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 marketAbstract
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 CancerAbstract
26/9 2008 13.15, MH:227 Agne Burauskaite-Harju, Division of Statistics, Department of Computer and Information Science Linköpings Universitet Trends in Precipitation ExtremesAbstract
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 dataAbstract
3/10 2008 9.15, MH:309A Christoffer Ramsden presents his master's thesis Capturing nonlinearities of financial assets using interpolation methods in risk calculationsAbstract
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 wavesAbstract
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 resonanceAbstract
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 variabilityAbstract
12/12 2008 13.15, MH:227 Jonas Ströjby, Mathematical Statistics, Lund University Efficient particle-based likelihood estimation in partially observed diffusion processesAbstract
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 collateralAbstract
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 turbinesAbstract
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 creditsAbstract
19/12 2008 11.00, MH:227 Erik Wallerstein presents his master's thesis, Lund University A hedge fund investment modelAbstract



Last uppdated: 2010-10-11
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