[ABE-L] Fwd: Workshop on Dependence Modeling: March 13 and 14, IME-USP

[Associação Estatística]

---------- Forwarded message ----------
From: Julio Stern <jstern em ime.usp.br>
To: ABE Lista <abe-l em ime.usp.br>
Cc:
Bcc:
Date: Tue, 12 Mar 2019 17:04:10 -0300
Subject: Fwd: Workshop on Dependence Modeling: March 13 and 14, IME-USP


-
Caros Colegas:
Segue o anuncio do
WORKSHOP ON DEPENDENCE MODELING
organizado pelo Prof. Kolev, nos dias 13 e 14 /03
Bom proveito a todos,
---Julio Stern


=================================================================

                         WORKSHOP ON DEPENDENCE MODELING

                                         March 13 and 14, 2019

                            Antonio Gilioli Hall, Bloco A, IME-USP


http://www.cemeai.icmc.usp.br/component/jem/event/79-workshop-on-dependence-modeling



The Workshop aims at providing a forum for the presentation of
state-of-the-art research in the development, implementation and real-world
applications of dependence  modeling of Industrial Processes, Finance and
Actuarial Sciences. It is open to both academic and non-academic
communities from universities, insurance companies, banks, and is
specifically designed to contribute to fostering the cooperation between
practitioners and theoreticians in the field.

Our Invited Speakers are Hedibert Lopes (INSPER), Sabrina Mulinacci
(University of Bologna, Italy), Refik Soyer (George Washington University,
USA), Flávio Ziegelmann (IME-UFRGS), Cristiano Fernandes (PUC-Rio),
Veronica González-López and Jesús Garcia (IMECC-UNICAMP), Carlos Alberto de
Bragança Pereira (INMA-UFMS), Fábio Machado (IME-USP) and Eduardo Horta
(IME-UFRGS).

REGISTRATION FEE: free for students and professors, R$ 300
(for practitioners)

SPONSORED BY: Pró-Reitoria de Pesquisa da USP, IME-USP, ABE, CEPID-CeMEAI

ORGANISER: Nikolai Kolev (Department of Statistics, IME-USP)



                                                  WORKSHOP PROGRAM

                                                          March 13, 2019


8:30 - 9:00 Registration: IME-USP, Bloco A, Sala 250 (Secretaria da ABE)

9:00 - 12:00 Nikolai Kolev (IME-USP): Dependence Models Generated via Line
Integrals (Short Course)

12:00 - 13:30 Lunch

13:30 -14:10 Opening and Welcome Lecture by Carlos Alberto de Bragança
Pereira (INMA-UFMS): Can Randomization be Informative?

14:10 - 17:10 Stochastic Models Session: Cristiano Fernandes (PUC-Rio),
Chair

14:10 - 14:50 Veronica González-López (IMECC-UNICAMP): Stochastic Profile
of Strains of Zika from Tropical and Subtropical Regions

14:50 - 15:30 Jesús Garcia (IMECC-UNICMAP): Robust Minimal Markov Model

15:30 - 15:50 Coffee Break

15:50 - 16:30 Fábio Machado (IME-USP): Dispersion as a Survival Strategy

16:30 - 17:10 Eduardo Horta (IME-UFRGS): Conjugate Processes: Theory and
Application to Risk Forecasting - and Beyond

17:30 - 18:30 Poster Session



                                                 March 14, 2019


8:30 -   9:00  Registration: IME-USP, Bloco A, Sala 250 (Secretaria da ABE)

9:00 - 11:50 Copulas and Time Series Models Session: Nikolai
Kolev (IME-USP), Chair

9:00 -  9:50  Sabrina Mulinacci (Statistics Dept., University of Bologna,
Italy): Copula-convolution Based Autoregressive Processes

9:50 - 10:40  Flávio Ziegelmann (IME-UFRGS): Time Varying Copulas with
Markov Switching GAS Dynamics

10:40 - 11:00  Coffee Break

11:00 - 11:50  Cristiano Fernandes (PUC-Rio): Parametric and Non
Parametric NonGaussian Time Series Models for Wind Power Forecasting

12:00 - 14:00  Lunch

14:00 - 15:40  Bayesian Time Series and Simulation Session: Pedro
Morettin (IME-USP), Chair

14:00 - 14:50  Hedibert Lopes (INSPER): Parsimony Inducing Priors for
Large Scale State-space Models

14:50 - 15:40  Refik Soyer (Decision Sciences, George Washington
University, USA): Bayesian Multivariate NonGaussian Time Series

15:40 - 16:00  Coffee Break

16:00 - 17:30 Round Table on Big Data Analysis and Data Science:
Hedibert Lopes (INSPER), Chair

20:00 - 23:45 Workshop Dinner at Charles Edward Museum



-- 
Luana Takahashi
Secretária ABE
Tel:  11 3091-6261
Rua do Matão,1010 sala 250A
www.redeabe.org.br
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