Seminar archive

Topic Speaker Time and Day

Rush to raise: does fundraising pressure incentivise strategic venture capital deal pricing?

Associate Professor Peter Pham - University of New South Wales

Crowded Ratings: Clientele Effects in the Corporate Bond Market

Professor Jordan Nickerson - Massachusetts Institute of Technology (MIT)

Banks and Firms: Evidence from a legal reform altering contract design

Professor Hans Degryse - KU Leuven

Lying to Speak the Truth: Selective Manipulation and Improved Information Transmission

Professor Paul Povel - University of Houston

Errors in Shareholder Voting

Associate Professor Alan Crane - Rice University

Contracting Costs and Reputational Contracts

Associate Professor Dominique Badoer - University of Illinois at Chicago

Partisan Return Gap: The Polarized Stock Market in the Time of a Pandemic

Dr Jinfei Sheng - University of California, Irvine

Corporate Capital Raising During the COVID Crisis

Associate Professor David Smith - University of Virginia

Debt as Safe Asset: Mining the Bubble

Professor Markus Brunnermeier - Princeton University

The Financial Origins of the Rise and Fall of American Inflation

Professor Philipp Schnabl - New York University

Semester 2, 2020

Topic

Speaker

Time 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 Propagation

Jianxin 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

Topic

Speaker

Time 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

Topic

Speaker

Time and Day

Disclosure, Runs and Bank Capital Raising

Jean Helwege (UC Riverside)

11:00-12:30

Fri 26/7/19

Leasing as a Risk-Sharing Mechanism

Kai 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 Constraints

Boris 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 financing

Yizhou 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 Gaps

Yeejin Jang (UNSW)

11:00-12:30

Fri 11/10/19

Operating Hedge and Gross Profitability Premium

Harold Zhang (UT Dallas)

11:00-12:30

Fri 18/10/19

Short Seller Attention and Corporate Customer News

Lilian Ng (York University)

11:00-12:30

Fri 25/10/19

Mutual fund carbon footprints and performance

Jacquelyn Humphrey (UQ)

11:00-12:30

Fri 1/11/19

Out of Sight No More? The Eect of Fee Disclosures on 401(k) Investment Allocations

Mathias Kronlund (UIUC)

11:00-12:30 Mon 11/11/19

The Origins and Real Effects of the Gender Gap: Evidence from CEOs’ Formative Years

Denis Sosyura (ASU)

11:00-12:30

Fri 15/11/19

Private Equity Indices Based on Secondary Market Transactions

Michael Weisbach (Ohio State)

11:00-12:30

Fri 13/12/19

Semester 1, 2019

Topic

Speaker

Time 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 Decomposition

Allaudeen Hameed (NUS)

11:00-12:30 Fri 15/3/19

 Debt covenants and the value of commitment

Lei 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 Reporting

Ron Masulis (UNSW)

11:00-12:30 Fri 5/4/19

Do Internet Finance Platforms Mitigate Conflicts of Interest? The Case of Mutual Fund Investment

Shang-Jin Wei (Columbia)

11:00-12:30 Mon 8/4/19

Distress Risk, Liquidity and the Cross-section of Stock Returns

Chuan Yang Hwang (Nanyang Technological University)

11:00-12:30 Fri 12/4/19

Are Return Seasonalities Due to Risk or Mispricing? Evidence from Seasonal Reversals

Matti Keloharju (Aalto University, Helsinki Finland)

11:00-12:30 Mon 15/4/19

Accounting Information, Renegotiation, and Debt Contracts

Pierre Liang (Carnegie Mellon)

11:00-12:30 Fri 26/4/19

Geopolitical Risk and Corporate Investment

Ruchith Dissanayake (QUT)

11:00-12:30 Fri 3/5/19

Factor Momentum and the Momentum Factor

Juhani 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 Success

Stephen 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-Taking

Roberto Robatto (University of Wisconsin-Madison)

11:00-12:30 Fri 14/6/19

Finance and Firm Volatility

Tao 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 Bonds

Stanislava (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 Firms

Yupana Wiwattanakantang (NUS)

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

Bank Entrepreneurs

Manju 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

Topic

Speaker

Time and day

Non-dominated models in finance: several approaches in continuous time

Laurent Denis (Université du Maine)

11:00 - 12:30
Fri 20/7/18

Credit Default Swaps and Corporate Debt Structure

Sarah (Qian) Wang (The University of Warwick )

11:00 - 12:30
Fri 27/7/18

The Bond Pricing Implications of Rating-Based Capital Requirements

Dr Stanislava Nikolova (University of Nebraska-Lincoln)

11:00 - 12:30
Fri 3/8/18

The redistributive effects of bank capital regulation

Professor 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 Environment

Professor 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 Asymmetry

Associate Professor Evgeny Lyandres (Boston University)

11:00 - 12:30
Mon 20/8/18

Linear IV Regression Estimators for Single-Agent Dynamic Discrete Choice Models

Dr Paul Scott (NYU Stern School of Business )

11:00 - 12:30
Fri 24/8/18

Debt and Supplier Diversification

Dr Ben Charoenwong (National University of Singapore)

11:00 - 12:30
Fri 31/8/18

Anomalies and Multiple Hypothesis Testing: Evidence from Two Million Trading Strategies

Professor 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 applications

Professor Simon Jackman (University of Sydney)

11:00 - 12:30
Fri 14/9/18

Central Hub Financial Advisors

Professor Alfred Yawson (University of Adelaide)

11:00 - 12:30
Fri 21/9/18

Debt, Information, and Illiquidity

Professor 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 Conglomerates

Professor Ran Duchin (University of Washington)

11:00 - 12:30
Fri 12/10/18

How Do Individual Politicians Affect Privatization? Evidence from China

Dr Hong Ru (Nanyang Technological University)

11:00 - 12:30
Fri 19/10/18

The Importance of Sovereign Reference Rates for Corporate Debt Issuance

Professor Bruce Grundy (University of Melbourne)

11:00 - 12:30
Mon 22/10/18

Learning While Setting Precedent

Professor 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-Employment

Professor 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 information

Dr Yupeng Lin (National University of Singapore)

11:00 - 12:30
Wed 14/11/18

Liquidity Supply and Demand in the Corporate Bond Market

Dr Yoshio Nozawa (HKUST)

11:00 - 12:30
Mon 19/11/18

Hacking Corporate Reputations

Dr Stefan Lewellen (London Business School)

11:00 - 12:30
Fri 23/11/18

How Do Firms Use Their Financial Flexibility

Professor David Denis (University of Pittsburgh)

11:00 - 12:30
Fri 7/12/18

Semester 1, 2018

Topic

Speaker

Time and day

Naughty Firms, Noisy Disclosure: The Effects of Cartel Enforcement on Corporate Disclosure

Thomas Bourveau (HKUST Business School)

11:00 - 12:30
Mon 29/1/18

What Makes the SP500 Jump

Marcel 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 China

Jun Qian (Fudan University)

11:00 - 12:30
Fri 23/2/18

The Commonality of Sovereign Credit Risk: A Rating-Based Approach

Tao Li (City University of Hong Kong)

11:00 - 12:30
Fri 2/3/18

News Momentum

Sophia Zhengzi Li (Rutgers)

11:00 - 12:30
Mon 5/3/18

Railroad Bailouts in the Great Depression

Lyndon Moore (University of Melbourne)

11:00 - 12:30
Fri 16/3/18

Fund Flow Diversification: Implications for Fee-Setting and Performance

Lorenzo 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 World

Peter Pham (University of New South Wales)

11:00 - 12:30
Fri 6/4/18

Institutional Crowding and the Moments of Momentum

Roger 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 IPO

Ekaterina Volkova (University of Melbourne)

11:00 - 12:30
Fri 20/4/18

Unrelated Acquisitions

Rajesh Aggarwal (Northeastern University)

11:00 - 12:30
Fri 4/5/18

Stress Tests and Small Business Lending

Kristle Cortés (University Of New South Wales)

11:00 - 12:30
Mon 7/5/18

Credit Ratings: Adding value to Public Information

Uday Rajan (University of Michigan)

14:00 - 15:30
Tue 22/5/18

A multi-factor model for idiosyncratic volatility

Thijs Van der Heijden (The University of Melbourne)

11:00 - 12:30
Fri 1/6/18

Investor Sentiment and the Cross-section of Corporate Bond Returns

Hai Lin (Victoria University of Wellington)

11:00 - 12:30
Fri 15/6/18

Semester 2, 2017

Topic

Speaker

Time 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 Boom

Dr 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 Trades

Dr Haoxiang Zhu (Massachusetts Institute of Technology)

11:00 - 12:30
Mon 14/8/17

A Forward-looking Model of the Term Structure of Interest Rates

Dr Albert Chin (University of Queensland)

11:00 - 12:30
Mon 28/8/17

Estimating the Unofficial Income of Officials

Prof Yongheng Deng (National University of Singapore )

11:00 - 12:30
Fri 8/9/17

Purging Investor Sentiment Index from Too Much Fundamental Information

Jun Tu (Singapore Management University)

11:00 - 12:30
Fri 29/9/17

Sunk-Cost Fallacy and Seller Behavior in the Housing Market

Dr Vijay Yerramilli (University of Houston, Bauer)

11:00 - 12:30
Fri 6/10/17

Marketing Mutual Funds

Dr Nikolai Roussanov (Wharton)

11:00 - 12:30
Mon 9/10/17

Advisors Lending to the Advised Acquirer as a Last Resort

Dr 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 Channel

Dr Jan Bena (UBC Sauder School of Business)

11:00 - 12:30
Mon 23/10/17

Discriminatory Pricing of Over-the-Counter FX Derivatives

Prof 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 Profitability

Prof Dragon Tang (University of Hong Kong)

11:00 - 12:30
Fri 3/11/17

Assimilation of Oil News into Prices

Prof Timothy Loughran (University of Notre Dame)

11:00 - 12:30
Fri 10/11/17

Tax-Loss Carry Forwards and Returns

Prof Ron Giammarino (University of British Columbia)

11:00 - 12:30
Fri 24/11/17

Syndicated Loan Risk: The Effects of Covenants and Collateral

Prof George Pennacchi (University of Illinois)

11:00 - 12:30
Mon 27/11/17

Hometown Biased Acquisitions

Prof Yiming Qian (University of Iowa)

11:00 - 12:30
Mon 11/12/17

Semester 1, 2017

Topic

Speaker

Time and day

Intellectual Property Contracts: Theory and Evidence from Screenplay Sales

Abraham (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 Markets

Kewei Hou (Ohio State)

11:00 - 12:30
Fri 3/3/17

Does Supply Chain Network Information Predict Firm Exit? Japanese Micro Data and Machine Learning

Daisuke 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 Performance

Federico Nardari (University of Melbourne)

11:00 - 12:30
Fri 17/3/17

Social Interaction, Stochastic  Volatility, and Momentum

Xuezhong He (UTS)

11:00 - 12:30
Fri 24/3/17

Political Representation and Governance: Evidence from the Investment Decisions of Public Pension Funds

Yael Hochberg (Rice University)

11:00 - 12:30
Fri 31/3/17

Index Membership and Capital Structure: International Evidence

Vidhan Goyal (HKUST)

11:00 - 12:30
Fri 7/4/17

Cost Reduction, Informational E_ciency, and Prices of Options

Sophie Xiaoyan Ni (HKUST)

11:00 - 12:30
Mon 10/4/17

Communication in a Complicated World

Steven Callander (Stanford University)

11:00 - 12:30
Fri 21/4/17

Cryptocurrencies from an Austrian perspective

Alistair Milne (Loughborough University)

11:00 - 12:30
Mon 1/5/17

History Matters – Rating under Asymmetric Information

Alexander Szimayer (University of Hamburg)

13:00 - 14:00
Wed 10/5/17

The risk-return tradeoff among equity factors

Paulo Maio (Hanken, Finland)

11:00 - 12:30
Mon 22/5/17

Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility

James Nason (University NC State)

11:00 - 12:30
Fri 26/5/17

Short-Sales Constraints and Aftermarket IPO Pricing

Richard Sloan (Berkeley)

11:00 - 12:30
Mon 29/5/17

Locked in by Leverage: Job Search during the Housing Crisis

Jennifer 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 Supply

Louis Nguyen (St. Andrews)

11:00 - 12:30
Fri 9/6/17

Do Academics Respond to Incentives? Evidence from pre- and post-tenure publication behavior

Jonathan Brogaard (University of Washington)

11:00 - 12:30
Fri 16/6/17

The Effect of Superstar Firms on College Major Choice

Darwin Choi (CUHK)

11:00 - 12:30
Tue 20/6/17

Semester 2, 2016

Topic

Speaker

Time and day

Geographic Concentration of Institutions, Corporate Governance, and Firm Value

Jun-koo Kang (NTU)

11:00 - 12:30
Mon 18/7/16

Geographic Concentration of Institutions, Corporate Governance, and Firm Value

Kai Li (University of British Columbia)

11:00 - 12:30
Wed 20/7/16

The Effect of Star Analyst Tournaments on Firms' Information Environment

Joshua 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 Announcements

Giorgio Valente (City University of HK)

11:00 - 12:30
Mon 8/8/16

A Reexamination of Contingent Convertibles with Stock Price Triggers

George 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 Information

Agnes Cheng (Hong Kong Polytechnic University)

11:00 - 12:30
Fri 19/8/16

Why do high dispersion stocks earn low returns? Evidence from institutional ownership

Keith Wong (University of Hong Kong)

11:00 - 12:30
Fri 26/8/16

Systemic Default and Return Predictability in the Stock and Bond Markets

Kewei Hou (Ohio State University)

11:00 - 12:30
Fri 2/9/16

Labor-Force Heterogeneity and Asset Prices: the Importance of Skilled Labor

Jun Li (University of Texas at Dallas)

11:00 - 12:30
Fri 16/9/16

The Dividend Disconnect

David Soloman (University of Southern California)

11:00 - 12:30
Fri 23/9/16

Something in the Air: Projection Bias and the Demand for Health Insurance

Tom Chang (University of Southern California)

11:00 - 12:30
Fri 30/9/16

Quant Trading in A-Share Market

Hua 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 Crisis

Lawrence 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 Fund

Yong Li from the University of Queensland.

11:00 - 12:30
Fri 18/11/16

Acquiring Banking Networks

Chen Lin (University of Hong Kong)

11:00 - 12:30
Wed 23/11/16

The Externalities of Corruption: Evidence from Entrepreneurial Activities in China

Xiaoyun Yu (Indiana University)

11:00 - 12:30
Fri 25/11/16

Market Power and Production (Mis)Allocation A Study of the World Oil Market

John Asker (UCLA)

11:00 - 12:30
Mon 5/12/16

Principal Component Analysis of High Frequency Data

Yacine Ait-Sahalia (Princeton University)

11:00 - 12:30
Mon 12/12/16

Semester 1, 2016

Topic

Speaker

Time and day

Ambiguity and the Corporation: Group Decisions, Time Inconsistency, and Underinvestment

Ron Giammarino (University of British Columbia)

11:00 - 12:30
Fri 19/2/16

International Liquidity Rents

Maya Eden (World Bank)

11:00 - 12:30
Wed 23/3/16

Financial Network and Systemic Risk - A Dynamic Model

Tan Wang (SAIF)

11:00 - 12:30
Fri 8/4/16

Leaning against the Wind: Debt Financing in the Face of Adversity

Michael Brennan (UCLA)

11:00 - 12:30
Tue 12/4/16

Optimal Portfolio Selection with and without Risk-Free Asset

Raymond Kan (University of Toronto)

11:00 - 12:30
Fri 22/4/16

Optimal Portfolio Selection with and without Risk-Free Asset

Chu Zhang (HKUST)

11:00 - 12:30
Fri 29/4/16

The Rookie Director

Angie Low (NTU)

11:00 - 12:30
Fri 6/5/16

Retail and Institutional Trades and the Cross-Section of Corporate Bond Returns

Jason 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 Series

Tomohiro Ando (University of Melbourne)

11:00 - 12:30
Thu 26/5/16

A Portfolio Rebalancing Theory of Disposition Effect

Hong Liu (Washington University St. Louis)

11:00 - 12:30
Mon 30/5/16

Dealer Behavior in Highly Illiquid Risky Assets

Michael 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 Innovation

Kose John (NYU)

11:00 - 12:30
Mon 11/7/16

Topic Speaker Time and Day

Accommodation or Obfuscation? Product Innovation in the Variable Annuities Market (Joint work with Xiaochen Jing)

Professor Daniel Bauer - University of Wisconsin

Risk Sharing with Multiple Indemnity Environments

Dr Alfred Chong - University of Illinois at Chicago

Semester 1, 2020

Topic

Speaker

Time 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 study

Katja Hanewald (UNSW)

11:00-12:00 Thur 12 Mar 20

The Discriminating (Pricing) Actuary

Fei Huang and Edward (Jed) Frees (ANU)

11:00-12:00 Thur 23 Apr 20

Semester 2, 2019

Topic

Speaker

Time 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

Topic

Speaker

Time and Day

Estimating the key parameters of a long term care insurance scheme for Australia

David 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

Topic

Speaker

Time 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

Topic

Speaker

Time 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 Preferences

Alfred Chong (University of Illinois)

11:00 - 12:30
Thu 17/5/18

Techniques to Analyze and Forecast Mortality

Han Li (University of NSW)

11:00 - 12:30
Thu 14/6/18

Semester 2, 2017

Topic

Speaker

Time 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

Topic Speaker Time and Day

Central Limit Theorem for Linear Spectral Statistics of Large Dimensional Kendall's Rank Correlation Matrices and its Applications

Associate Professor Zeng Li - Southern University of Science and Technology

Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices

Dr Qing Yang - University of Science and Technology of China

Universal inference with composite likelihoods

Dr Hien Nguyen - La Trobe University

Projected Estimation for Large-dimensional Matrix Factor Models

Professor Xinbing Kong - Nanjing Audit University

Statistical inference for high dimensional principal components

Dr Xiucai Ding - University of California Davis

CLT for Spiked Eigenvalues of High-dimensional Sample Auto-covariance Matrices

Daning Bi and Adam Nie - Australian National University

Performance-complexity trade-off in large dimensional spectral clustering

Dr Zhenyu Liao - University of California, Berkeley

A gentle introduction to string-count distributions in random texts

Dr Ben O'Neill - Australian National University

Semester 2, 2020

Topic

Speaker

Time and Day

Can we trust PCA on non-stationary Data?

Yanrong Yang (ANU)

11:00-12:00 Thur 13 Aug 20

Network Influence Analysis

Tao Zou (ANU)

11:00-12:00 Thur 20 Aug 20

Genomic prediction of cotton fibre quality traits using high dimensional linear models

Zitong Li (CSRIO)

11:00-12:00 Thur 27 Aug 20

Complete Sample Likelihood Analysis of Complex Surveys

A/Prof Robert Clark (ANU)

11:00-12:00 Thur 3 Sept 20

Robust multivariate lasso regression with covariance estimation

Dr 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

Topic

Speaker

Time and Day

Smoothed Quantile Regression: Fast Computation, Bootstrap Inference & Nonconvex Regularization

Wenxin 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 Learning

Giles 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 processes

Kevin Lu (ANU)

11:00-12:00 Thur 4 Jun 20

Semester 2, 2019

Topic

Speaker

Time 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 accuracy

Ben 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 Processes

Ross 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 data

Emi 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 beyond

Lisa Tauxe (UCSD)

  11:00-12:00 Thur 10/10/19

Estimation in linear errors-in-variables models with unknown error distribution

Linh Nghiem (ANU)

  11:00-12:00 Thur 24/10/19

Analysis and computation of the extended occupancy distribution

Ben O’Neill (ANU)

  11:00-12:00 Thur 31/10/19

CARE: Sparse Precision Matrix Estimation for Compositional Data

Wei 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

Topic

Speaker

Time 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 analysis

Boris 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 energies

Gernot 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 series

Hanlin 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 Debate

Marian-Andrei Rizoiu (UTS)

  11:00-12:00 Thur 27/6/19

Semester 2, 2018

Topic

Speaker

Time and day

Statistical sparsity

Peter McCullagh

(University of Chicago )

11:00 - 12:00
Thur 26/7/18

The Euler Characteristic Transformation

Henry Kirveslahti (Statistical Science Department, Duke University)

11:00 - 12:00
Thur 2/8/18

Semiparametric Time-varying Panel Data Models with Heterogeneity

Dr 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 Spaces

Professor 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 processes

Professor 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

Topic

Speaker

Time 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 Propagation

Matthew 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 function

Katharine Turner (Mathematical Sciences Institute ANU)

11:10 - 12:30
Thur 22/3/18

On quasi-infinitely divisible distributions

Alexander 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 Prediction

Hongzhi Yin (University of Queensland)

11:00 - 12:30
Mon 26/3/18

Stochastic Compactness of Multidimensional Levy Processes

David Mason (ANU)

11:00 - 12:30
Thur 29/3/18

The Darling-Erdos theorem and Feller's integral test in Euclidean space

Uwe Einmahl (University of Brussel, Belgium)

11:00 - 12:30
Thur 5/4/18

Estimation and Testing for a partially linear single-index spatial regression model

Yan 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 heteroscedasticity

Xibin Zhang (Monash University)

11:00 - 12:30
Thur 26/4/18

Object Oriented Data Analysis

James 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 ecology

David Warton (University of New South Wales)

11:00 - 12:30
Thur 10/5/18

Network Vector Autoregression

Xuening Zhu (PennStateScience)

11:00 - 12:30
Thur 24/5/18

Estimation of Gegenbauer-type seasonal long memory models

Andriy Olenko (La Trobe University)

11:00 - 12:30
Thur 7/6/18

Elastic Functional Data Analysis

James Derek Tucker (Sandia National Laboratories)

11:00 - 12:30
Thur 12/7/18

Semester 2, 2017

Topic

Speaker

Time and day

Random Algebraic Polynomials with Symmetric and Non-symmetric Coefficients

Dr 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 Dimensions

Dr 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 confict

Dr 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 Series

Prof 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 Data

Prof 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 inference

Prof Mahmoud Zarepour (University of Ottawa)

11:00 - 12:30
Thur 23/11/17

Semester 1, 2017

Topic

Speaker

Time 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

Topic

Speaker

Time 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

Topic

Speaker

Time 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 Volatility

Simon 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 Solutions

Wai-Sum Chan (CUHK)

11:00 - 12:30
Thur 12/5/16

Financial planning calculators: Developing engagement and coherent utility elicitation

Anthony 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