Weekly Seminars
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
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
November 17, 2014 Monday
4:00 PM
5727 S University Ave, room 112
Sebastien Bossu
Ogee Group
Equity Correlation Modelling
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
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
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
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
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
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