Recent seminars

SeriesDetailsTopicTime and day
Seminar - Finance Finance seminar - Professor Shangjin Wei - Columbia Business School11:00 am, Friday 10 April 2026
Seminar - Statistics Statistics seminar - Dr Liuhua Peng - Univesity of Melbourne11:00 am, Thursday 9 April 2026
Seminar - Statistics Statistics seminar - Dr Bao Anh Vu - ANU/RSFAS11:00 am, Thursday 2 April 2026
Seminar - Finance Finance seminar - Dr Marina Gertsberg - Melbourne University11:00 am, Friday 27 March 2026
Seminar - Statistics Statistics seminar - Dr Adam Nie - RSFAS11:00 am, Thursday 26 March 2026
Seminar - Finance Finance seminar - Dr Edward Shore - UNSW11:00 am, Friday 13 March 2026
Seminar - Finance Finance seminar - Professor Ron Masulis - UNSW11:00 am, Friday 6 March 2026
Seminar - Finance Finance seminar - Dr Dongchen Zou - Indiana UniversityBuying the Dip: Return-Contingent Retail Trades 11:00 am, Monday 2 March 2026
Seminar - Statistics Statistics Seminar - Dr Pavel Krupskiy - The University of MelbourneParsimonious Factor Models for Asymmetric Dependence in Multivariate Extremes 11:00 am, Thursday 19 February 2026
Seminar - Statistics Statistics Seminar - Raffaele Argiento - Università degli Studi di BergamoModel-Based Clustering: A Bayesian Nonparametric Perspective 11:00 am, Thursday 5 February 2026

Seminars archive

Finance seminars

TopicSpeakerTime and Day
 Assistant Professor Brittany Almquist LewisFriday, November 7, 2025 - 11:00
 Professor Erica LiFriday, October 17, 2025 - 11:00
 Associate Professor Grace Xing HuFriday, October 10, 2025 - 11:00
PIK Now and Pay Later - How Deferred Interest Reshapes Private CreditProfessor Sascha SteffenMonday, September 29, 2025 - 11:00
Corporate HierarchyProfessor Michael EwensFriday, August 22, 2025 - 11:00
ESG Metrics in Executive Compensation: A Multitasking ApproachDistinguished Professor Vikas AgarwalFriday, August 8, 2025 - 11:00
The Green Transition: Evidence from Corporate Green RevenuesProfessor Pedro MatosFriday, August 1, 2025 - 11:00
Modeling Managers as EPS MaximizersProfessor Zahi Ben-DavidMonday, July 21, 2025 - 11:00
News Selection and Asset Pricing, with Charles MartineauProfessor Jordi MondriaTuesday, June 3, 2025 - 11:00
Bottom-up institutional change and growth in ChinaProfessor Xiaodong ZhuFriday, May 16, 2025 - 09:30
Financial Advice and Retirement SavingsProfessor Stefan RuenziMonday, April 7, 2025 - 11:00
The Motherhood Penalty in the Mutual Fund IndustryProfessor Alexandra Niessen-RuenziFriday, April 4, 2025 - 11:00
Coverage neglect in homeowners insuranceProfessor Tony CooksonMonday, March 24, 2025 - 11:00
Opioid Crisis and Firm Downside Tail Risks: Evidence from the Option MarketProfessor Jie CaoFriday, March 7, 2025 - 11:00
How Much of Cross-Stock Momentum Reflects Underreaction?Assistant Professor Jiacui LiFriday, February 21, 2025 - 11:00
Comparison and Evaluation of Long-Term Performance of Investment StrategiesA seminar by Professor Raymond KanFriday, February 14, 2025 - 11:00
Professor Xiang FangEmerging Market Spreads and Risk Premia: Risk-free Rate and (In)Convenience YieldFriday, November 22, 2024 - 11:00
Professor Robert MarquezBank fragility and the incentives to manage riskMonday, November 11, 2024 - 11:00
Assistant Professor Peter CzirakiNewspaper Closures and Local Investor Information AcquisitionFriday, October 25, 2024 - 11:00
Professor George PennacchiThe Effects of an Aging Population on the Structure of Bank Assets and LiabilitiesFriday, October 18, 2024 - 11:00
Professor Lukas SchmidGranular Treasury Demand with ArbitrageursMonday, October 14, 2024 - 11:15
Do bankers matter for main street? The financial intermediary labor channelProfessor Xiaoji LinFriday, October 4, 2024 - 11:00
Oil and GreeniumAssociate Professor Zhan Shi Friday, September 27, 2024 - 11:00
Teaching Economics to the MachinesProfessor Hui ChanFriday, September 20, 2024 - 11:00
Revolving Credit to SMEs: The Role of Business Credit CardsAssociate Professor Greg BuchakFriday, September 6, 2024 - 11:00
Does Democratized Information Access Demand Democratized AI? A Tale of the Rich, the Poor, and the AI (ChatGPT) Associate Professor Xi DongFriday, August 23, 2024 - 11:00
Voting on Public Goods: Citizens vs. ShareholdersProfessor Nadya MalenkoMonday, August 12, 2024 - 11:00
Data Regulation in Credit MarketsProfessor Uday RajanFriday, August 2, 2024 - 11:00
 Professor Jonathan BrogaardFriday, July 19, 2024 - 11:00
The Value of Social Media Anonymity: Evidence from the Stock MarketProfessor Kai LiMonday, June 17, 2024 - 11:00
Sustainable finance under regulationProfessor Shiyang HuangFriday, June 7, 2024 - 11:00
Randomized On-Site Inspections and Shareholder ValueAssociate Professor Fangjian FuFriday, May 31, 2024 - 11:00
Government Litigation Risk and the Decline in Low-Income Mortgage LendingAssistant Professor Erik MayerFriday, May 24, 2024 - 11:00
Pollution Abatement Investment under Financial Frictions and Policy UncertaintyAssistant Professor Chi-Yang TsouFriday, May 17, 2024 - 11:00
How Perception Affects House Prices: Evidence from Failed AuctionsProfessor David SolomonFriday, May 10, 2024 - 11:00
Capital market distortions and reform dividends: evidence from IPO locational ChoicesProfessor Shang-Jin WeiFriday, May 3, 2024 - 11:00
A Four-Trillion-Dollar Question: Why Trade ETFs Instead of Their Underlying Stocks?Professor Wenxi JiangFriday, April 19, 2024 - 11:00
How Do Borrowers Respond to a Debt Moratorium: Experimental Evidence from Consumer Loans in IndiaMartin KanzFriday, April 12, 2024 - 11:00
Structuring Management Fees for Prospect Theory Investors: Experimental EvidenceAssociate Professor Jordan MooreFriday, April 5, 2024 - 11:00
A seminar by Professor Allaudeen HameedA seminar by Professor Allaudeen HameedFriday, March 22, 2024 - 11:00
Professor Tony CooksonNews consumption in the wildTuesday, March 19, 2024 - 11:00
A seminar by Associate Professor Thanh HuynhA seminar by Associate Professor Thanh HuynhFriday, March 8, 2024 - 11:00
A seminar by Dr Lucie LuA seminar by Dr Lucie LuFriday, March 1, 2024 - 11:00
CEO Personal Political Contributions and Regulatory Enforcement against the CEOAssociate Professor James NaughtonFriday, February 23, 2024 - 11:00
A seminar by Assistant Professor Victor SongAssistant Professor Victor SongFriday, February 16, 2024 - 11:00
The Politics of Academic ResearchProfessor Matthew RinggenbergFriday, November 10, 2023 - 11:00
Do Investors Reward Countries for Participating in Climate Agreements?Associate Professor Konark SaxenaFriday, November 3, 2023 - 11:00
Voting ChoiceProfessor Andrey MalenkoMonday, October 23, 2023 - 11:00
Smoothing, Space and StatisticsSenior Lecturer Tilman DaviesThursday, October 19, 2023 - 11:00
Expected Returns and Large Language ModelsProfessor Xiu DachengFriday, October 13, 2023 - 11:00
The Technical Default SpreadSenior Lecturer Jun YuFriday, October 6, 2023 - 11:00
Labor Market Shocks and Wealth AccumulationProfessor Kaveh MajlesiFriday, September 29, 2023 - 11:00
Social Trust and the Prominence of Banks in Financial SystemsProfessor Allen Berger, Moore School of BusinessFriday, September 15, 2023 - 11:00
Financial Intermediaries and Contagion in Market Efficiency: The Case of ETFsAssistant Professor Weikai Li, Singapore Management UniversityFriday, September 8, 2023 - 11:00
Corporate Hedging, Contract Rights, and Basis RiskAssociate Professor Yuri Tserlukevich, Arizona State UniversityFriday, September 1, 2023 - 11:00
Do Different Measures of Stock Market Volatility Risks Have the Same Price?Senior Lecturer Guanglian Hu, University of SydneyFriday, August 25, 2023 - 11:00
Balance Sheet Financial FlexibilityProfessor Sudipto Dasgupta, Chinese University of Hong KongFriday, August 11, 2023 - 11:00
Does Portfolio Disclosure Make Money Smarter?Associate Professor Byoung KangFriday, August 4, 2023 - 11:00
Non-Random Survival and Long-Run IPO UnderperformanceAssociate Professor Feng ZhangFriday, June 9, 2023 - 11:00
Asset Pricing Implications of Heterogeneous Investment HorizonsAssistant Professor Idan HodorFriday, May 19, 2023 - 11:00
Equity Prices in a Granular EconomyAssociate Professor Alexandre JeanneretFriday, May 12, 2023 - 11:00
Tactical Asset Allocation of Target Date FundsDavid BrownFriday, May 5, 2023 - 11:00
Evaluating the Efficacy of Multiple Testing Adjustments in Empirical Asset PricingDr Min ZhuFriday, April 28, 2023 - 11:00
Yushui ShiNaïve buy diversification, retail investors, and size effectFriday, April 21, 2023 - 11:00
Yang SongDiscontinued Positive Feedback Trading and the Decline of Return PredictabilityFriday, April 14, 2023 - 11:00
Expert Network CallsAssociate Professor Sean CaoMonday, March 27, 2023 - 11:00
Professor Ron MasulisValue-Enhancing Effects of Female Independent Directors in Companies with Overconfident CEOsFriday, March 24, 2023 - 11:00
Payment Risk and Bank LendingDr Yi LiFriday, March 17, 2023 - 11:00
Debt Maturity ManagementAssistant Professor Chao YingFriday, March 10, 2023 - 11:00
Credit Rating under AmbiguityAlexander SzimayerFriday, March 3, 2023 - 11:00
Municipal Capital Structure (Co-authored by Murray Carlson and Rob Heinkel)Ron GiammarinoFriday, February 24, 2023 - 11:00
Does Foreign Institutional Capital Promote Green Growth for Emerging Market Firms?Jaewon ChoiFriday, February 17, 2023 - 11:00
Self-Dealing in Corporate InvestmentDenis Sosyura - Arizona State UniversityFriday, November 25, 2022 - 11:00
Feedback and Contagion Through Distressed CompetitionDr Winston Dou - WhartonMonday, November 14, 2022 - 11:00
Can Finance Save the World? Measurement and Effects of Coal Divestment Policies by BanksProfessor Boris Vallée, Harvard Business SchoolFriday, November 4, 2022 - 10:00
The Supply and Demand for Data Privacy: Evidence from Mobile AppsDr Bo Bian, Sauder UBCMonday, October 31, 2022 - 11:00
Political Divide and the Composition of Households’ Equity PortfoliosProf Stephan Siegel, Washington Friday, October 28, 2022 - 11:00
Hidden in Plain Sight: The Role of Corporate Board of Directors in Public Charity LobbyingDr Sehoon Kim, FloridaFriday, October 7, 2022 - 11:00
The Real Effects of Banking the Poor: Evidence from BrazilDr Adrien Matray - PrincetonFriday, September 23, 2022 - 10:00
The Resilience of the U.S. Corporate Bond Market during Financial CrisesProfessor Bo Becker - Stockholm School of EconomicsMonday, September 19, 2022 - 11:00
Transferable Skills? Founders as Venture CapitalistsDr Vladimir Mukharlyamov, Georgetown UniversityFriday, September 16, 2022 - 11:00
The Impact of Lack of Affordable Housing on Labor MarketsAsso Prof Isaac Hacamo - Indiana UniversityMonday, September 5, 2022 - 11:00
Do Incidental Encounters Strengthen Economic Ties? Evidence from Venture Capital SyndicationProfessor Jason Zein - UNSWFriday, August 26, 2022 - 11:00
Informed Trading on Counterparty RiskAssociate Professor Thu Phuong Pham - CurtinMonday, August 22, 2022 - 11:00
Tax News Shocks, Political Cycles, and Asset PricesDr Ruchith Dissanayake - QUTFriday, August 19, 2022 - 11:00
Do women need to provide more skill signals to advance their careers?Professor Alexandra Niessen-Ruenzi - MannheimMonday, August 8, 2022 - 11:00
The impact of finance TVProfessor Diego Garcia -  ColoradoFriday, August 5, 2022 - 11:00
Delegated Gender DiversityDr Cara Vansteenkiste - UNSWFriday, July 29, 2022 - 11:00
Don’t trust, verify: The economics of scams in initial coin offeringsDr Kenny Phua - UTSMonday, July 25, 2022 - 11:00
Dr Chao Ying, CUHKThe Pre-FOMC Announcement Drift and Private Information: Kyle Meets Macro-FinanceFriday, May 27, 2022 - 10:00
Professor Farzad Saidi - BonnInformation Transmission between Banks and the Market for Corporate ControlTuesday, May 17, 2022 - 17:00
Dr Hanzhe Zhang, Michigan StateOvercoming Borrowing Stigma: The Design of Lending-of-Last-Resort PoliciesFriday, May 13, 2022 - 10:00
Prof Thomas Noe, OxfordGovernance, Stakeholder Welfare, Crises and Recovery: An ExperimentFriday, May 6, 2022 - 16:00
Professor Daniel Streitz, University of JenaFeasible Stimulus and Constrained Monetary PolicyFriday, April 29, 2022 - 15:00
Dr Thomas Drechsel, University of MarylandIncome Inequality, Financial Intermediation, and Small FirmsFriday, April 22, 2022 - 10:00
Professor Christine Parlour from UC BerkeleyBattle of the Bots:  Flash loans, Miner Extractable Value and Efficient SettlementFriday, April 8, 2022 - 10:00
Asso. Prof. Keke Song, MelbourneWhen Banks Become Shareholder ActivistsFriday, April 1, 2022 - 10:00
Asso Prof Jin Yu, MonashThe Dynamics of Corporate Debt StructureFriday, March 25, 2022 - 10:00
Professor Thomas PhilipponTitle: Dominant firms and the economyFriday, March 18, 2022 - 10:00
Dr Claire Celerier, Uni of TorontoThe Impact of Financial Inclusion on Minorities: Evidence from the Freedman’s Savings BankFriday, March 11, 2022 - 10:00
Associate Professor Stacey JacobsenOverallocation and Secondary Market Outcomes in Corporate Bond OfferingsFriday, March 4, 2022 - 10:00
Jonathan PogachShared Destinies? Small Banks and Small Business ConsolidationFriday, February 25, 2022 - 10:00
What Works Best in Capital Budgeting?Professor David ThesmarFriday, October 29, 2021 - 10:00
Pay Now, Play Later: Political Contributions and Underwriting Relationships in the Muni MarketAssociate Professor Z. Jay WangFriday, October 22, 2021 - 10:00
Firm Foreign Activity and Exchange Rate RiskProfessor Francesca Carrieri - McGill UniversityFriday, October 15, 2021 - 10:00
On the Instability of Banking and Other Financial IntermediationProfessor Chao Gu - the University of MissouriFriday, October 1, 2021 - 10:00
Decentralized Stablecoins and Collateral RiskProfessor Roman Kozhan - Warwick Business SchoolFriday, September 24, 2021 - 16:00
Mutual Funds as Lenders. Liquidity Fragility in Loan Funds and Shock TransmissionDr Nicola Cetorelli - the Federal Reserve Bank of New YorkFriday, September 17, 2021 - 10:00
ESG LendingDr Sehoon Kim - the University of FloridaFriday, September 10, 2021 - 10:00
Scope, Scale and Competition: The 21st Century FirmProfessor Gerard Hoberg - University of Southern CaliforniaFriday, August 27, 2021 - 10:00
Labor Market Networks and Asset ReturnsAssociate Professor Xiaofei Zhao - Georgetown UniversityFriday, August 20, 2021 - 10:00
Competition and Exchange Data FeesDr James Brugler - University of MelbourneFriday, August 13, 2021 - 11:00
What is the Cost of Privatization for Workers?Associate Professor Joacim Tåg - Lund University and Program Director at the Research Institute of Industrial Economics (IFN)Friday, August 6, 2021 - 15:00
Public Disclosure and Consumer Financial Protection

Associate Professor Yiwei Dou

(New York University)

Friday, May 28, 2021 - 10:00
Liquidity Management by Bond Mutual Funds (joint work with Minsoo Kim)

Dr Oliver Randall

University of Melbourne

Friday, May 21, 2021 - 10:00
Vertical Acquisitions, Firm Boundaries, and Social TrustAdjunct Professor Cong Wang - Chinese University of Hong KongFriday, May 14, 2021 - 10:00
Rush to raise: does fundraising pressure incentivise strategic venture capital deal pricing?Associate Professor Peter Pham - University of New South WalesFriday, May 7, 2021 - 10:00
Crowded Ratings: Clientele Effects in the Corporate Bond MarketProfessor Jordan Nickerson - Massachusetts Institute of Technology (MIT)Friday, April 30, 2021 - 10:00
Banks and Firms: Evidence from a legal reform altering contract designProfessor Hans Degryse - KU LeuvenFriday, April 23, 2021 - 15:00
Lying to Speak the Truth: Selective Manipulation and Improved Information TransmissionProfessor Paul Povel - University of HoustonFriday, April 16, 2021 - 10:00
Errors in Shareholder VotingAssociate Professor Alan Crane - Rice UniversityFriday, April 9, 2021 - 10:00
Contracting Costs and Reputational ContractsAssociate Professor Dominique Badoer - University of Illinois at ChicagoFriday, March 26, 2021 - 10:00
Partisan Return Gap: The Polarized Stock Market in the Time of a PandemicDr Jinfei Sheng - University of California, IrvineFriday, March 19, 2021 - 10:00
Corporate Capital Raising During the COVID CrisisAssociate Professor David Smith - University of VirginiaFriday, March 12, 2021 - 10:00
Debt as Safe Asset: Mining the BubbleProfessor Markus Brunnermeier - Princeton UniversityFriday, March 5, 2021 - 10:00
The Financial Origins of the Rise and Fall of American InflationProfessor Philipp Schnabl - New York UniversityFriday, February 26, 2021 - 10:00

Semester 2, 2020

TopicSpeakerTime and Day

 

 Financing Payouts

Joan Farre-Mensa

 (University of Illinois at Chicago)

11:00-12:00

Fri 4 Aug 20

 A New Channel for Global Volatility PropagationJianxin Wang (University of Technology Sydney)

11:00-12:00

Fri 21 Aug 20

The Consequences of Student Loan Credit Expansions: Evidence from Three Decades of Default Cycles"Constantine Yannelis (University of Chicago)

11:00-12:00

Fri 28 Aug 20

Big Fish in Small Ponds: Human Capital Mobility and the Rise of Boutique Banks 

Wenyu Wang

(Indiana University)

11:00-12:00

Fri 11 Sept 20

Big Information Complementarities and the Dynamics of Transparency Shock Spillovers 

Sudipto Dasgupta

(Chinese University of Hong Kong)

15:00-16:00

Fri 18 Sept 20

Off Target: On the Underperformance of Target-Date Funds

David Brown

(University of Arizona)

11:00-12:00

Fri 25 Sept 20

Responsible Institutional Investing Around the World

Pedro Matos 

(University of Virginia)

11:00-12:00

Fri 2 Oct 20

The Death of a Regulator: Strict Supervision, Bank Lending, and Business Activity

Christian Leuz 

(University of Chicago)

11:00-12:00

Fri 9 Oct 20

Real Responses to Anti-tax Avoidance: Evidence from the UK Worldwide Debt Cap

Yaxuan Qi

(City University of Hong Kong)

14:00-15:00

Fri 12 Oct 20

How Deep Is the Labor Market for Female Directors? Evidence from California’s Board Gender Diversity Mandate

Kathleen Kahle 

(University of Arizona)

11:00-12:00

Fri 16 Oct 20

Labor Force Telework Flexibility and Asset Prices: Evidence from the Covid-19 Pandemic

Xiaoji Lin

(University of Minnesota)

10:00-11:00

Fri 23 Oct 20

The Perils of Private Provision of Public Goods

David Solomon

(Boston College)

10:00 - 11:00

Fri 30 Oct 20

Private Equity and COVID-19  

Vladimir Mukharlyamov

(Georgetown University)

10:00 - 11:00

Fri 06 Nov 20

Shareholder Power and the Decline of Labor

Hyunseob Kim

(Cornell University)

10:00 - 11:00

Fri 13 Nov 20

Disclosure and the Cost-of Capital: Evidence from FOMC Announcements

Michael Dambra

(State University of New York at Buffalo)

10:00 - 11:00

Fri 20 Nov 20

Semester 1, 2020

TopicSpeakerTime and Day
The liberalization spillover: from equities to loans

Shang-Jin Wei

(Columbia University)

11:00-12:30 Mon 24 Feb 20
Financing Corporate Growth

Murray Frank

(University of Minnesota)

11:00-12:30

Fri 13 Mar 20

Semester 2, 2019

TopicSpeakerTime and Day
Disclosure, Runs and Bank Capital RaisingJean Helwege (UC Riverside)

11:00-12:30

Fri 26/7/19

Leasing as a Risk-Sharing MechanismKai Li (HKUST)

11:00-12:30

Fri 2/8/19

Weather, Institutional Investors and Earnings News

Danling Jiang

(Stony Brook University)

11:00-12:30

Fri 9/8/19

 Does Financial Market Structure Impact the Cost of Raising Capital?Carole Comerton-Forde (UNSW)

11:00-12:30

Fri 16/8/19

 Trading in Crowded Markets

Yajun Wang

(City University of New York)

11:00-12:30

Fri 30/8/19

 The Sources of Financing ConstraintsBoris Nikolov (University of Lausanne and Swiss Finance Institute)

11:00-12:30

Fri 6/9/19

A friend in need is a friend indeed: Strategic insider financingYizhou Xiao (CUHK)

11:00-12:30

Fri 16/9/19

The Role of External Regulators in Mergers and Acquisitions: Evidence from SEC Comment Letters

Tao Shu

(Chinese University of Hong Kong)

11:00-12:30

Fri 27/9/19

On Index Investing

Matthew C. Ringgenberg

(University of Utah)

11:00-12:30

Fri 4/10/19

What Drives Global Lending Syndication? Effects of Cross-Country Capital Regulation GapsYeejin Jang (UNSW)

11:00-12:30

Fri 11/10/19

Operating Hedge and Gross Profitability PremiumHarold Zhang (UT Dallas)

11:00-12:30

Fri 18/10/19

Short Seller Attention and Corporate Customer NewsLilian Ng (York University)

11:00-12:30

Fri 25/10/19

Mutual fund carbon footprints and performanceJacquelyn Humphrey (UQ)

11:00-12:30

Fri 1/11/19

Out of Sight No More? The Eect of Fee Disclosures on 401(k) Investment AllocationsMathias Kronlund (UIUC)11:00-12:30 Mon 11/11/19
The Origins and Real Effects of the Gender Gap: Evidence from CEOs’ Formative YearsDenis Sosyura (ASU)

11:00-12:30

Fri 15/11/19

Private Equity Indices Based on Secondary Market TransactionsMichael Weisbach (Ohio State)

11:00-12:30

Fri 13/12/19

Semester 1, 2019

TopicSpeakerTime and Day
Variance Risk Premiums in Emerging Markets

Hao Zhou

(Tsinghua PBC School)

11:00-12:30 Fri 8/3/19
Momentum and Reversal: A DecompositionAllaudeen Hameed (NUS)11:00-12:30 Fri 15/3/19
 Debt covenants and the value of commitmentLei Mao (CUHK Shenzhen)11:00-12:30 Fri 22/3/19
Anticompetitive effects of horizontal acquisitions: the impact of within-industry product similarity

Sandy Klasa

(University of Arizona)

11:00-12:30 Mon 25/3/19
The Tangible and Intangible Consequences of Corporate Fraud

Tamas Barko

(University of Mannheim)

11:00-12:30 Fri 29/3/19
Independent Director Reputation Incentives: CEO Compensation Contracting and Financial ReportingRon Masulis (UNSW)11:00-12:30 Fri 5/4/19
Do Internet Finance Platforms Mitigate Conflicts of Interest? The Case of Mutual Fund InvestmentShang-Jin Wei (Columbia)11:00-12:30 Mon 8/4/19
Distress Risk, Liquidity and the Cross-section of Stock ReturnsChuan Yang Hwang (Nanyang Technological University)11:00-12:30 Fri 12/4/19
Are Return Seasonalities Due to Risk or Mispricing? Evidence from Seasonal ReversalsMatti Keloharju (Aalto University, Helsinki Finland)11:00-12:30 Mon 15/4/19
Accounting Information, Renegotiation, and Debt ContractsPierre Liang (Carnegie Mellon)11:00-12:30 Fri 26/4/19
Geopolitical Risk and Corporate InvestmentRuchith Dissanayake (QUT)11:00-12:30 Fri 3/5/19
Factor Momentum and the Momentum FactorJuhani Linnainmaa (USC)11:00-12:30 Fri 10/5/19
Give Me Your Tired, Your Poor, Your High Skilled Labor: H-1B Lottery Outcomes and Entrepreneurial SuccessStephen Dimmock (Nanyang Technological University)11:00-12:30 Fri 17/5/19
Willingness to Take Risk and Fund Flow Dynamics

Zhongyan Zhu

(Monash University)

11:00-12:30 Fri 24/5/19
Extrapolative Beliefs in the Cross-Section: What Can We Learn from the Crowds?Xing Huang (WUSTL)11:00-12:30 Fri 31/5/19
 Interbank Trading, Collusion, and Financial Regulation

Michael Gofman

(University of Rochester)

11:00-12:30 Mon 3/6/19
The Effects of Capital Requirements on Good and Bad Risk-TakingRoberto Robatto (University of Wisconsin-Madison)11:00-12:30 Fri 14/6/19
Finance and Firm VolatilityTao Chen (NTU)11:00-12:30 Fri 21/6/19
Reaching for Dividends

Hao Jiang

(Michigan State University)

11:00-12:30 Fri 28/6/19
Expected inflation, real rates, and stock-bond comovement

Greg Duffee

 (Johns Hopkins University)

11:00-12:30 Mon 1/7/19
Institutional Allocations in the Primary Market for Corporate BondsStanislava (Stas) Nikolova (University of Nebraska-Lincoln)11:00-12:30 Fri 5/7/19
Who is the Boss? Family Control without Ownership in Publicly-traded Japanese FirmsYupana Wiwattanakantang (NUS)11:00-12:30 Fri 12/7/19
Bank EntrepreneursManju Puri (Duke University)11:00-12:30 Mon 15/7/19
Why Are Commercial Loan Rates So Sticky? The Effect of Private Information on Loan Spreads

Christopher M. James

(University of Florida)

11:00-12:30 Fri 19/7/19

Semester 2, 2018

TopicSpeakerTime and day
Non-dominated models in finance: several approaches in continuous timeLaurent Denis (Université du Maine)11:00 - 12:30
Fri 20/7/18
Credit Default Swaps and Corporate Debt StructureSarah (Qian) Wang (The University of Warwick )11:00 - 12:30
Fri 27/7/18
The Bond Pricing Implications of Rating-Based Capital RequirementsDr Stanislava Nikolova (University of Nebraska-Lincoln)11:00 - 12:30
Fri 3/8/18
The redistributive effects of bank capital regulationProfessor Robert Marquez (UC Davis)15:30 - 17:00
Thu 9/8/18
Why Don’t Share Issue Privatizations Improve Profitability in China?Professor Qian Sun (Fudan University)11:00 - 12:30
Mon 13/8/18
Shareholder Litigation and the Information EnvironmentProfessor Eliezer Fich (Drexel University)11:00 - 12:30
Tue 14/8/18
Proxy Variables in Empirical Corporate Finance: Why Does Size Matter For Bidder Announcement Returns?Dr Christoph Schneider (Tilburg University)11:00 - 12:30
Fri 17/8/18
A Theory of ICOs: Diversication, Agency, and Information AsymmetryAssociate Professor Evgeny Lyandres (Boston University)11:00 - 12:30
Mon 20/8/18
Linear IV Regression Estimators for Single-Agent Dynamic Discrete Choice ModelsDr Paul Scott (NYU Stern School of Business )11:00 - 12:30
Fri 24/8/18
Debt and Supplier DiversificationDr Ben Charoenwong (National University of Singapore)11:00 - 12:30
Fri 31/8/18
Anomalies and Multiple Hypothesis Testing: Evidence from Two Million Trading StrategiesProfessor Amit Goyal (University of Lausanne)11:00 - 12:30
Mon 3/9/18
Small area estimates of public opinion: model-assisted post-stratification of data from voter advice applicationsProfessor Simon Jackman (University of Sydney)11:00 - 12:30
Fri 14/9/18
Central Hub Financial AdvisorsProfessor Alfred Yawson (University of Adelaide)11:00 - 12:30
Fri 21/9/18
Debt, Information, and IlliquidityProfessor Efraim Benmelech (University of Northwestern)11:00 - 12:30
Fri 5/10/18
Over-the-Counter Market Liquidity and Securities Lending (with Nathan Foley-Fisher and Stefan Gissler)Dr Stéphane Verani (The Federal Reserve Board)11:00 - 12:30
Tue 9/10/18
Dissecting ConglomeratesProfessor Ran Duchin (University of Washington)11:00 - 12:30
Fri 12/10/18
How Do Individual Politicians Affect Privatization? Evidence from ChinaDr Hong Ru (Nanyang Technological University)11:00 - 12:30
Fri 19/10/18
The Importance of Sovereign Reference Rates for Corporate Debt IssuanceProfessor Bruce Grundy (University of Melbourne)11:00 - 12:30
Mon 22/10/18
Learning While Setting PrecedentProfessor Hulya Eraslan (Rice University)11:00 - 12:30
Fri 26/10/18
How Does the Economy Shape the Financial Advisory Profession?Associate Professor Luo Zuo (Cornell University)11:00 - 12:30
Mon 29/10/18
Selection into Entrepreneurship and Self-EmploymentProfessor Ross Levine (The University of California, Berkeley)11:00 - 12:30
Fri 2/11/18
Sharing surplus with clients: Evidence from the protection of bank proprietary informationDr Yupeng Lin (National University of Singapore)11:00 - 12:30
Wed 14/11/18
Liquidity Supply and Demand in the Corporate Bond MarketDr Yoshio Nozawa (HKUST)11:00 - 12:30
Mon 19/11/18
Hacking Corporate ReputationsDr Stefan Lewellen (London Business School)11:00 - 12:30
Fri 23/11/18
How Do Firms Use Their Financial FlexibilityProfessor David Denis (University of Pittsburgh)11:00 - 12:30
Fri 7/12/18

Semester 1, 2018

TopicSpeakerTime and day
Naughty Firms, Noisy Disclosure: The Effects of Cartel Enforcement on Corporate DisclosureThomas Bourveau (HKUST Business School)11:00 - 12:30
Mon 29/1/18
What Makes the SP500 JumpMarcel Prokopczuk (Leibniz University Hannover)11:00 - 12:30
Fri 16/2/18
In the Shadow of Banks: Wealth Management Products and Issuing Banks’ Risk in ChinaJun Qian (Fudan University)11:00 - 12:30
Fri 23/2/18
The Commonality of Sovereign Credit Risk: A Rating-Based ApproachTao Li (City University of Hong Kong)11:00 - 12:30
Fri 2/3/18
News MomentumSophia Zhengzi Li (Rutgers)11:00 - 12:30
Mon 5/3/18
Railroad Bailouts in the Great DepressionLyndon Moore (University of Melbourne)11:00 - 12:30
Fri 16/3/18
Fund Flow Diversification: Implications for Fee-Setting and PerformanceLorenzo Casavecchia (Macquarie University)11:00 - 12:30
Fri 23/3/18
Foreign Ties that Bind: Cross-border Firm Expansions and Fund Portfolio Allocation around the WorldPeter Pham (University of New South Wales)11:00 - 12:30
Fri 6/4/18
Institutional Crowding and the Moments of MomentumRoger Edelen (UC Davis Grad School of Management)11:00 - 12:30
Fri 13/4/18
Information revelation through regulatory process: Interactions between the SEC and companies ahead of the IPOEkaterina Volkova (University of Melbourne)11:00 - 12:30
Fri 20/4/18
Unrelated AcquisitionsRajesh Aggarwal (Northeastern University)11:00 - 12:30
Fri 4/5/18
Stress Tests and Small Business LendingKristle Cortés (University Of New South Wales)11:00 - 12:30
Mon 7/5/18
Credit Ratings: Adding value to Public InformationUday Rajan (University of Michigan)14:00 - 15:30
Tue 22/5/18
A multi-factor model for idiosyncratic volatilityThijs Van der Heijden (The University of Melbourne)11:00 - 12:30
Fri 1/6/18
Investor Sentiment and the Cross-section of Corporate Bond ReturnsHai Lin (Victoria University of Wellington)11:00 - 12:30
Fri 15/6/18

Semester 2, 2017

TopicSpeakerTime and day
Do Banks Still Monitor When There is a Market for Credit Protection?Prof Andrew Winton (University of Minnesota)11:00 - 12:30
Fri 28/7/17
MBS Ratings and the Mortgage Credit BoomDr James Vickery (Federal Reserve Bank of New York)11:00 - 12:30
Fri 4/8/17
The effect of stock market indexing on option market quality Dr Li Ge (Monash University)11:00 - 12:30
Fri 11/8/17
Mechanism Selection and Trade Formation onSwap Execution Facilities: Evidence from Index CDS TradesDr Haoxiang Zhu (Massachusetts Institute of Technology)11:00 - 12:30
Mon 14/8/17
A Forward-looking Model of the Term Structure of Interest RatesDr Albert Chin (University of Queensland)11:00 - 12:30
Mon 28/8/17
Estimating the Unofficial Income of OfficialsProf Yongheng Deng (National University of Singapore )11:00 - 12:30
Fri 8/9/17
Purging Investor Sentiment Index from Too Much Fundamental InformationJun Tu (Singapore Management University)11:00 - 12:30
Fri 29/9/17
Sunk-Cost Fallacy and Seller Behavior in the Housing MarketDr Vijay Yerramilli (University of Houston, Bauer)11:00 - 12:30
Fri 6/10/17
Marketing Mutual FundsDr Nikolai Roussanov (Wharton)11:00 - 12:30
Mon 9/10/17
Advisors Lending to the Advised Acquirer as a Last ResortDr Xueping Wu (City University of Hong Kong)11:00 - 12:30
Fri 20/10/17
Multinational Firms and the International Transmission of Crises: The Real Economy ChannelDr Jan Bena (UBC Sauder School of Business)11:00 - 12:30
Mon 23/10/17
Discriminatory Pricing of Over-the-Counter FX DerivativesProf Harald Hau (University of Geneva)11:00 - 12:30
Tue 31/10/17
CDS Trading and Price Discovery in the Equity Market: Evidence from Insider Trading ProfitabilityProf Dragon Tang (University of Hong Kong)11:00 - 12:30
Fri 3/11/17
Assimilation of Oil News into PricesProf Timothy Loughran (University of Notre Dame)11:00 - 12:30
Fri 10/11/17
Tax-Loss Carry Forwards and ReturnsProf Ron Giammarino (University of British Columbia)11:00 - 12:30
Fri 24/11/17
Syndicated Loan Risk: The Effects of Covenants and CollateralProf George Pennacchi (University of Illinois)11:00 - 12:30
Mon 27/11/17
Hometown Biased AcquisitionsProf Yiming Qian (University of Iowa)11:00 - 12:30
Mon 11/12/17

Semester 1, 2017

TopicSpeakerTime and day
Intellectual Property Contracts: Theory and Evidence from Screenplay SalesAbraham (Avri) Ravid (Yeshiva University)11:00 - 12:30
Thu 2/2/17
Adverse Selection on Maturity: Evidence from Online Consumer Credit?Andrew Hertzberg (Columbia University)11:00 - 12:30
Mon 27/2/17
Systemic Default and Return Predictability in the Stock and Bond MarketsKewei Hou (Ohio State)11:00 - 12:30
Fri 3/3/17
Does Supply Chain Network Information Predict Firm Exit? Japanese Micro Data and Machine LearningDaisuke Miyakawa (Hitotsubashi)11:00 - 12:30
Mon 6/3/17
Winning by Default: Why Is There so Little Competition in Government Procurement?Robert Miller (Carnegie Mellon)11:00 - 12:30
Tue 14/3/17
Investing in Mutual Funds: Exploiting the Cross-sectional Predictability in Fund PerformanceFederico Nardari (University of Melbourne)11:00 - 12:30
Fri 17/3/17
Social Interaction, Stochastic  Volatility, and MomentumXuezhong He (UTS)11:00 - 12:30
Fri 24/3/17
Political Representation and Governance: Evidence from the Investment Decisions of Public Pension FundsYael Hochberg (Rice University)11:00 - 12:30
Fri 31/3/17
Index Membership and Capital Structure: International EvidenceVidhan Goyal (HKUST)11:00 - 12:30
Fri 7/4/17
Cost Reduction, Informational E_ciency, and Prices of OptionsSophie Xiaoyan Ni (HKUST)11:00 - 12:30
Mon 10/4/17
Communication in a Complicated WorldSteven Callander (Stanford University)11:00 - 12:30
Fri 21/4/17
Cryptocurrencies from an Austrian perspectiveAlistair Milne (Loughborough University)11:00 - 12:30
Mon 1/5/17
History Matters – Rating under Asymmetric InformationAlexander Szimayer (University of Hamburg)13:00 - 14:00
Wed 10/5/17
The risk-return tradeoff among equity factorsPaulo Maio (Hanken, Finland)11:00 - 12:30
Mon 22/5/17
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and VolatilityJames Nason (University NC State)11:00 - 12:30
Fri 26/5/17
Short-Sales Constraints and Aftermarket IPO PricingRichard Sloan (Berkeley)11:00 - 12:30
Mon 29/5/17
Locked in by Leverage: Job Search during the Housing CrisisJennifer Brown (University of British Columbia)11:00 - 12:30
Fri 2/6/17
The Unintended Consequences of the Sarbanes-Oxley (SOX) Act on Bank Credit SupplyLouis Nguyen (St. Andrews)11:00 - 12:30
Fri 9/6/17
Do Academics Respond to Incentives? Evidence from pre- and post-tenure publication behaviorJonathan Brogaard (University of Washington)11:00 - 12:30
Fri 16/6/17
The Effect of Superstar Firms on College Major ChoiceDarwin Choi (CUHK)11:00 - 12:30
Tue 20/6/17

Semester 2, 2016

TopicSpeakerTime and day
Geographic Concentration of Institutions, Corporate Governance, and Firm ValueJun-koo Kang (NTU)11:00 - 12:30
Mon 18/7/16
Geographic Concentration of Institutions, Corporate Governance, and Firm ValueKai Li (University of British Columbia)11:00 - 12:30
Wed 20/7/16
The Effect of Star Analyst Tournaments on Firms' Information EnvironmentJoshua Shemesh (University of Melbourne)11:00 - 12:30
Fri 29/7/16
Expectations and Risk Premia at 8:30AM: Understanding the Response of Bond Yields to Macroeconomic AnnouncementsGiorgio Valente (City University of HK)11:00 - 12:30
Mon 8/8/16
A Reexamination of Contingent Convertibles with Stock Price TriggersGeorge Pennacchi (University of Illinois)11:00 - 12:30
Fri 12/8/16
Lion over Elephant: The Power of Structured Volume Disclosure in Explaining the Capitalization of Firm-Specific InformationAgnes Cheng (Hong Kong Polytechnic University)11:00 - 12:30
Fri 19/8/16
Why do high dispersion stocks earn low returns? Evidence from institutional ownershipKeith Wong (University of Hong Kong)11:00 - 12:30
Fri 26/8/16
Systemic Default and Return Predictability in the Stock and Bond MarketsKewei Hou (Ohio State University)11:00 - 12:30
Fri 2/9/16
Labor-Force Heterogeneity and Asset Prices: the Importance of Skilled LaborJun Li (University of Texas at Dallas)11:00 - 12:30
Fri 16/9/16
The Dividend DisconnectDavid Soloman (University of Southern California)11:00 - 12:30
Fri 23/9/16
Something in the Air: Projection Bias and the Demand for Health InsuranceTom Chang (University of Southern California)11:00 - 12:30
Fri 30/9/16
Quant Trading in A-Share MarketHua He (Cheung Kong Graduate School of Business)11:00 - 12:30
Tue 4/10/16
Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone CrisisLawrence Schmidt (University of Chicago)11:00 - 12:30
Fri 28/10/16
Political information, firm value and information networks: Evidence from the Chinese National Social Security FundYong Li from the University of Queensland.11:00 - 12:30
Fri 18/11/16
Acquiring Banking NetworksChen Lin (University of Hong Kong)11:00 - 12:30
Wed 23/11/16
The Externalities of Corruption: Evidence from Entrepreneurial Activities in ChinaXiaoyun Yu (Indiana University)11:00 - 12:30
Fri 25/11/16
Market Power and Production (Mis)Allocation A Study of the World Oil MarketJohn Asker (UCLA)11:00 - 12:30
Mon 5/12/16
Principal Component Analysis of High Frequency DataYacine Ait-Sahalia (Princeton University)11:00 - 12:30
Mon 12/12/16

Semester 1, 2016

TopicSpeakerTime and day
Ambiguity and the Corporation: Group Decisions, Time Inconsistency, and UnderinvestmentRon Giammarino (University of British Columbia)11:00 - 12:30
Fri 19/2/16
International Liquidity RentsMaya Eden (World Bank)11:00 - 12:30
Wed 23/3/16
Financial Network and Systemic Risk - A Dynamic ModelTan Wang (SAIF)11:00 - 12:30
Fri 8/4/16
Leaning against the Wind: Debt Financing in the Face of AdversityMichael Brennan (UCLA)11:00 - 12:30
Tue 12/4/16
Optimal Portfolio Selection with and without Risk-Free AssetRaymond Kan (University of Toronto)11:00 - 12:30
Fri 22/4/16
Optimal Portfolio Selection with and without Risk-Free AssetChu Zhang (HKUST)11:00 - 12:30
Fri 29/4/16
The Rookie DirectorAngie Low (NTU)11:00 - 12:30
Fri 6/5/16
Retail and Institutional Trades and the Cross-Section of Corporate Bond ReturnsJason Wei (University of Toronto)11:00 - 12:30
Fri 13/5/16
Do Bondholders Value Senior Loan Lender Control Rights?Wei Wang (Queen's University)11:00 - 12:30
Fri 20/5/16
Clustering Huge Number of Financial Time SeriesTomohiro Ando (University of Melbourne)11:00 - 12:30
Thu 26/5/16
A Portfolio Rebalancing Theory of Disposition EffectHong Liu (Washington University St. Louis)11:00 - 12:30
Mon 30/5/16
Dealer Behavior in Highly Illiquid Risky AssetsMichael Goldstein (Babson College)11:00 - 12:30
Fri 10/6/16
Why does idiosyncratic risk increase with market risk?Söhnke Bartram (University of Warwick)11:00 - 12:30
Fri 17/6/16
Does Speculative Activity Have Real Effects?Mark Loewenstein (University of Maryland)11:00 - 12:30
Wed 22/6/16
Another Test of the Efficiency of a Given Portfolio"Paskalis Glabadanidis (University of Adelaide)11:00 - 12:30
Fri 1/7/16
Institutions and InnovationKose John (NYU)11:00 - 12:30
Mon 11/7/16

Actuarial Studies seminars

TopicSpeakerTime and Day
Time-inconsistent Personal Finance Beyond Mean-VarianceProfessor Mogens SteffensenTuesday, November 18, 2025 - 11:00
Learning Before, During, and After ClassAssociate Professor Diana SkrzydloThursday, July 3, 2025 - 11:00
Dynamic derivative-based pension investment with stochastic volatility: A behavioral perspectiveAssociate Professor Yang ShenThursday, April 3, 2025 - 11:00
Seizing policy opportunities: how Confucian culture promotes firm exportsDistinguished Professor Tong FuThursday, March 6, 2025 - 11:00
Professor Hong LiUnveiling Nonlinear Dynamics in Catastrophe Bond Pricing: A Machine Learning PerspectiveThursday, October 31, 2024 - 11:00
Individualised disability support schemes and their impact on autism diagnoses  Maathumai RanjanThursday, October 3, 2024 - 14:00
Threshold Autoregressive Nearest-Neighbour Models for Claims ReservingProfessor Tak Kuen SiuThursday, April 18, 2024 - 11:00
A seminar by Dr Fei HuangA seminar by Dr Fei HuangThursday, March 21, 2024 - 11:00
A seminar by Associate Professor Jonathan ZiyeyiA seminar by Associate Professor Jonathan ZiyeyiThursday, February 15, 2024 - 11:00
Alpha-transformation and change-point detection for (high-dimensional) functional time seriesProfessor Hanlin ShangThursday, October 26, 2023 - 11:00
Life cycle insurance and life annuity loadsSenior Lecturer Aleksander Arandjelovic, Maquarie UniversityThursday, September 7, 2023 - 11:00
 Senior Lecturer Colin Zhang, Macquarie UniversityThursday, August 31, 2023 - 11:00
Supply side obstacles to lifetime annuities: revisiting market designProfessor Anthony Asher, UNSWThursday, August 10, 2023 - 11:00
Constrained portfolios in incomplete markets: a dynamic programming approach to Heston’s modelDr Yevhen HavrylenkoThursday, June 1, 2023 - 11:00
Optimal Use of Housing Wealth in a Two-Generation ModelAssociate Professor Katja HanewaldThursday, May 25, 2023 - 11:00
Mean-variance longevity risk-sharing for annuity contractsDr Hamza HanbaliThursday, April 27, 2023 - 11:00
Update on the Australian life insurance industryBrendan CounsellThursday, March 30, 2023 - 11:00
A systematic vector autoregressive framework for modelling and forecasting mortalityProfessor Jacki Li, Monash UniversityThursday, February 16, 2023 - 13:00
Transition between inpatient rehabilitation and National Disability Insurance Scheme for Traumatic Brain Injury and Spinal Cord InjuryDr Simon Guthrie - Macquarie UniversityThursday, November 10, 2022 - 11:00
Estimating and modelling mortality rates in the absence of population denominatorsDr Andres Villegas Ramirez - UNSWThursday, November 3, 2022 - 10:00
Improving Business Insurance Loss Models by Leveraging InsurTech InnovationProfessor Emiliano ValdezFriday, October 7, 2022 - 10:00
Multi-population modelling and forecasting life-table death countsProfessor Hanlin Shang - MacquarieThursday, August 11, 2022 - 10:00
Dr Nii-Amah Okine - Appalachian State UniversityRatemaking in a Changing EnvironmentThursday, May 5, 2022 - 10:00
Associate Professor Jae Kyung Woo, UNSWTitle: Factor modelling for high-dimensional functional time seriesThursday, February 24, 2022 - 10:00
A Multi-parameter-level Model for Simulating Future Mortality Scenarios with COVID-alike EffectsAssociate Professor Rui ZhouThursday, November 4, 2021 - 11:00
Accommodation or Obfuscation? Product Innovation in the Variable Annuities Market (Joint work with Xiaochen Jing)Professor Daniel Bauer - University of WisconsinThursday, April 22, 2021 - 10:00
Risk Sharing with Multiple Indemnity EnvironmentsDr Alfred Chong - University of Illinois at ChicagoThursday, March 18, 2021 - 10:00

Semester 1, 2020

TopicSpeakerTime and Day
Recent Advances in Portfolio Optimization

Marcos Escobar-Anel

(Western University, Canada)

11:00-12:00 Thur 20 Feb 20
Long-term care insurance financing using home equity release: Evidence from an experimental studyKatja Hanewald (UNSW)11:00-12:00 Thur 12 Mar 20
The Discriminating (Pricing) ActuaryFei Huang and Edward (Jed) Frees (ANU)11:00-12:00 Thur 23 Apr 20

Semester 2, 2019

TopicSpeakerTime and Day
The Heat Wave Model for Constructing Two-Dimensional Mortality Improvement Scales with Measures of Uncertainty

Johnny Li

(University of Melbourne)

14:30-16:00 Fri 16/8/19
 The Future of Risk-Class Prohibitions: A Conceptual Analysis

Michael Powers

(Tsinghua University)

  11:00-12:00 Thur 5/9/19
Inference for univariate grouped data from actuarial application

Colin  (Jinhui) Zhang

(Macquarie University)

  11:00-12:00 Thur 17/10/19
A forecast reconciliation approach to cause-of-death mortality modeling

Anastasios Panagiotelis

(Monash University)

  11:00-12:00 Thur 21/11/19

Semester 1, 2019

TopicSpeakerTime and Day
Estimating the key parameters of a long term care insurance scheme for AustraliaDavid Cullen (NDIS)11:00-12:30 Fri 22/2/19
Optimal Consumption and Investment Decisions under Time-Varying Preferences

Rudi Zagst

(Technical University of Munich)

 11:00-12:00 Thur 21/3/19
Affordable and Adequate Annuities with Stable Payouts: Fantasy or Reality?

Daniel Linders

(University of Illinois)

  11:00-12:00 Thur 30/5/19
Aspects of Tontine Pensions

Thomas Bernhardt

(Heriott- Watt University)

  11:00-12:00 Thur 13/6/19

Semester 2, 2018

TopicSpeakerTime and day
Risk Management Applications of Fuzzy Logic

Arnold Shapiro 

(Penn State University)

11:00 - 12:30
Thu 19/7/18
Claims Frequency Modeling Using Telematics Car Driving Data

Dr Michael Gao 

(Renmin University of China )

11:00 - 12:30
Thu 18/10/18
Life Made Simpler

Professor MogensS teffensen 

(University of Copenhagen)

11:00 - 12:00
Thu 22/11/18
  1. Predictive Analytics and Medical Errors
  2. Open Actuarial Textbooks

Professor Edward (Jed) Frees 

(University of Wisconsin-Madison)

11:00 - 12:30
Mon 10/12/18

Semester 1, 2018

TopicSpeakerTime and day
Competitive Equilibria in a Comonotone Market

Tim Boonen 

(University of Amsterdam)

11:00 - 12:30
Thu 15/3/18
Topic 1: Momentum in a Multi-Period World, Topic 2: Member Defined Utility function

David Bell 

(Mine Wealth and Wellbeing)

11:00 - 12:30
Thu 12/4/18
Pricing and Hedging Insurance Risks Using Principle of Equivalent Forward PreferencesAlfred Chong (University of Illinois)11:00 - 12:30
Thu 17/5/18
Techniques to Analyze and Forecast MortalityHan Li (University of NSW)11:00 - 12:30
Thu 14/6/18

Semester 2, 2017

TopicSpeakerTime and day
Lifetime Dependence Modelling using a Generalized Multivariate Pareto Distribution

Dr Daniel Alai

(University of Kent)

11:00 - 12:30
Thu 21/9/17

Statistics seminars

TopicSpeakerTime and Day
Dr Pavel KrupskiyParsimonious Factor Models for Asymmetric Dependence in Multivariate ExtremesThursday, February 19, 2026 - 11:00
Model-Based Clustering: A Bayesian Nonparametric PerspectiveProfessor Rafaele ArgientoThursday, February 5, 2026 - 11:00
Unipolar Item Response Theory Modelling of Children’s Vocabulary and Grammatical KnowledgeDr Seamus DonnellyThursday, October 23, 2025 - 11:00
Doubly-Bounded Random Variables: The Boundary Cases ProblemEmeritus Professor Mike SmithsonThursday, September 25, 2025 - 11:00
Modelling and Estimation for Partially Observed Discrete-Time Semi-Markov ChainsPaul MalcolmThursday, September 18, 2025 - 11:00
 Paul MalcolmThursday, September 18, 2025 - 11:00
 Professor Gillian HellerThursday, September 11, 2025 - 11:00
Ordinal regression models for continuous scalesProfessor Gillian HellerThursday, September 11, 2025 - 11:00
Reducing two-sample discrepancy via online thinningDr Gleb SmirnovThursday, August 14, 2025 - 11:00
Utilising alternative data sources as auxiliary information in survey estimationProfessor James BrownThursday, July 31, 2025 - 11:00
Spatial Models for Human Mobility DataProfessor Adrian DobraThursday, June 12, 2025 - 11:00
Not your everyday meta-analysis—Venturing into mixed methods, machine learning, or expert elicitationAssociate Professor Sama Low ChoyThursday, May 29, 2025 - 11:00
Inverse Problems in Solid Earth GeophysicsAssociate Professor Andrew ValentineThursday, April 10, 2025 - 11:00
Inverse modelling approaches in ThermochronologyProfessor Kerry GallagherThursday, March 13, 2025 - 13:00
Bayesian transfer learning with multiple auxiliary datasetsDr Donatello TelescaThursday, March 13, 2025 - 11:00
 Machine Learning in the VolatilityAssistant Professor Lingbing Feng Wednesday, March 5, 2025 - 11:30
Bayesian generalized additive model selection including a fast variational optionProfessor Matt WandThursday, February 20, 2025 - 11:00
Professor Edward L BooneStatistical Inference on Fractional Partial Differential EquationsTuesday, November 26, 2024 - 11:00
Associate Professor Shogo KatoRegression for spherical data using a scaled link functionWednesday, November 20, 2024 - 11:00
Professor Dimitris PolitisModel-free Bootstrap and Conformal Prediction in RegressionThursday, November 14, 2024 - 11:00
Daniel ElazarPractical approaches to accounting for statistical uncertainty when analysing linked dataWednesday, November 13, 2024 - 11:00
Professor Katsuto TanakaBrownian motion, the Fredholm determinant, and time series analysisThursday, November 7, 2024 - 11:00
Dr Yoshihiro ShiraiA L´evy-driven Ornstein-Uhlenbeck process for the valuations of credit index swaptionsThursday, October 31, 2024 - 11:00
Professor Steve MarronData Integration Via Analysis of Subspaces (DIVAS)Tuesday, October 29, 2024 - 11:00
Geostatistical Regression as a Procedural Experimental DesignDr Ewan CameronMonday, September 30, 2024 - 11:00
Concentration of Randomized Functions of Uniformly Bounded VariationProfessor Rabee TourkyThursday, August 8, 2024 - 11:00
Testing for Spurious Factor Analysis on High Dimensional Nonstationary Time SeriesDr Yi HiThursday, August 1, 2024 - 11:00
The Missing Link: Establishing the Parallels Between Censored and Missing Covariate DataAssociate Professor Tanya GarciaThursday, July 25, 2024 - 11:00
Safety belt regression applied to the Growth Curve model.Professor Dietrich von RosenThursday, July 18, 2024 - 11:00
Reciprocal Communication and Political Deliberation on TwitterProfessor Robert AcklandThursday, July 4, 2024 - 11:00
Educational Measurements: Addressing Dispersion and Measurement Errors in Count DataAssociate Professor Cornelis PotgieterTuesday, July 2, 2024 - 11:00
Coherent Estimation and Criminal Justice Program Evaluation in Hierarchical Time SeriesDr Thomas FungThursday, June 20, 2024 - 11:00
Estimation and selection of non-normalized modelsAssociate Professor Takeru MatsudaThursday, June 6, 2024 - 11:00
Mixed Models, Random Effects Misspecification and PredictionA seminar by Dr Quan VuThursday, May 30, 2024 - 11:00
Sparse group variable selection to leverage pleiotropic associationProfessor Benoit Liquet-WeilandTuesday, May 28, 2024 - 11:00
A Tale of Two Datasets: Representativeness and Generalisability of Inference for Samples of NetworksDr Pavel KrivitskyThursday, May 23, 2024 - 11:00
Solving stochastic dynamic integrated climate-economy models using Least Squares Monte Carlo methodsProfessor Pavel ShevchenkoThursday, May 16, 2024 - 11:00
The role of model selection and noise estimation when combining different data types in geophysical uncertainty quantificationAssociate Professor Jan DettmerThursday, May 9, 2024 - 11:00
A seminar by Dr Thomas Yee Thursday, May 2, 2024 - 11:00
Spatial prediction of non-negative spatial processes using asymmetric lossesDistinguished Professor Noel CressieWednesday, April 24, 2024 - 11:00
Sample Size for Monitoring Disease in Free-Ranging Wildlife PopulationsProfessor James BoothThursday, April 11, 2024 - 11:00
A Dialog with Self-normalized Limit TheoryProfessor Qiman ShaoMonday, April 8, 2024 - 11:00
Dr Weichang YuOptimal dynamic treatment regime inference – a tale of two methodsThursday, April 4, 2024 - 11:00
Penalized maximum likelihood estimation in factor analysisProfessor Kei HiroseThursday, March 28, 2024 - 11:00
A seminar by Professor Alexander AueA seminar by Professor Alexander AueThursday, March 14, 2024 - 11:00
A seminar by Associate Professor Alex PetersenA seminar by Associate Professor Alex PetersenThursday, March 7, 2024 - 11:00
Large-scale Multi-layer Academic Networks Derived from Statistical PublicationsProfessor Rui PanThursday, January 11, 2024 - 11:00
Compositional quasi-likelihood and logit modelsDavid Firth - University of WarwickTuesday, January 9, 2024 - 11:00
Deep Learning for Censored Survival DataProfessor Jane-Ling WangMonday, January 8, 2024 - 14:30
Modeling Distribution-Valued Random Trajectories With Optimal TransportsProfessor Hans-George MüllerMonday, January 8, 2024 - 11:00
Professor Jia ChenDynamic Quantile Panel Data Models with Interactive EffectsWednesday, January 3, 2024 - 11:00
Parameter Estimation and Pairs Trading for Lévy-driven Ornstein-Uhlenbeck ProcessesKevin LuThursday, November 23, 2023 - 11:00
Jump-size-based Bayesian detection of multiple change-pointsAssociate Professor Catherine LiuThursday, November 2, 2023 - 11:00
Directional Tests in Gaussian Graphical ModelsProfessor Nicola SartoriThursday, October 12, 2023 - 11:00
A Model-Agnostic Graph Neural Network for Integrating Local and Global InformationProfessor Annie QuThursday, October 5, 2023 - 11:00
New challenges in electricity price modelingProfessor Gernot Müller, University of AugsburgThursday, September 28, 2023 - 11:00
 Professor Gulasekaran Rajaguru, Bond UniversityThursday, August 24, 2023 - 11:00
Bayesian inference for partial ordersDr Kate LeeThursday, July 6, 2023 - 11:00
Adversarial Classification via Distributional Robustness with Wasserstein AmbiguityDr Nam Ho-NguyenThursday, June 29, 2023 - 11:00
The geometry of diet: using projections to quantify the similarity between sets of dietary patternsAssociated Professor Beatrix JonesThursday, June 22, 2023 - 11:00
Forecasting high-dimensional functional time series: Application to sub-national age-specific mortalityCristian Felipe Jimenez Varon Friday, June 16, 2023 - 11:00
Parsimonious Multiple Time Series ModelsAssociate Professor Marco RealeThursday, June 15, 2023 - 11:00
A tractable and interpretable family of distributions on the circle, and its mixture model for traffic count data analysisAssociate Professor Shogo KatoThursday, June 8, 2023 - 11:00
Luca MaestriniAdvances in Linear and Generalised Linear Mixed ModelsThursday, May 18, 2023 - 11:00
Benign overfittingProfessor Peter BartlettThursday, May 11, 2023 - 11:00
Multivariate frameworks for the integration of longitudinal multi-omics dataProfessor Kim-Anh Lê CaoThursday, May 4, 2023 - 11:00
Estimating short-term capacity: Theory and an application to invasive coronary angiography for acute myocardial infarctionOu YangThursday, April 20, 2023 - 11:00
Stock co-jump networksYingying LiThursday, April 6, 2023 - 15:00
High-Dimensional Covariance Matrices Under Dynamic Volatility Models: Asymptotics and Shrinkage EstimationProfessor Xinghua ZhengThursday, April 6, 2023 - 11:00
Particle Variational BayesMinh-Ngoc TranThursday, March 23, 2023 - 11:00
Bayesian causal synthesis for meta-inference on heterogeneous treatment effectsAssociate Professor Shonosuke SugusawaThursday, March 16, 2023 - 11:00
Stein's Method on ManifoldsProfessor Huiling LeThursday, March 9, 2023 - 11:00
Dr Khue-Dung DangThe University of MelbourneThursday, March 2, 2023 - 11:00
Louis-Paul RivestLaval UniversityThursday, February 23, 2023 - 11:00
Information modelling: new type of filtration enlargement, representation property and applicationsAnna AksamitWednesday, February 15, 2023 - 11:00
Gauss and Earth’s Magnetic Field: Statistics Meet ObservationsProfessor Cathy Constable, University of California at San DiegoThursday, February 9, 2023 - 11:00
Binary Response Models for Heterogeneous Panel Data with Interactive Fixed EffectsBin Peng - Monash UniversityWednesday, November 30, 2022 - 15:30
Variable selection and anomaly detection using PCADr Insha Ullah - RSFAS ANUThursday, October 27, 2022 - 11:00
 Inference on nonstationarity and common trends in high-dimensional or functional time seriesDr Won-Ki Seo - Uni SydneyThursday, October 20, 2022 - 11:00
Modeling spatial tail dependence with Cauchy convolution processesDr Pavel Krupskiy - MelbourneThursday, October 13, 2022 - 11:00
The role of skewed distributions in Bayesian inference: conjugacy, scalable approximations and asymptoticsDaniele Durante - Bocconi UniversityThursday, September 29, 2022 - 16:00
Why interpolating neural nets generalize well: recent insights from neural tangent modelDr Joe Zhong - UW MadisonFriday, September 23, 2022 - 10:00
Dynamic Change Detection with Application to Skilled Funds SelectionDr Lilun Du - HKUSTThursday, September 8, 2022 - 16:00
A Strange Summary of Spatial Covariance and a 60-Species Occupancy Detection ModelDr Kassel Hingee - ANUThursday, September 1, 2022 - 11:00
Federated and transfer learning for healthcare data integrationDr Rui Duan - HarvardThursday, August 25, 2022 - 10:00
Monte Carlo variance reduction using Stein operatorsDr Leah South - QUTThursday, August 18, 2022 - 11:00
Model Misspecification and Posterior Pooling in Likelihood-free InferenceProfessor David Frazier - MonashThursday, August 4, 2022 - 11:00
Model-Assisted Uniformly Honest Inference for Optimal Treatment Regimes in High DimensionDr Yunan Wu - UT DallasThursday, July 28, 2022 - 10:00
Latency to treatment seeking in patients with obsessive-compulsive disorder: applying the transform both sides modelProfessor Adriano Polpo - UWAThursday, July 21, 2022 - 11:00
Dr. Edgar Dobriban - Wharton, PennsylvaniaT-Cal: An optimal test for the calibration of predictive modelsThursday, May 26, 2022 - 10:00
Professor Ioannis Kosmidis - WarwickImproved estimation of partially-specified modelsThursday, May 19, 2022 - 16:00

Professor Karthik Bharath - University of Nottingham

 

The shape of functional dataThursday, May 12, 2022 - 16:00
Professor Johannes Schmidt-Hieber Statistical analysis of machine learning methodsThursday, April 14, 2022 - 16:00
Professor Fan Yao Thursday, April 7, 2022 - 11:00
Dr Ziwei Zhu, University of MichiganRecent Development of Rank-Constrained and Distributed Statistical LearningThursday, March 31, 2022 - 10:00
Dr Xinghao Qiao, London School of Economics and Political ScienceFactor modelling for high-dimensional functional time seriesThursday, March 17, 2022 - 09:00
Dr Chengchun Shi, LSEStatistical Inference in Reinforcement LearningThursday, March 10, 2022 - 09:00
Dr KaiZheng Wang Columbia University Title to be advisedThursday, March 3, 2022 - 10:00

Associate Professor Anru Zhang

Duke University

Statistical Learning for High-dimensional Tensor DataThursday, February 17, 2022 - 10:00
Professor Xinyu ZhangPrediction using many samples with models possibly containing partially shared parametersThursday, February 10, 2022 - 10:00
Dr Sumonkanti Das -  ANU Multilevel time series modelling of antenatal care coverage in Bangladesh at disaggregated administrative levelsThursday, December 9, 2021 - 10:00
Professor Hans-Georg Müller - UC DavisWasserstein Regression for Distributions and Distributional Time SeriesThursday, December 2, 2021 - 10:00
Professor Iain Johnstone - Stanford and the ANUPCA, likelihood ratios, and a transition to the Tracy-Widom lawThursday, November 18, 2021 - 10:00
High-dimensional MANOVA via Bootstrapping Max StatisticsProfessor Zhenhua LinThursday, November 11, 2021 - 11:00
Selecting the number of components in high-dimensional CCADr Fan YangThursday, October 28, 2021 - 10:00
Estimation of the Distribution of Episodically Consumed Foods Measured with ErrorProfessor Aurore Delaigle - University of MelbourneThursday, October 21, 2021 - 10:00
Predicting Returns with Text DataProfessor Dacheng Xiu - the University of ChicagoThursday, October 14, 2021 - 10:00
Nonparametric Estimation of Repeated Densities with Heterogeneous Sample Sizes
(Joint work with Jiaming Qiu and Zhengyuan Zhu)
Dr Xiongtao Dai - Iowa State UniversityThursday, October 7, 2021 - 10:00
On the choice of the regularization parameter in ridge regressionDr Zdravko Botev - the University of New South WalesThursday, September 23, 2021 - 10:00
Sampling for border biosecurity inspectionDr Raphael Trouvé - the University of MelbourneThursday, September 16, 2021 - 10:00
Autoregressive NetworksAssociate Professor Binyan Jiang - the Hong Kong Polytechnic UniversityThursday, September 9, 2021 - 10:00
SIMPLE: Statistical Inference on Membership Profiles in Large NetworksProfessor Xiao Han - the University of Science and Technology of ChinaThursday, September 2, 2021 - 10:00
When Does Fast Bootstrap Work?Dr Nan Zou - Macquarie UniversityThursday, August 19, 2021 - 10:00
Dealing with multicollinearity in Geographically Weighted RegressionDr Patricia Menéndez - Monash UniversityThursday, August 12, 2021 - 10:00
Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matricesZhixiang Zhang - Nanyan Technological UniversityThursday, August 5, 2021 - 11:00
Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric errorsYuanyuan Lin - Chinese University of Hong KongWednesday, July 28, 2021 - 15:00
SIMPLE: Statistical Inference on Membership Profiles in Large NetworksXiao Han - University of Science and Technology of ChinaThursday, July 22, 2021 - 10:00
Modelling systematic effects and latent phenomena in point referenced dataDr Charlotte Jones-Todd - University of AucklandThursday, June 24, 2021 - 10:00
On hyperparameter tuning in general clustering problems

Dr Rachel Wang

(University of Sydney)

Thursday, June 10, 2021 - 10:00
Weak differentiability applied to the profile likelihood estimation in a joint model of longitudinal and survival data.

Dr Yuichi Hirose

(Victoria University of Wellington)

Thursday, June 3, 2021 - 10:00
Most Powerful Test against High Dimensional Local Alternatives

Yi He

(University of Amsterdam)

Thursday, May 27, 2021 - 15:00
Estimating the number of clusters for high-dimensional mixture model

Dr Yiming Liu

(Nanyang Technological University)

Thursday, May 13, 2021 - 10:00
Central Limit Theorem for Linear Spectral Statistics of Large Dimensional Kendall's Rank Correlation Matrices and its ApplicationsAssociate Professor Zeng Li - Southern University of Science and TechnologyThursday, May 6, 2021 - 10:00
Estimating a Change Point in a Sequence of Very High-Dimensional Covariance MatricesDr Qing Yang - University of Science and Technology of ChinaThursday, April 29, 2021 - 10:00
Universal inference with composite likelihoodsDr Hien Nguyen - La Trobe UniversityThursday, April 15, 2021 - 10:00
Projected Estimation for Large-dimensional Matrix Factor ModelsProfessor Xinbing Kong - Nanjing Audit UniversityThursday, April 8, 2021 - 10:00
Statistical inference for high dimensional principal componentsDr Xiucai Ding - University of California DavisThursday, March 25, 2021 - 10:00
CLT for Spiked Eigenvalues of High-dimensional Sample Auto-covariance MatricesDaning Bi and Adam Nie - Australian National UniversityThursday, March 11, 2021 - 10:00
Performance-complexity trade-off in large dimensional spectral clusteringDr Zhenyu Liao - University of California, BerkeleyThursday, March 4, 2021 - 10:00
A gentle introduction to string-count distributions in random textsDr Ben O'Neill - Australian National UniversityThursday, February 25, 2021 - 10:00

Semester 2, 2020

TopicSpeakerTime and Day
Can we trust PCA on non-stationary Data?Yanrong Yang (ANU)11:00-12:00 Thur 13 Aug 20
Network Influence AnalysisTao Zou (ANU)11:00-12:00 Thur 20 Aug 20
Genomic prediction of cotton fibre quality traits using high dimensional linear modelsZitong Li (CSRIO)11:00-12:00 Thur 27 Aug 20
Complete Sample Likelihood Analysis of Complex SurveysA/Prof Robert Clark (ANU)11:00-12:00 Thur 3 Sept 20
Robust multivariate lasso regression with covariance estimationDr Le Chang (ANU)11:00-12:00 Thur 24 Sept 20
AdaptSPEC-X: Spectral analysis of multiple nonstationary time series

 Dr Michael Bertolacci 

(University of Wollongong)

11:00-12:00 Thur 8 Oct 20
Approximate likelihood methods for stochastic differential equation models with high frequency sampling Prof Andrew Wood (ANU)11:00-12:00 Thur 15 Oct 20
Genome-Wide Association Studies and beyond

 A/Prof Nicola Armstrong 

(Murdoch University)

11:00-12:00 Thur 22 Oct 20
Generalized Whittle likelihood for Bayesian nonparametric spectral density estimation

 Prof Renate Meyer

(Universi ty of Auckland)

 11:00-12:00 Thur 29 Oct 20
Continuous Time Capture-Recapture

Professor Richard Barker (PVC)

(University of Otago)

 11:00-12:00 Thur 5 Nov 20

Semester 1, 2020

TopicSpeakerTime and Day
Smoothed Quantile Regression: Fast Computation, Bootstrap Inference & Nonconvex RegularizationWenxin Zhou (UCSD)11:00-12:00 Thur 6 Feb 20
Assessing Dependence in Multivariate Heavy Tailed Data

Sidney Resnick

(Cornell University)

11:00-12:00 Thur 13 Feb 20
 Handling Negative Correlation and/or Over/Underdisperson in Gaussian and Non-Gaussian Hierarchical Data

Geert Molenberghs

(Universiteit Hasselt)

11:00-12:00 Wed 19 Feb 20
Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models

Helmut Lütkepohl German

(Institute for Economic Research | DIW Berlin)

11:00-12:00 Thur 27 Feb 20
Distributions for parameters

Nancy Reid

(University of Toronto)

11:00-12:00 Wed 4 Mar 20
Statistical Modelling to Support Mosquito Biocontrol Programs

Dan Pagendam

(CSIRO Data61)

11:00-12:00 Thur 5 Mar 20
Stochastic Compactness of the Position of a Levy Process at a Two sided-Exit Time

David Mason

(University of Delaware)

11:00-12:00 Thur 19 Mar 20
Model based Bayesian spatio-temporal survey design for species distribution modelling Jia Liu (ANU)11:00-12:00 Thur 30 Apr 20
Ensembles of Trees and CLT's: Inference and Machine LearningGiles Hooker (ANU)11:00-12:00 Thur 14 May 20

Estimation of long-memory parameter in stationary and non-stationary

curve time series

Hanlin Shang (ANU)11:00-12:00 Thur 28 May 20
Calibration of multivariate Levy-driven Ornstein-Uhlenbeck processesKevin Lu (ANU)11:00-12:00 Thur 4 Jun 20

Semester 2, 2019

TopicSpeakerTime and Day
Statistical audits of election results

Damjan Vukcevic

(University of Melbourne)

  11:00-12:00 Thur 4/7/19
Species abundance information improves sequence taxonomy classification accuracyBen Keahler (UNSW Canberra)  11:00-12:00 Thur 11/7/19
Estimating Endogenous Treatment Effect Using High-Dimensional Instruments with an Application to the Olympic Effect

(Michael) Qingliang Fan

(Xiamen University)

  11:00-12:00 Thur 18/7/19
Identifying the number of factors from singular values of a large sample auto-covariance matrix

Jeff Jianfeng Yao

(Hong Kong University)

11:00-12:00 Tue 23/7/19
Sometimes having a continuous interpretation is useful. Sometimes it isn't. A story about Gaussian random fields

Daniel Simpson

(University of Toronto)

  11:00-12:00 Thur 25/7/19
First-exit time distribution of the finite mixture of Markov jump processes: properties and the EM estimation

Budhi Surya

(Victoria University of Wellington)

  11:00-12:00 Thur 1/8/19
Change point detection and identification for high dimensional data

Pingshou Zhong

(University of Illinois at Chicago)

  11:00-12:00 Thur 8/8/19
Species Sampling Models Generated by Negative Binomial ProcessesRoss Maller (ANU)  11:00-12:00 Thur 15/8/19
Recursive Computational Methodologies and Win-Probabilities 

Anthony Hayter

(University of Denver)

  11:00-12:00 Thur 22/8/19
Modeling Structured Correlation Matrices

Mohsen Pourahmadi

(Texas A&M University)

  11:00-12:00 Thur 29/8/19
A bayesian perspective on an aperiodic condition-based maintenance program for degradation with unknown parameters

Sodi Shemehsavar

(University of Tehran/ANU)

  11:00-12:00 Thur 12/9/19
Symbolic model formulae for linear mixed models illustrated with the analysis of agricultural dataEmi Tanaka (University of Sydney)  11:00-12:00 Thur 19/9/19
Dependence Modeling of Multivariate Longitudinal Data with Dropout

Edward W. (Jed) Frees

(University of Wisconsin-Madison)

  11:00-12:00 Thur 26/9/19
Understanding the Ancient Geomagnetic Field: statistics on a sphere and beyondLisa Tauxe (UCSD)  11:00-12:00 Thur 10/10/19
Estimation in linear errors-in-variables models with unknown error distributionLinh Nghiem (ANU)  11:00-12:00 Thur 24/10/19
Analysis and computation of the extended occupancy distributionBen O’Neill (ANU)  11:00-12:00 Thur 31/10/19
CARE: Sparse Precision Matrix Estimation for Compositional DataWei Lin (Peking University)  11:00-12:00 Thur 7/11/19
Exploring and understanding the individual experience from longitudinal data, or "How to make better spaghetti (plots)"

Nicholas Tierney

(Monash University)

   11:00-12:00 Thur 14/11/19
Inference on the dimension of the nonstationary subspace in functional time series

Morten Ø. Nielsen

(Queen's University)

  11:00-12:00 Thur 28/11/19
Statistics on Manifolds: The next Frontier

James Ramsay

(Mcgill University)

  11:00-12:00 Mon 16/12/19

Semester 1, 2019

TopicSpeakerTime and Day
Dominance of posterior predictive densities over plug-in densities for order statistics

Takeshi Kurosawa

(Tokyo University of Science)

11:00-12:00 Thur 7/2/19
Flexible parametric model for survival data subject to dependent censoring

Ingrid Van Keilegom

(KU Leuven)

11:00-12:30 Fri 8/02/2019
Why Model the Growth of Networks?Sid Resnick (Cornell University)11:00-12:00 Thur 14/2/19
Small Area Estimation Methods for Poverty Estimation in Developing Countries

Steve Haslett

(Massey University)

11:00-12:00 Wed 20/2/19
Space time trends and dependence of precipitation extremes in NW Germany

Ana Ferreira

(University of Lisbon)

 11:00-12:00 Thur 21/2/19
New models for symbolic data analysisBoris Beranger (UNSW) 11:00-12:00 Thur 28/2/19
A Robust Bayesian Exponentially Tilted Empirical Likelihood Method

Catherine Forbes

(Monash University)

 11:00-12:00 Thur 7/3/19
Central Limit Theorems for Trimmed Subordinators Preliminary Report

David Mason

(University of Delaware)

 11:00-12:00 Thur 14/3/19
Improved Estimation and Inference in Non-Cointegrated Functional-Coefficient Regression using Marginal Integration

Ying Wang

(The University of Auckland)

11:00-12:00 Thur 28/3/19
Nonparametric regression for Directional Data

Charles Taylor

(University of Leeds)

  11:00-12:00 Thur 4/4/19
Sparse principal component analysis with preserved sparsity pattern

Karim Seghouane

(University of Melbourne)

  11:00-12:00 Thur 11/4/19
Modelling electricity prices and the infeed from renewable energiesGernot Mueller (University of Augsburg, Germany)11:00-12:00 Wed 24/4/19
Collective Nonparametric Density and Spectral Density Estimation with Applications in Bioinformatics

Mehdi Maadooliat

(Marquette University)

  11:00-12:00 Thur 9/5/19
A comparison of Hurst exponent estimators in long-range dependent curve time seriesHanlin Shang (ANU)  11:00-12:00 Thur 16/5/19
Latent Variable Nonparametric Cointegrating Regression

Qiying Wang

(The University of Sydney)

  11:00-12:00 Thur 23/5/19
A popularity scaled latent space model for large-scale directed social network

Hansheng Wang

(Peking University)

  11:00-12:00 Thur 6/6/19
Mean correction in mis-specified fractionally integrated models

Kanchana Nadarajah

(Monash University)

  11:00-12:00 Thur 20/6/19
#DebateNight: The Role and Influence of Socialbots on Twitter During the 1st 2016 U.S. Presidential DebateMarian-Andrei Rizoiu (UTS)  11:00-12:00 Thur 27/6/19

Semester 2, 2018

TopicSpeakerTime and day
Statistical sparsity

Peter McCullagh

(University of Chicago )

11:00 - 12:00
Thur 26/7/18
The Euler Characteristic TransformationHenry Kirveslahti (Statistical Science Department, Duke University)11:00 - 12:00
Thur 2/8/18
Semiparametric Time-varying Panel Data Models with HeterogeneityDr Fei Liu (Monash University)11:00 - 12:00
Thur 9/8/18
Bootstrap Confidence Bands for Spectral Estimation of Levy Densities under High-Frequency Observations

Dr Daisuke Kurisu

(The University of Tokyo)

11:00 - 12:00
Thur 23/8/18
Modelling dispersed count with Mean-Parametrized Conway-Maxwell-Poisson (mpcmp)

Dr Thomas Fung

(Macquarie University)

11:00 - 12:00
Thur 13/9/18
Dirty Central Limit Theorems on Noneuclidean SpacesProfessor Stephan Huckemann (Georg-August-Universität Göttingen)11:00 - 12:00
Thur 20/9/18
High Dimensional Unit Root Tests by Random Matrix Theory

Dr Bo Zhang

(Monash University)

11:00 - 12:00
Thur 4/10/18
Species Sampling Models Generated by Negative Binomial Processes

Professor Ross Maller

(RSFAS ANU)

11:00 - 12:00
Thur 11/10/18
Estimating the covariance function from incompletely observed functional data

Dr Wei Huang

(The University of Melbourne)

11:00 - 12:00
Thur 25/10/18
Weak convergence of ARMA and GARCH processesProfessor Beniamin Goldys (University of Sydney)11:00 - 12:00
Mon 3/12/18
Trimmed Estimators - For Identifying Outliers - and a Hybrid-Censored Data Approach to Estimation

Dr Brenton Clarke

(Murdoch University)

11:00 - 12:00
Thur 6/12/18

Semester 1, 2018

TopicSpeakerTime and day
Making better decisions in the face of uncertainty in Digital Agriculture: The Uncertainty Toolbox

Petra Kuhnert

(CSIRO Canberra)

11:00 - 12:30
Thur 22/2/18
Frequentist Expectation PropagationMatthew Wand (University of Technology Sydney)11:00 - 12:30
Thur 1/3/18
Are Extreme Value Estimation Methods Useful for Network Data?Sidney Resnick (Cornell University)11:00 - 12:30
Thur 8/3/18
Persistent homology rank functionKatharine Turner (Mathematical Sciences Institute ANU)11:10 - 12:30
Thur 22/3/18
On quasi-infinitely divisible distributionsAlexander Lindner (Institute of Mathematical Finance, Ulm University)11:00 - 12:30
Fri 23/3/18
User-Centered Data Analytics and Modeling - A Scalable Probabilistic Tensor Factorization Model for Semantic-Aware Behaviour PredictionHongzhi Yin (University of Queensland)11:00 - 12:30
Mon 26/3/18
Stochastic Compactness of Multidimensional Levy ProcessesDavid Mason (ANU)11:00 - 12:30
Thur 29/3/18
The Darling-Erdos theorem and Feller's integral test in Euclidean spaceUwe Einmahl (University of Brussel, Belgium)11:00 - 12:30
Thur 5/4/18
Estimation and Testing for a partially linear single-index spatial regression modelYan Sun (Shanghai University of Finance and Economics)11:00 - 12:30
Thur 19/4/18
A nonparametric regression model for cross-market prediction under conditional heteroscedasticityXibin Zhang (Monash University)11:00 - 12:30
Thur 26/4/18
Object Oriented Data AnalysisJames Steve Marron (University of North Carolina at Chapel Hill)11:00 - 12:30
Thur 3/5/18
Generalised latent variable models for multivariate abundances in ecologyDavid Warton (University of New South Wales)11:00 - 12:30
Thur 10/5/18
Network Vector AutoregressionXuening Zhu (PennStateScience)11:00 - 12:30
Thur 24/5/18
Estimation of Gegenbauer-type seasonal long memory modelsAndriy Olenko (La Trobe University)11:00 - 12:30
Thur 7/6/18
Elastic Functional Data AnalysisJames Derek Tucker (Sandia National Laboratories)11:00 - 12:30
Thur 12/7/18

Semester 2, 2017

TopicSpeakerTime and day
Random Algebraic Polynomials with Symmetric and Non-symmetric CoefficientsDr Soudabeh Shemehsavar (University of Tehran)11:00 - 12:30
Thur 27/7/17
q-Hierarchical Latent Feature Models

Prof Lancelot James

(HKUST Business School)

11:00 - 12:00
Thur 3/8/17
Gibbs Chinese restaurants, Abel-Riemann-Liouville operators and Beta identities derived from stable subordinators

Prof Lancelot James

(HKUST Business School)

11:00 - 12:00
Thur 10/8/17
Risk management in retirement, identifying needs and the design of pension and insurance products and advice.A/Prof Anthony Asher (University of New South Wales)11:00 - 12:30
Thur 17/8/17
Extremes of Events with Heavy-tailed Inter-arrival Times

Peter Straka 

(University of New South Wales)

11:00 - 12:00
Thur 24/8/17
Maximum likelihood estimation under block maxima

Prof Ana Ferreira

(University of Lisbon)

11:00 - 12:30
Thur 31/8/17
Extending Simulation-Based Bayesian Inference to Higher DimensionsDr Christopher Drovandi (Queensland University of Technology)11:00 - 12:30
Thur 7/9/17
Hierarchical Likelihood Approach to Non-Gaussian Factor Analysis

Prof Youngjo Lee 

(Seoul National University)

11:00 - 12:00
Thur 14/9/17
Sparse approximate inference for spatio-temporal point process models with application to armed confictDr Andrew Zammit Mangion (University of Wollongong)11:00 - 12:30
Thur 28/9/17
Distributed Statistical Inference for Massive Data

Liuhua Peng

(University of Melbourne)

11:00 - 12:30
Thur 5/10/17
Bootstrap-Based Testing for Functional Time SeriesProf Stathis Paparoditis (University of Cyprus)11:00 - 12:30
Thur 19/10/17
A Generalized Estimating Equation approach to Multivariate Adaptive Regression Spline

Dr Jakub Stoklosa

(University of New South Wales)

11:00 - 12:30
Thur 26/10/17
The very odd lattice of cumulative distributions: resolution of fixed point conjecture for decomposable valued mapping; with applications to Economics

Prof Rabee Tourky 

(The Australian National University)

13:30 - 14:30
Fri 27/10/17
Schistosomiasis: Models and DataProf Andrew Barbour (University of Zurich)11:00 - 12:30
Thur 2/11/17
Robust Empirical Bayes Small Area Estimation with Density Power Divergence

Dr Shonosuke Sugasawa

(The Institute of Statistical Mathematics, Japan)

11:30 - 12:30
Fri 3/11/17
Bootstrap random walks

Assoc Prof Kais Hamza

(Monash University)

11:00 - 12:00
Thur 9/11/17
Reexamining financial and economic predictability with new estimators of realized variance

Dr Isabel Casas

(University of Southern Denmark)

11:00 - 12:00
Mon 13/11/17
On new developments in nonparametric Bayesian inferenceProf Mahmoud Zarepour (University of Ottawa)11:00 - 12:30
Thur 23/11/17

Semester 1, 2017

TopicSpeakerTime and day
The Effects of Largest Claim and Excess of Loss Reinsurance on a Company's Ruin Time and Valuation

Yuguang Fan

(University of Melbourne)

11:00 - 12:30
Wed 2/3/16
Statistical Challenges in Going from Raw Reads to Clinical Relevance in the Study of the Human Microbiome

Susan Holmes 

(Stanford University)

15:00 - 16:00
Mon 23/1/17
Multivariate Power Laws and Fitting a Preferential Attachment Network Model

Sidney Resnick 

(Cornell University)

11:00 - 12:30
Thur 16/2/17
Semiparametric Regression Using Variational Approximations

Francis K.C. Hui

(Mathematical Sciences Institute, ANU)

11:00 - 12:30
Thur 2/3/17
Crunching Mortality and Annuity Portfolios with extended CreditRisk+

Pavel Shevchenko

(Macquarie University)

11:00 - 12:30
Thur 9/3/17
Modelling the Causes and Effects of Poor Child Growth

Craig Anderson

(UTS)

11:00 - 12:30
Thur 16/3/17
Graphons and Data

Ngoc Tran

(University of Texas Austin)

11:00 - 12:30
Thur 23/3/17
Estimating Gradient Flow Lines of Densities: Application of a Uniform in Bandwidth Result

David Mason

(University of Delaware)

11:00 - 12:30
Thur 30/3/17
Table Counting and Exact Conditional Inference for Contingency Tables

James Booth

(Cornell University)

11:00 - 12:30
Thur 6/4/17
Business Analytics: A Statistician’s Perspective

Haipeng Shen

(University of Hong Kong)

11:00 - 12:30
Wed 12/4/17
Modelling Mortality by Cause of Death and Socio-Economic Stratification: An Analysis of Mortality Differentials in England

Andres Villegas Ramirez

(UNSW)

11:00 - 12:30
Thur 20/4/17
P-Values and Evidence: A Counter Example

Garique Glonek

(University of Adelaide)

11:00 - 12:30
Thur 27/4/17
The Notion of Optimality in Optimal Retirement Planning

Saisai Zhang

(University of Waterloo)

11:00 - 12:30
Thur 4/5/17
Improved Algorithms for Computing Worst Value-at-Risk: Numerical Challenges and the Adaptive Rearrangement Algorithm

Marius Hofert

(University of Waterloo)

11:00 - 12:30
Thur 11/5/17
The Glue that Binds Statistical Inference, Tidy Data, Grammar of Graphics, Data Visualisation and Visual Inference

Di Cook

(Monash University)

11:00 - 12:30
Thur 18/5/17
Forecast Mortality Improvement in Fourteen More Advanced Economies and Its Implication for Future Support Ratios

Nick Parr

(Macquarie University)

11:00 - 12:30
Thur 25/5/17

Semester 2, 2016

TopicSpeakerTime and day
Two Applications with Varying-coefficient Models

Bin Peng

(UTS)

11:00 - 12:30
Thur 28/7/16
Benchmarked Risk Minimization

Eckhard Platen

(UTS)

11:00 - 12:30
Thur 4/8/16
Vector Regression with Minimal Assumptions

Alan Huang

 (University of Queensland)

11:00 - 12:30
Thur 11/8/16
Covariance Regression Analysis

Tao Zou

(ANU)

11:00 - 12:30
Thur 18/8/16
Association Rule Mining for Genome-wide Association Study

Guoqi Qian

 (University of Melbourne)

11:00 - 12:30
Thur 25/8/16
Estimating the COGARCH model using sequential Monte Carlo

William Dunsmuir

(UNSW)

11:00 - 12:30
Thur 15/9/16
Forecasting Cross-Sectional and Temporal Hierarchies Through Trace Minimization (MinT)George Athanasopoulos (Monash University)11:00 - 12:30
Thur 22/9/16
Convergence of functionals of long-range dependent random fields to Rosenblatt-type distributions

Andriy Olenko

(LaTrobe)

11:00 - 12:30
Thur 29/9/16
Testing for Vector White Noise using Maximum Cross Correlations

Jinyuan Chang

(University of Melbourne)

11:00 - 12:30
Thur 6/10/16
Robust Independence Test for High Dimensional Data: A Unified Statistic

Yanrong Yang

(ANU)

11:00 - 12:30
Thur 20/10/16
Network Tomography for Integer Valued Traffic

Martin Hazelton

(Massey University)

11:00 - 12:30
Thur 27/10/16
The Satisfiability Conjecture for Large k

Allan Sly

(Uni of California, Berkeley and Princeton University)

11:00 - 12:30
Thur 3/11/16
Generalised Poisson-Dirichlet Distributions Generated from Trimmed Levy Subordinators

Ross Maller

(The Australian National University)

11:00 - 12:30
Thur 10/11/16
Judicial Decision-Making Under Changing Legal Standards

Xiaodong Gong

(University of Canberra)

14:00 - 15:30
Thur 17/11/16
Sub-state Immigration and Emigration Estimates for Australia

Tom Wilson

(Charles Darwin University)

11:00 - 12:30
Thur 24/11/16

Semester 1, 2016

TopicSpeakerTime and day
Multivariate Power Laws with Full and Strong Asymptotic Dependence

Sidney Resnick 

(Cornell University)

11:00 - 12:30
Thur 18/2/16
Limiting Local Powers and Power Envelopes of Panel AR and MA Unit Root Tests and Panel Stationarity Tests

Katsuto Tanaka 

(Gakushuin University)

11:00 - 12:30
Fri 26/2/16
The Effects of Largest Claim and Excess of Loss Reinsurance on a Company's Ruin Time and Valuation

Yuguang Fan 

(University of Melbourne)

11:00 - 12:30
Wed 2/3/16
State-space Modeling for Mortality: Incorporating Heteroscedasticity and Stochastic VolatilitySimon Fung (CSIRO)11:00 - 12:30
Thur 3/3/16
Stationarity Testing and Break Date Estimation with Functional Time Series

Greg Rice 

(University of Waterloo)

11:00 - 12:30
Thur 10/3/16
Bootstrapping the Student t-Statistic

David Mason

(University of Delaware)

11:00 - 12:30
Thur 17/3/16
Likelihood Ratios for Eigenvalues in Spiked Multivariate Models

Iain Johnstone 

(Stanford University)

11:00 - 12:30
Thur 24/3/16
Mixed Graphical Models with Applications to Integrative Cancer Genomics

Genevera Allen 

(Rice University)

11:00 - 12:30
Fri 1/4/16
Influence Diagnostics in Integer-valued GARCH Models

Shuangzhe Liu 

(University of Canberra)

11:00 - 12:30
Thur 7/4/16
Methodology for Deconvolution When the Error Distribution Is Unknown

Aurore Delaigle 

(University of Melbourne)

11:00 - 12:30
Thur 14/4/16
A Multi-step Classification Method for Identifying Cohort Heterogeneity Leading to Improved Accuracy of Prognostic Biomarkers

Samuel Mueller 

(University of Sydney)

11:00 - 12:30
Thur 21/4/16
SM Bonds – a New Product for Managing Longevity Risk

Piet de Jong

(Macquarie University)

11:00 - 12:30
Thur 5/5/16
Standardizing the Giant: Mitigating Longevity Risk in China Through Capital Markets SolutionsWai-Sum Chan (CUHK)11:00 - 12:30
Thur 12/5/16
Financial planning calculators: Developing engagement and coherent utility elicitationAnthony Asher (UNSW)11:00 - 12:30
Wed 18/5/16
Extensions to State-Estimation Schemes for Partially-Observed Higher-order Mark Chains, Including Observation Dynamics with non-Gaussian Noise Processes

Paul Malcolm

(Australian Department of Defence)

11:00 - 12:30
Thur 2/6/16
Inference for Social Network Models from Egocentrically-Sampled Data

Pavel Krivitsky

(University of Wollongong)

11:00 - 12:30
Thur 9/6/16