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 Slides Slides2 |
| 09:45 - 10:30 | An Chen (UUlm) - Innovative retirement plans Slides |
| 10:30 - 11:00 | Coffee break |
| 11:00 - 11:45 | Shunichi Nomura (ISM) - Cluster-based discrimination of foreshocks for earthquake prediction Slides |
| 11:45 - 12:30 | Mitja Stadje (UUlm) - On Dynamic Deviation Measures and Continuous-Time Portfolio Optimisation Slides |
| 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 Slides |
| 15:15 - 16:00 | Yuma Uehara (ISM) - Bootstrap method for misspecified stochastic differential equation models Slides |
| 16:00 - 16:30 | Coffee break |
| 16:30 - 17:15 | Motonobu Kanagawa (University of Tuebingen) - Convergence Guarantees for Adaptive Bayesian Quadrature Methods Slides |
| 17:15 - 18:00 | Rene Schilling (TU Dresden) - On the Liouville Property for Lévy Generators Slides |
| 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 Slides |
| 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 Slides |
| 11:45 - 12:30 | Robert Stelzer, Bennet Ströh (UUlm) - Weak dependence of mixed moving average processes and random fields applications Slides Slides2 |
| 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 Slides |
| 09:45 - 10:30 | Volker Schmidt (UUlm) - Probabilistic prediction of solar power supply to distribution networks, using forecasts of global radiation Slides |
| 10:30 - 11:00 | Coffee break |
| 11:00 - 11:45 | Yasumasa Matsuda (Tohoku University) - Bivariate CARMA models Slides |
| 11:45 - 12:30 | Alexander Lindner, David Berger (UUlm) - CARMA SPDEs and quasi-infinitely divisible distributions Slides Slides2 |
| 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 Slides |
| 16:00 - 16:30 | Coffee break |
| 16:30 - 16:45 | Vitalii Makogin (UUlm) – Change-point methods for anomaly detection in fibrous media Slides |
| 16:45 - 17:00 | Stefan Schelling (UUlm) – Return smoothing and risk sharing elements in life insurance from a client perspective Slides |
| 17:00 - 17:15 | Imma Curato (UUlm) - Preservation of strong mixing and weak dependence under renewal sampling Slides |
| 17:15 - 18:00 | Mark Podolskij (University of Aarhus) - Optimal estimation of certain random quantities Slides |
| 18:00 - 18:30 | Coffee break |
| 18:30 | Panel discussion |