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20.01.2014 16:45
 

On the prediction of functional time series

27.01.2014 16:45
 

Semiparametric Estimation with Generated Covariates (gemeinsam mit Enno Mammen und Christoph Rothe)

03.03.2014 16:45
 

Inference Theory for Volatility Functional Dependencies

10.03.2014 16:45
 

The Affinely Invariant Distance Correlation

17.03.2014 16:45
 

Stochastic Volatility and Possible Long Memory: The supOU Model

31.03.2014 16:45
 

On computation of generalized derivatives of solution maps to a class of generalized equations

07.04.2014 16:45
 

Interdiction Games on Markovian PERT networks

28.04.2014 16:45
 

Spectrum Estimation: A Unified Framework for Covariance Matrix Estimation and PCA in Large Dimensions

05.05.2014 16:45
 

Optimal estimation of linear functionals in irregular nonparametric models

12.05.2014 16:45
 

Bootstrap​ping Nonstationary Heteroscedastic Vector Autoregressi​ve Models​

26.05.2014 16:45
 

Multiband Uncertainties in Robust Optimization

02.06.2014 16:45
 

Antrittsvorlesung: Hochfrequenz auf Finanzmärkten - Fluch oder Segen?

16.06.2014 16:45
 

Does Hidden Liquidity Harm Price Efficiency? Equilibrium Exposure under Latent Demand

30.06.2014 16:45
 

Exact Solution Approaches for Constrained Binary Quadratic Optimization

06.10.2014 16:45
 

Maximum Likelihood and Cross Validation for covariance function estimation in Gaussian process regression

13.10.2014 16:45
 

ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models

20.10.2014 16:45
 

Beyond stochastic gradient descent for large-scale machine learning

27.10.2014 16:45
 

TEDRIS - Tail Event Driven RIsk Structures

03.11.2014 16:45
 

Shrinkage estimators for prediction out-of-sample: selection of estimators and predictive inference

10.11.2014 16:45
 

New bounds for the cp-rank in copositive optimization

17.11.2014 16:45
 

Minimal zeros of copositive matrices

24.11.2014 16:45
 

Optimal investment and contingent claim valuation in illiquid markets

01.12.2014 16:45
 

Semidefinite Optimization for solving the Quadratic Assignment Problem

15.12.2014 16:45
 

On Dynamic games with incomplete information: Relations between discrete and continuous-time

12.01.2015 16:45
 

Binary and Count Time Series Analysis

19.01.2015 16:45
 

Testing the rank of the volatility process in multivariate diffusion models (joint work with Jean Jacod)

26.01.2015 16:45
 

Fakultätsöffentliche Präsentation

09.03.2015 16:45
 

Optimisation approaches for bi-objective stochastic logistics

16.03.2015 16:45
 

Multivariate spatial modeling for large datasets: backfitting, tapering and spam

23.03.2015 16:45
 

Project evaluation and Real Option Analysis: A Hedged Monte Carlo Approach