2014-2015

October 16, 2014   Thursday
1:20 PM
Harper Center, room HC3B
joint with the Econometrics and Statistics Workshop in the Booth School of Business

Eric Renault

Brown University

Indirect Inference for Estimating Equations
 


Octctober 30, 2014   Thursday
4:00 PM
5727 S University Ave, room 112

Jean Jacod

Université Pierre et Marie Curie (Paris-6)

Estimating the degree of activity of jumps of a discretely observed semimartingale

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November 6, 2014   Thursday
4:00 PM
5727 S University Ave, room 112

Dacheng Xiu

Booth School of Business, The University of Chicago

Principal Component Analysis of High Frequency Data

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November 17, 2014   Monday
4:00 PM
5727 S University Ave, room 112

Sebastien Bossu

Ogee Group

Equity Correlation Modelling

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March 3, 2015   Tuesday
4:00 PM
5727 S University Ave, room 112

Yacine Ait-Sahalia

Princeton University

High Frequency Traders: Taking Advantage of Speed

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Link to paper


March 12, 2015   Thursday
1:20 PM
Harper Center, room HC3B
joint with the Econometrics and Statistics Workshop in the Booth School of Business

Kjell G. Nyborg

University of Zurich

Collateral, Central Bank Repos, and Systemic Arbitrage

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Link to paper


April 16, 2015   Thursday
4:30 PM
Eckhart Hall, room 133
Billingsley Lecture on Probability

Wendelin Werner

Eidgenössische Technische Hochschule Zürich

Random Phenomena and Conformal Invariance Within Fractal Gaskets

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May 7, 2015   Thursday
12:00 PM (noon) (new time)
5727 S University Ave, room 112

Katharine Turner

University of Chicago

PCA of persistent homology rank functions with case studies in point processes, colloids and sphere packings

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May 21, 2015   Thursday
1:20 PM
Harper Center, room HC3B
joint with the Econometrics and Statistics Workshop in the Booth School of Business

Olivier Scaillet

Geneva Finance Research Institute, and Université de Genève

A diagnostic Criterion for Approximate Factor Structure

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Link to paper


May 28, 2015   Thursday
3 pm
5727 S University Ave, room 112
joint with the Department of Statistics

Noureddine El Karoui

Department of Statistics, University of California at Berkeley

On High-Dimensional Robust Regression and Inefficiency of Maximum Likelihood Methods

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Past Academic Year Seminars

2013 - 2014
2012 - 2013
2011 - 2012
2010 - 2011
2009 - 2010
2008 - 2009
2007 - 2008
2006 - 2007