The Statistics Seminar
The Statistics Seminar, 2008
| 7/1 2008 13.15, MH:227 | Rebecka Jörnsten, Assistant Professor Rutgers University | Multi-level mixture modeling and Simultaneous subset selection, with applications to clustering and significance analysis of gene expression data | Abstract |
| 18/1 2008 10.15, MH:227 | Karolina Carlsson defends her bachelor thesis | Estimation of ERP:s using the Prony method and Time Frequency analysis with the aim to find a correlation between semantic spaces and brain activity | Abstract |
| 25/1 2008 10.15, MH:309A | Johan Sandberg defends his licentiate thesis | Ambiguity Domain Definitions and Covariance Function Estimation for Non-Stationary Random Processes in Discrete Time | Abstract |
| 31/1 2008 13.00, MH:227 | Anders Martin-Löf, Stockholm | Analysis of two modifications of Petersburg game. | Abstract |
| 31/1 2008 13.15, MH:309A | Sara Berger and Johan Claesson defend their master's thesis | Conditional Methods for Predicting Scenarios for Market Risk Factors | Abstract |
| 31/1 2008 14.00, MH:227 | Rainer Siegmund-Schultze, Berlin: | Random bipartite graphs and their projections | Abstract |
| 1/2 2008 9.15, MH:B | Thomas Vallier defends his PhD thesis | Random graph models and their applications | Abstract |
| 13/2 2008 10.15, MH:329 | Emma Borgström presents her master's thesis | Wind speed modeling and simulation for application on the Nordic power market | Abstract |
| 15/2 2008 15.15, MH:227 | Daniel Bertland presents his master's thesis | "The Perfect Portfolio" | Abstract |
| 22/2 2008 10.15, MH:227 | Johan Jerntorp presents his master's thesis | Introduction and application of hybrid liability management | Abstract |
| 7/3 2008 10.15, MH:309A | Rickard Rönblom presents his master's thesis | Interpreting the relative spread -Recovery rate modeling based on senior and subordinated CDS spreads | Abstract |
| 14/3 2008 13.15, MH:227 | Julien Cornebise, ENST Paris | Adaptive methods for sequential importance sampling | Abstract |
| 20/3 2008 10.15, MH:309A | Caroline Lundkvist presents her master's thesis | Probability distributions of maxima of Stochastic Processes and Financial Indices | Abstract |
| 2/4 2008 15.15, MH:309A | Thorbjörn Wallentin and Martin Andersson present their master's thesis | Systematic carry trading with technical analysis and volatility filters | Abstract |
| 14/4 2008 15.15, MH:227 | Niklas Norén present his master's thesis | Sec Market Risk Disclosures -What do investors really learn? | Abstract |
| 16/4 2008 15.15, MH:309A | Jakob Moberg present his master's thesis | Calibration of short rate models using Finite difference schemes | Abstract |
| 9/5 2008 13.15, MH:227 | Jan Frydendall | Data Assimilation in Marine Models | Abstract |
| 16/5 2008 10.15, MH:A | Johannes Sivén presents his Licentiate thesis | Risk-minimizing Static Hedges of Barrier Options | Abstract |
| 19/5 2008 15.15, MH:309A | Konstatin Moraidis presents his master's thesis | Portfolio optimization in a Lévy market | Abstract |
| 21/5 2008 15.15, MH:309A | Erik Adelsohn and Christian Eriksson present their master's thesis | Two approaches to oil price modelling | Abstract |
| 23/5 2008 9.15, MH:C | Johan Lindtröm presents his PhD thesis | Spatio-Temporal Estimation for Mixture Models and Gaussian Markov Random Field | Abstract |
| 26/5 2008 13.15, MH:309A | Adam A. Szpiro, Ph.D. Senior Fellow, Department of Biostatistics, University of Washington | Modeling Intra-urban Variation in Air Pollution Exposure to Assess Effects on Cardiovascular Health | Abstract |
| 29/5 2008 10-16.15 | Mathematical Statistics in Lund celebrates its 50 years anniversary | Event homepage | |
| 28/5 2008 15.15, MH:309A | Carl Thornberg presents his master's thesis | Portfolio optimization using hidden Markov models | Abstract |
| 30/5 2008 10.15, MH:329 | Anna Persson presents her master's thesis | Time frequency analysis of children's EEG responses when observing social behavior | Abstract |
| 3/6 2008 10.15, MH:309A | Mats Ehnbom och Karin Ramberg present their master's thesis | An approach to price VPP contracts | Abstract |
| 5/6 2008 10.15, MH:309A | Susann Stjernqvist presents her Licentiate thesis | Modelling of DNA copy number variations using continuous-index hidden Markov models. | Abstract |
| 10/6 2008 9.15, MH:309A | Mårten Waern och Fredrik Svedberg present their master's thesis | Analyzing Foreign Exchange Rates: A Neural Network Approach | Abstract |
| 12/6 2008 9.15, MH:309A | Johan Strålfors presents his master's thesis | Calibration of a dynamically weighted Heston and Levy model using the iterated extended Kalman filter | Abstract |
| 12/6 2008 15.15, MH:309A | Christian Svensson presents his master's thesis | Bayesian Inference in General State Space Models using Sequential Monte Carlo Methods | Abstract | 13/6 2008 15.15, MH:309A | Mari Halvorsdatter Hodnekvam presents her master's thesis | Evaluation of Hedging Strategies | Abstract |
| 18/6 2008 10.15, MH:309A | Dag Lyberg presents his master's thesis | Neural Network and Wavelet Transform Modeling of Energy Demand | Abstract |
| 18/6 2008 13.15, MH:309A | Berwin Turlach, Department of Statistics and Applied Probability, National University of Singapore | Monotone penalised spline smoothing | Abstract |
| 25/8 2008 13.15, MH:309A | Karolina Carlsson presents her master's thesis | Time-dependent Effects of Prognostic Factors in Breast Cancer | Abstract |
| 26/9 2008 13.15, MH:227 | Agne Burauskaite-Harju, Division of Statistics, Department of Computer and Information Science Linköpings Universitet | Trends in Precipitation Extremes | Abstract |
| 12/9 2008 13.15, MH:227 | Pál Rakonczai,Institute of Mathematics, Probability Theory and Statistics, Budapest | Investigating multivariate copula models with focus on extreme events and applications for environmental time series and financial data | Abstract |
| 3/10 2008 9.15, MH:309A | Christoffer Ramsden presents his master's thesis | Capturing nonlinearities of financial assets using interpolation methods in risk calculations | Abstract |
| 3/10 2008 13.15, MH:A | Svetlana Bizjajeva defends her PhD thesis | Sequential Monte Carlo Methods with Applications to Positioning and Tracking in Wireless Networks | Abstract |
| 10/10 2008 13.15, MH:227 | Dragi Anevski, Mathematical Statistics, Lund University | The monotone rearrangement algorithm | Abstract |
| 17/10 2008 13.15, MH:227 | Søren Asmussen, Department of Mathematical Sciences, Aarhus University | Limit theorems for failure recovery probabilities | Abstract |
| 24/10 2008 13.15, MH:227 | Henrik Hult, Department of Mathematics, Royal Institute of Technology, Stockholm | Large deviations for heavy-tailed stochastic processes | Abstract |
| 31/10 2008 10.15, MH:C | Mats Brodén defends his licentiate thesis | On the Convergence of Discrete Time Hedging Schemes | Abstract |
| 7/11 2008 13.15, MH:227 | Georg Lindgren, Mathematical Statistics, Lund University | Stochastic Lagrange models for asymmetric water waves | Abstract |
| 14/11 2008 14.35, M:2112 | Pierre Pinson, Department of Informatics and Mathematical Modeling, Technical University of Denmark | Selected topics related to wind power modeling, forecasting, and decision-making | Abstract |
| 21/11 2008 13.15, MH:227 | Lars Holst, Department of Mathematics, Royal Institute of Technology, Stockholm | On records and embedding in Poisson processes | Abstract |
| 28/11 2008 13.15, MH:227 | Naveed Butt, Mathematical Statistics, Lund University | Robust algorithms for detection of explosives and narcotics using nuclear quadrupole resonance | Abstract |
| 5/12 2008 13.15, MH:227 | Maria Sandsten, Mathematical Statistics, Lund University | Time-frequency analysis of childrens EEG responses observing social behavior AND Evaluation of different frequency bandwidths for power estimation of the high-frequency heart rate variability | Abstract |
| 12/12 2008 13.15, MH:227 | Jonas Ströjby, Mathematical Statistics, Lund University | Efficient particle-based likelihood estimation in partially observed diffusion processes | Abstract |
| 15/12 2008 10.15, MH:329 | Erik Grahn and Jonas Rodling present their master's thesis, Lund University | Estimating liquidation value - a framework for determining haircut on equity collateral | Abstract |
| 17/12 2008 10.15, MH:227 | Stefan Johansson and Per Nyström present their master's thesis, Lund University | Modelling of correlated time series of wind speeds with the purpose of estimating the distribution of power for a set of wind turbines | Abstract |
| 19/12 2008 10.15, MH:227 | Hedda Giaever and Hanna Karlsson present their master's thesis, Lund University | Component based loan pricing - a generic approach to price credits | Abstract |
| 19/12 2008 11.00, MH:227 | Erik Wallerstein presents his master's thesis, Lund University | A hedge fund investment model | Abstract |
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Last uppdated: 2010-10-11
Centre for Mathematical Sciences, Box 118, SE-22100, Lund, Sweden. Phone: +46 46-222 00 00 (sw)