PROGRAM
Days: Thursday, June 7th Friday, June 8th
Thursday, June 7th
View this program: with abstractssession overviewtalk overview
09:45-10:45 Session 1
Chair:
Pedro Galeano (Universidad Carlos III de Madrid, Spain)
09:45 | A (Very) Partial Review of Cluster Analisys ( abstract ) |
10:15 | A Structural-Factor Approach to Modeling High-Dimensional Time Series ( abstract ) |
10:45-11:15Coffee Break
11:15-13:15 Session 2
Chair:
Helena Veiga (Universidad Carlos III de Madrid, Spain)
11:15 | Top-down and bottom-up disaggregation approaches for econometric analysis of macro variables. ( abstract ) |
11:45 | Macroeconomic Value in Stress ( abstract ) |
12:15 | Estimability of endogenous selection models ( abstract ) |
12:45 | Score-Driven Multivariate Dynamic Location Models ( abstract ) |
13:30-15:30Lunch
15:30-17:30 Session 3
Chair:
Esther Ruiz (Universidad Carlos III de Madrid, Spain)
15:30 | Testing for High-dimensional White Noise ( abstract ) |
16:00 | Some notes on TRAMO-SEATS and its saga ( abstract ) |
16:30 | Optimal retropolation of Mexico´s three Grand Economic Activities ( abstract ) |
17:00 | Evaluating early warning and coincident indicators of business cycles using trends. Do forecast combinations help? ( abstract ) |
17:30-18:00Coffee Break
18:00-19:30 Session 4
Chair:
Ignacio Cascos (Universidad Carlos III de Madrid, Spain)
18:00 | Coherence-based Time Series Clustering for Brain Connectivity Visualization ( abstract ) |
18:30 | Supersaturated split-plot experiments and industrial applications ( abstract ) |
19:00 | Identification of main variables to predict the homicides in Mexico ( abstract ) |
20:30-22:30Dinner
Friday, June 8th
View this program: with abstractssession overviewtalk overview
09:30-11:00 Session 5
Chair:
Antoni Espasa (universidad Carlos III de Madrid, Spain)
09:30 | A clustering procedure for studying big data financial time series ( abstract ) |
10:00 | Identifying Global and Local Shocks in International Financial Markets: a General Dynamic Factor Model Approach ( abstract ) |
10:30 | Recent Advances in Sparse Bayesian Factor Analysis ( abstract ) |
11:00-11:30Coffee Break
11:30-13:30 Session 6
Chair:
Wenceslao González-Manteiga (Universidad de Santiago de Compostela, Spain)
11:30 | High Dimension Low Sample Size Asymptotics ( abstract ) |
12:00 | Nonparametric mean estimation for big-but-biased data ( abstract ) |
12:30 | Variable relevance matrix in algorithmic models ( abstract ) |
13:00 | Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium ( abstract ) |
13:30-15:00Lunch
15:00-16:00 Session Posters
15:00 | Inferring the optimal stopping boundary for a Brownian bridge. ( abstract ) |
15:00 | A variable selection approach in high dimensional problems ( abstract ) |
15:00 | Robust regression using a robust Mahalanobis distance based on Shrinkage estimators ( abstract ) |
15:00 | Gaussian Bayesian Networks and Gaussian Mixture Models applications of day-ahead forecast for the Spanish electricity market supply curves. ( abstract ) |
15:00 | Boostraping state space models in experimental modal analysis of a footbridge ( abstract ) |
15:00 | Short-term forecasting hourly electricity load in Spain ( abstract ) |
15:00 | On optimal tests for rotational symmetry against new classes of hyperspherical distributions ( abstract ) |
15:00 | A stochastic simulation experiment for outlier mixture component detection in one and two-layer Self Organizing Maps (SOM). ( abstract ) |
15:00 | Variational Inference for high dimensional structured factor copulas ( abstract ) |
15:00 | Long Memory Test for Nonlinear Time Series ( abstract ) |
16:00-17:30 Session 7
Chair:
Ricardo Cao (Research Group MODES, Department of Mathematics, CITIC and ITMATI, Universidade da Coruña, Spain)
16:00 | A review of goodness-of-fit tests for models with functional data with recent results ( abstract ) |
16:30 | Seasonal dynamic common factors: some new results and a Colombian climatology case study ( abstract ) |
17:00 | Enhancing interpretability in Factor Analysis by means of Mathematical Optimization ( abstract ) |
20:30-22:30Tribute Dinner