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23 May 2024
23 May 2024
Reception: 9:15 - 9:45
9:45 – 10:00
Welcome Speech
Welcome Speech
Prof. Radu Tunaru, Dr. Yuqian Zhao
10:00 - 11:00
Keynote Talk: Monitoring changes in time series: theory and applications
Keynote Talk: Monitoring changes in time series: theory and applications
Prof. Lajos Horváth
11:00 - 11:40
Topic: When will China GDP overtakes The US?
Topic: When will China GDP overtakes The US?
Prof. Zhenya Liu
11:40 - 12:20
Topic: Fast online changepoint detection
Topic: Fast online changepoint detection
Prof. Lorenzo Trapani
Lunch Break 12:30 - 13:30
13:30 - 14:10
Topic: Sequential model selection
Topic: Sequential model selection
Prof. Emese Lazar
14:10 - 14:50
Topic: An operator-level functional GARCH model
Topic: An operator-level functional GARCH model
Prof. Gregory Rice
14:50 - 15:30
Topic: Change point detection in the distribution of errors in dynamic linear models
Topic: Change point detection in the distribution of errors in dynamic linear models
Dr. Shixuan Wang
15:30 - 16:10
Topic: Night trading, microstructure change, and commodity factor premium
Topic: Night trading, microstructure change, and commodity factor premium
Dr. Shanglin Lu
16:10 - 16:50
Topic: Confidence intervals for multiple change points in linear models with heteroscedastic errors
Topic: Confidence intervals for multiple change points in linear models with heteroscedastic errors
Dr. Yuqian Zhao
Close: 17:00
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