CENTRAL workshop: Modelling Dependencies in Ultra-High Dimensions (Prague, September 18-19, 2017)
Overview of the project"Modeling Dependencies in Ultra-High Dimensions" is a project connecting the Department of Statistics at Charles University in Prague with similar institutes at Humboldt-Universität zu Berlin, Uniwersytet Warszawski, and Universität Wien for the purpose of exchanging findings and innovations on the topic, as well as methods of teaching and information distribution.
Emphasis is placed upon the involvement of PhD-students in research and development. Regular meetings of the professors and PhD-students at annual workshops in different cities (Berlin, Prague, Warsaw, Vienna) give PhD-students from all partner universities the chance to present and discuss their current work and progress on the topic. They thus benefit from the opportunity to reflect and contribute directly to contemporary research in an environment of dynamic learning.
More information is available at the CENTRAL webpage.
TopicsCorrect understanding of various dependencies occurring in real-life situations is central for risk modelling. Main topics of interest are high-dimensional time series, financial risk, sentiment surprises, extreme events, copulae, cryptocurrencies, data mining: modelling of high-dimensional data sets plays a central role in actuarial science, econometrics, finance, and statistics.
VenueCharles University, Faculty of Mathematics and Physics, Sokolovská 83, Prague
The workshop starts on Monday 18th September in the afternoon.
List of participants (and talks)
ProgrammeParticipants (mainly PhD students) are encouraged to give a talk (about 20-30 minutes). The talks will be held on Tuesday, September 19th.
Further programme details will be announced later.
|(last update: March 30th, 2017)|