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



Time and Day


 Financing Payouts

Joan Farre-Mensa

 (University of Illinois at Chicago)


Fri 4 Aug 20

 A New Channel for Global Volatility Propagation

Jianxin Wang (University of Technology Sydney)


Fri 21 Aug 20

The Consequences of Student Loan Credit Expansions: Evidence from Three Decades of Default Cycles"

Constantine Yannelis (University of Chicago)


Fri 28 Aug 20

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

Wenyu Wang

(Indiana University)


Fri 11 Sept 20

Big Information Complementarities and the Dynamics of Transparency Shock Spillovers 

Sudipto Dasgupta

(Chinese University of Hong Kong)


Fri 18 Sept 20

Off Target: On the Underperformance of Target-Date Funds

David Brown

(University of Arizona)


Fri 25 Sept 20

Responsible Institutional Investing Around the World

Pedro Matos 

(University of Virginia)


Fri 2 Oct 20

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

Christian Leuz 

(University of Chicago)


Fri 9 Oct 20

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

Yaxuan Qi

(City University of Hong Kong)


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)


Fri 16 Oct 20

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

Xiaoji Lin

(University of Minnesota)


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



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)


Fri 13 Mar 20

Semester 2, 2019



Time and Day

Disclosure, Runs and Bank Capital Raising

Jean Helwege (UC Riverside)


Fri 26/7/19

Leasing as a Risk-Sharing Mechanism

Kai Li (HKUST)


Fri 2/8/19

Weather, Institutional Investors and Earnings News

Danling Jiang

(Stony Brook University)


Fri 9/8/19

 Does Financial Market Structure Impact the Cost of Raising Capital?

Carole Comerton-Forde (UNSW)


Fri 16/8/19

 Trading in Crowded Markets

Yajun Wang

(City University of New York)


Fri 30/8/19

 The Sources of Financing Constraints

Boris Nikolov (University of Lausanne and Swiss Finance Institute)


Fri 6/9/19

A friend in need is a friend indeed: Strategic insider financing

Yizhou Xiao (CUHK)


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)


Fri 27/9/19

On Index Investing

Matthew C. Ringgenberg

(University of Utah)


Fri 4/10/19

What Drives Global Lending Syndication? Effects of Cross-Country Capital Regulation Gaps

Yeejin Jang (UNSW)


Fri 11/10/19

Operating Hedge and Gross Profitability Premium

Harold Zhang (UT Dallas)


Fri 18/10/19

Short Seller Attention and Corporate Customer News

Lilian Ng (York University)


Fri 25/10/19

Mutual fund carbon footprints and performance

Jacquelyn Humphrey (UQ)


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)


Fri 15/11/19

Private Equity Indices Based on Secondary Market Transactions

Michael Weisbach (Ohio State)


Fri 13/12/19

Semester 1, 2019



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



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



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



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



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



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



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



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



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



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



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



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



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



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



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



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



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



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


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



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



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



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


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


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



Time and day

Two Applications with Varying-coefficient Models

Bin Peng


11:00 - 12:30
Thur 28/7/16

Benchmarked Risk Minimization

Eckhard Platen


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


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


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


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


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



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