof Dmytrów (University of Szczecin) Application of Multiple-Criteria Decision-Making techniques for selected take-out techniques in order-picking |
||
| 10:30-10:45 |
Jan Večeř (Charles University Prague) Dynamic Probability Scoring Rules, Statistical Martingale Testing and Model Selection |
||
| 10:45-11:00 |
Anna Zalewska (Warsaw University of Technology) Modified CoVar in Portfolio Optimization |
||
| 11:00-11:15 |
Sascha Vökler (Brandenburg University of Technology) Computational Intelligence in Product-line Optimization: Simulations and Applications |
||
| 11:15-11:45 | Coffee Break | ||
|
Morning Session II |
|||
|
11:45-12:00 |
Jacek Batóg (University of Sczcecin) Estimation of Airport Noise Compensation for Real Estate Owners: Application of Cluster Analysis and GLMs (with prof. US dr hab. Iwona Foryś) |
||
| 12:00-12:15 |
Georg Pflug (University of Vienna) Stochastic Quasigradient Methods with Applications in Shape Optimization |
||
|
12:15-12:30 |
Raphael Reule (Humboldt-Universität zu Berlin) Programming and Prejudice: Interdisciplinary Regulation with Machine Learning Methods |
||
|
12:30-12:45 |
Zdenek Hlávka (Charles University Prague) Detection of Change-Points in Martingale Difference Sequences |
||
| 12:45-13:00 | Closing Ceremony | ||
|
|
|||