Workshop Schedule


Tuesday, October 8

Time Speaker/Agenda Item - Talks/Coffee breaks
08:00 - 08:45 Registration
08:45 - 09:00 Vice President Dieter Rautenbach - Welcome address
09:00 - 09:45

Satoshi Ito (ISM) - Computation of clinch and elimination numbers in league sports based on integer programming

09:45 - 10:30

An Chen (UUlm) - Innovative retirement plans

10:30 - 11:00 Coffee break
11:00 - 11:45

Shunichi Nomura (ISM) - Cluster-based discrimination of foreshocks for earthquake prediction

11:45 - 12:30

Mitja Stadje (UUlm) - On Dynamic Deviation Measures and Continuous-Time Portfolio Optimisation

12:30 - 14:30 Lunch
14:30 - 15:15

Toshikazu Kitano (Nagoya Institute of Technology) - Applications of bivariate Generalized Pareto distribution and the threshold choice

15:15 - 16:00

Yuma Uehara (ISM) - Bootstrap method for misspecified stochastic differential equation models

16:00 - 16:30 Coffee break
16:30 - 17:15

Motonobu Kanagawa (University of Tuebingen) - Convergence Guarantees for Adaptive Bayesian Quadrature Methods

17:15 - 18:00 Rene Schilling (TU Dresden) - On the Liouville Property for Lévy Generators
18:00 Get together (Rittersaal)

Wednesday, October 9

Time Speaker/Agenda Item - Talks/Coffee breaks
09:00 - 09:45

Denis Belomestny (University of Duisburg-Essen - Density deconvolution under general assumptions on the distribution of measurement errors

09:45 - 10:30

Teppei Ogihara (University of Tokyo) - Local asymptotic mixed normality for multi-dimensional integrated diffusion processes

10:30 - 11:00 Coffee break
11:00 - 11:45

Satoshi Kuriki (ISM) - Perturbation of the expected Minkowski functional and its applications

11:45 - 12:30

Robert Stelzer, Bennet Ströh (UUlm) - Weak dependence of mixed moving average processes and random fields applications

12:30 - 14:30 Lunch
14:30 - 16:00 Poster session incl. coffee break
16:00 - 19:00 Excursion
19:00 Conference dinner

Thursday, October 10

Time Speaker/Agenda Item - Talks/Coffee breaks
09:00 - 09:45

Jeannette Woerner (TU Dortmund) - Inference for periodic Ornstein-Uhlenbeck processes driven by fractional Brownian motion

09:45 - 10:30

Volker Schmidt (UUlm) - Probabilistic prediction of solar power supply to distribution networks, using forecasts of global radiation

10:30 - 11:00

Coffee break

11:00 - 11:45

Yasumasa Matsuda (Tohoku University) - Bivariate CARMA models

11:45 - 12:30

Alexander Lindner, David Berger (UUlm) - CARMA SPDEs and quasi-infinitely divisible distributions

12:30 - 14:30 Lunch
14:30 - 15:15

Takaaki Shimura (ISM) - Subexponential densities of infinitely divisible distributions

15:15 - 16:00

Evgeny Spodarev (UUlm) - Long range dependence for heavy-tailed random functions

16:00 - 16:30 Coffee break
16:30 - 16:45

Vitalii Makogin (UUlm) – Change-point methods for anomaly detection in fibrous media

16:45 - 17:00 Stefan Schelling (UUlm) – Return smoothing and risk sharing elements in life insurance from a client perspective
17:00 - 17:15 Imma Curato (UUlm) - Preservation of strong mixing and weak dependence under renewal sampling
17:15 - 18:00

Mark Podolskij (University of Aarhus) - Optimal estimation of certain random quantities

18:00 - 18:30 Coffee break
18:30 Panel discussion