[This is the second announcement of this programme, with the deadline for
graduate poster abstracts extended to 15 May 2012.]
--
"Financial Time Series Analysis: High-dimensionality, Non-stationarity
and the Financial Crisis" -
programme to be held at the Institute of Mathematical Sciences, National
University of Singapore, 1-22 June 2012.
URL: http://www2.ims.nus.edu.sg/Programs/012hidim/
The programme, consisting of two workshops, a special lecture series and
a graduate student poster session, will focus on the statistical analysis of
low- and high-frequency financial time series, with particular emphasis on
such aspects as their stationarity (or otherwise) and high-dimensionality.
Speakers will be encouraged to use data covering the period of the recent
financial crisis to discuss the impact of the crisis on their proposed models,
methods and theories. The list of invited overseas speakers appears at the
bottom of this email.
CALL FOR GRADUATE STUDENT POSTERS:
The organising committee is delighted to announce a call for Graduate Student
Posters. The aim of this activity is to provide a platform for graduate students
working in the area of financial time series to communicate and discuss their
work with world-leading experts. The candidates should submit a title and
abstract for their posters in the Word or PDF format to Ms Claire TAN Li Fong
([log in to unmask]) via email by 15 May 2012. Decisions will be made from
31 Jan 2012 on a rolling basis. Program participants will be invited
to vote for
the best poster, and the result will be announced on the programme website.
A pdf version of the call can be found at
http://www2.ims.nus.edu.sg/Programs/012hidim/files/poster.pdf
The organising committee
Ying Chen (National University of Singapore)
Piotr Fryzlewicz (London School of Economics)
Qiwei Yao (London School of Economics)
--
INVITED OVERSEAS SPEAKERS:
Matteo Barigozzi
Luc Bauwens
Denis Belomestny
Rong Chen
Richard Davis
Jianqing Fan
Jürgen Franke
Eric Ghysels
Christian Hafner
Wolfgang Härdle
Piotr Kokoszka
Clifford Lam
Oliver Linton
Thomas Mikosch
Uta Pigorsch
Jeroen Rombouts
Rainer von Sachs
Kevin Sheppard
Vladimir Spokoiny
Suhasini Subba Rao
Masanobu Taniguchi
Yazhen Wang
Jianfeng Yao
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