Summer Camp 2018
11.07. - 13.07.2018 Buckow, Germany
Organization and Contact Information
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Prof. Dr. Wolfgang Härdle Raphael Reule Dr. Petra Burdejova Humboldt-Universität zu Berlin |
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| Tel.: | +49 - 30 - 2093 5721 | |
| Fax: | +49 - 30 - 2093 5649 | |
| E-Mail: |
irtg1792.wiwi@hu-berlin.de petra.burdejova@hu-berlin.de |
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Venue
15377 Buckow (Märkische Schweiz)
Participants
Humboldt-Universität zu Berlin
Wolfgang Härdle Cathy Chen Weining Wang Vladimir Spokoiny Bernd Fitzenberger Lars Winkelmann Stefan Lessmann Christoph Breunig
Alona Zharova Alla Petukhina Egor Klochkov Niels Wesselhöft Tobias Kley Junjie Jeremy Hu Awdesch Melzer Michael Althof Daniel Jacob Raphael Reule Jakob de Lazzer Marius Sterling Ioana Ceausu Elena Ivanova Bruno Spilak Johannes Haupt
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London School of Economics
Filippo Pellegrino Alice Pignatelli Di Cerchiara
University of Chicago
Stéphane Bonhomme
University of Sydney
Minh-Ngoc Tran Warsaw University of Technology
Anna Patrycja Zalewska
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Schedule
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Day |
Time |
Speaker |
Title |
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Wednesday (11.07.2018) |
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11:00-14:00 |
Arrival, Registration & Lunch |
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1st Session, Chair: Raphael Reule |
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14:00-14:05 |
Wolfgang Härdle |
Opening |
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| 14:05-14:20 |
Newcomer Introduction Ioana Ceausu, Bruno Spilak |
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14:20-14:40 |
Anna Zalewska |
CoVaR - do's and dont's of stress-testing |
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14:40-15:10 |
Christoph Breunig |
Varying Random Coefficient Models |
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15:10-15:40 |
Discussion / Coffee Break |
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2nd Session: Short-course |
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15:40-17:10 |
Stéphane Bonhomme: Short-course Part I Quantile Methods for Static and Dynamic models |
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| 17:10-17:20 | Coffee Break | ||
| 17:20-18:40 |
Stéphane Bonhomme: Short-course Part II Quantile Methods for Static and Dynamic models |
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19:00 |
Dinner |
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Thursday |
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1st Session, Chair: Junjie Hu |
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| 09:00-09:15 |
Newcomer Introduction Daniel Jacob, Elena Ivanova, Marius Sterling, Junjie Hu |
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09:20-09:50 |
Johannes Haupt |
Product Embeddings in Product Choice Modeling |
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09:50-10:10 |
Awdesch Melzer |
Pricing Green Financial Productsmodel |
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10:10-10.40 |
Weining Wang |
LASSO-Driven Inference in Time and Space |
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| 10:40-11:00 | Junjie Hu, Marius Sterling | Quantlet Clustering | |
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11:10-11:20 |
Coffee Break |
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2nd Session, Chair: Awdesch Melzer |
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11:20-11:40 |
Tobias Kley |
Sequential detection of structural changes in irregularly observed data |
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11:40-12:00 |
Daniel Jacob |
Causal Inference and Machine Learning |
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12:00-12:20 |
Jakob de Lazzer |
Selection Effects in the Analysis of Wage Inequality in Germany |
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12:30-15:40 |
Lunch |
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3rd Session: Short-course |
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16:00-17:30 |
Minh-Ngoc Tran: Short-course Part I Bayesian Computation for Big Models Big Data |
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| 17:30-17:40 | Coffee Break | ||
| 17:40-18:40 |
Minh-Ngoc Tran: Short-course Part II Bayesian Computation for Big Models Big Data |
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19:30 |
Dinner |
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Friday |
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1st Session, Chair: Alla Petukhina |
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| 09:00-09:05 |
Alla Petukhina, Raphael Reule |
General Information Clearing of rooms, Taxi Payment |
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| 09:05:09:10 | Michael Althof | Self Introduction | |
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09:10-09:30 |
Niels Wesselhöft |
Kelly in high dimensions |
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09:30-09:50 |
Filippo Pellegrino |
A Model of the Fed’s View on Inflation |
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09:50-10:10 |
Alona Zharova |
Is scientific performance a function of funds? |
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| 10:10-10:20 | Clearing of rooms | ||
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10:20-10:40 |
Alice Pignatelli |
American Multi-Asset Option Pricing under Levy Copulae and Ballotta-Bonfigioli |
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10:40-11:00 |
Lars Winkelmann |
Testing the rank of cojumps in high-frequency data with market microstructure noise |
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| 11:00-11:20 | Egor Klochkov | LASSO in TENAR | |
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11:20-11:30 |
Coffee Break |
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2nd Session, Chair: Niels Wesselhöft |
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11:30-11:50 |
Michael Althof |
BEI Rates in practice |
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| 11:50-12:10 | Elena Ivanova | Dynamic Quantile Models of Rational Behavior | |
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12:10-12:30 |
Ioana Ceausu |
Statistics of Startups |
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13:00-14:00 |
Departure Lunch box provided |
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