2nd International Workshop of the ERCIM Working Group on

Computing & Statistics

29-31 October 2009, Grand Resort Hotel, Limassol, Cyprus

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PARALLEL SESSIONS CFE09 and ERCIM09


Wednesday 28th October 2009
15:00 - 18:00   Registration
 
Thursday 29th October 2009
08:00 - 17:00   Registration
09:10 - 09:20   Room 1 Opening
09:20 - 10:10   Room 1 PLENARY SESSION A (Keynote talk by Neil Shephard)
10:10 - 10:50   Coffee Break
10:50 - 12:30   PARALLEL SESSION B
Room 6   ES03: Robust analysis of complex data sets 1
Room 3   ES32: Soft computing and statistics
Room 5   ES38: Evolutionary procedures
Room 7   ES42: Time series modelling and computation 1
Room 10   CS01: Business cycle: modelling and forecasting
Room 4   CS06: Environment and finance
Room 9   CS24: Graph based modelling and causality
Room 1   CS39: Energy econometrics
Room 2   CS64: Panel data models
Room 8   CS65: Quantitative risk management 1
12:30 - 14:00   Lunch
14:00 - 16:00   PARALLEL SESSION C
Room 5   ES05 Statistical signal extraction and filtering 1
Room 6   ES24: Advances in robust data analysis
Room 3   ES34: Statistical applications with fuzzy sets
Room 10   ES41: Computational statistics 1
Room 2   CS10: Bayesian econometrics 1
Room 4   CS11: Quantitative risk management 2
Room 1   CS12: Time series analysis and economic applications
Room 8   CS18: Stochastic optimization in finance
Room 9   CS29: MIDAS
Room 7   CS32: Forecasting, heavy tails and non-standard inference 1
16:00 - 16:30   Coffee Break
16:30 - 18:50   PARALLEL SESSION D
Room 7   ES10: Time series modelling and computation 2
Room 5   ES14: Generalized mixed models
Room 6   ES15: Robust analysis of complex data sets 2
Room 9   ES18: Bioinformatics
Room 4   ES20: Sparseness and functional data
Room 3   ES25: Statistics with fuzzy or incomplete data: computational aspects
Room 8   CS34: Computational econometrics and applications
Room 10   CS48: Forecasting and applied econometrics
Room 2   CS49: Financial markets 1
20:00 - 21:30   Reception
 
Friday 30th October 2009
08:00 - 17:00   Registration
08:30 - 10:30   PARALLEL SESSION E
Room 7   ES02: Optimization heuristics in estimation and modelling
Room 3   ES08: Fuzzy sets in regression and correlation problems
Room 5   ES22: Model selection and volatility models in time series
Room 2   ES27: Statistical signal extraction and filtering 2
Room 1   ES28: Small area estimation 1
Room 9   ES37: Computational statistics 2
Room 10   ES43: Computational econometrics and financial time series
Room 8   CS17: Time series financial econometrics 1
Room 4   CS45: Quantitative risk management 3
Room 6   CS56: Copula methods in time series analysis 1
10:30 - 10:50   Coffee Break
10:50 - 11:40   Room 1 PLENARY SESSION F (Keynote talk by Christophe Croux)
11:50 - 13:00   PARALLEL SESSION G
Room 4   ES07: Small area estimation 2
Room 6   ES12: Robust functional data analysis
Room 3   ES35: Uncertainty modelling for data analysis and data mining
Room 7   ES36: Time series modelling and computation 3
Room 10   CS07: Multivariate multiplicative models and related distributions
Room 8   CS14: Copula methods in time series analysis 2
Room 1   CS31: Verifying asymptotic approximations by simulation
Room 9   CS41: Operational Risk
Room 2   CS54: Inference from robust estimators
Room 5   CS69: Financial markets 2
13:00 - 14:30   Lunch
14:30 - 16:10   PARALLEL SESSION H
Room 7   ES16: Time series modelling and computation 4
Room 3   ES31: Foundations for fuzzy statistical analysis
Room 8   CS02: Performance evaluation
Room 5   CS13: Econometric validation of agent-based models
Room 9   CS15: Growth econometrics
Room 2   CS20: Time series analysis
Room 10   CS23: Regime switching GARCH models
Room 6   CS36: Robust methods in econometrics
Room 4   CS61: Computational econometrics and statistics: estimation and testing
Room 1   CS63: Stochastic volatility models
16:10 - 16:40   Coffee Break
16:40 - 18:40   PARALLEL SESSION I
Room 3   CS04: Computational panel econometrics
Room 8   CS08: Econometric methods in derivatives applications
Room 4   CS21: Energy and financial econometrics
Room 2   CS22: Financial econometrics: forecasting and dynamics
Room 9   CS25: Financial modelling and applications
Room 6   CS33: Financial and economic volatility
Room 10   CS37: Computational econometrics
Room 5   CS50: Economic and financial time series analysis
Room 7   CS66: Time series financial econometrics 2
20:15 - 24:00   Conference Dinner
 
Saturday 31st October 2009
08:30 - 12:00   Registration
08:45 - 10:20   PARALLEL SESSION J
Room 9   ES04: Latent variable and structural equation models
Room 10   ES13: Model visualization and interpretation
Room 3   ES29: Fuzzy statistical analysis 1
Room 6   ES39: Robust analysis of complex data sets 3
Room 7   CS28: Conditional models of return and risk
Room 4   CS42: Modelling financial time series
Room 8   CS44: Asset prices and macroeconomics
Room 5   CS46: Econometric applications
Room 1   CS51: Forecasting, heavy tails and non-standard inference 2
Room 2   CS59: Volatility models and applications
10:20 - 10:40   Coffee Break
10:40 - 13:00   PARALLEL SESSION K
Room 3   ES01: Fuzzy statistical analysis 2
Room 10   ES09: Mixture models
Room 9   ES11: Parametric and nonparametric model validity
Room 8   ES17: ANSET (Italian SIS group on time series analysis)
Room 6   ES33: Robust methods
Room 2   CS05: VAR methods in economics and finance
Room 4   CS09: Nonparametric volatility estimation
Room 7   CS19: Stochastic and robust portfolio optimization
Room 1   CS38: Econometrics of financial distress and applications
Room 5   CS47: Time series financial econometrics 3
13:00 - 14:30   Lunch
14:30 - 16:30   PARALLEL SESSION L
Room 5   ES06: Statistical algorithms and software
Room 6   ES19: Algorithms and applications of robust methods
Room 7   ES23: Portfolio optimization, heuristics and risk measures (ANSET)
Room 3   ES30: Fuzzy statistical analysis 3
Room 4   CS03: Multifractal volatility
Room 1   CS26: Bayesian econometrics 2
Room 2   CS27: Financial markets 3
Room 9   CS43: Computational econometrics: simulation and dynamics
Room 10   CS53: Economic and financial applications
Room 8   CS62: Financial econometrics: portfolio, risk, and GARCH models
16:30 - 17:00   Coffee Break
17:00 - 17:50   Room 1 PLENARY SESSION M (Keynote talk by Siem Jan Koopman)
17:50 - 18:00   Closing
19:15 - 23:45   Closing Dinner
 
Sunday 1st November 2009
09:00 - 17:00   Excursion
 



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