<div dir="ltr"><div class="gmail_quote"><div dir="ltr"><div class="gmail_quote">---------- Forwarded message ----------<br>From: Julio Stern <<a href="mailto:jstern@ime.usp.br" target="_blank">jstern@ime.usp.br</a>><br>To: ABE Lista <<a href="mailto:abe-l@ime.usp.br" target="_blank">abe-l@ime.usp.br</a>><br>Cc: <br>Bcc: <br>Date: Tue, 12 Mar 2019 17:04:10 -0300<br>Subject: Fwd: Workshop on Dependence Modeling: March 13 and 14, IME-USP<br><div dir="ltr"><br><br><div class="gmail_quote"><div dir="ltr" class="gmail_attr">-</div><div dir="ltr"><div class="gmail_quote"><div class="gmail_attr">Caros Colegas: </div><div class="gmail_attr">Segue o anuncio do </div><div class="gmail_attr">WORKSHOP ON DEPENDENCE MODELING </div><div class="gmail_quote">organizado pelo Prof. Kolev, nos dias 13 e 14 /03 </div><div class="gmail_quote">Bom proveito a todos, </div><div class="gmail_quote">---Julio Stern </div><div class="gmail_quote"> </div><div dir="ltr"><div><br></div><div>=================================================================<br><div class="gmail_quote"><br> WORKSHOP ON DEPENDENCE MODELING </div><div class="gmail_quote"><br></div><div class="gmail_quote"> March 13 and 14, 2019<br> <br> Antonio Gilioli Hall, Bloco A, IME-USP </div><div class="gmail_quote"><br></div><div class="gmail_quote"> <a href="http://www.cemeai.icmc.usp.br/component/jem/event/79-workshop-on-dependence-modeling" target="_blank">http://www.cemeai.icmc.usp.br/component/jem/event/79-workshop-on-dependence-modeling</a> <br></div><div class="gmail_quote"><br></div><div class="gmail_quote"><br>The Workshop aims at providing a forum for the presentation of<br> state-of-the-art research in the development, implementation and real-world<br> applications of dependence modeling of Industrial Processes, Finance and<br> Actuarial Sciences. It is open to both academic and non-academic<br> communities from universities, insurance companies, banks, and is<br> specifically designed to contribute to fostering the cooperation between<br> practitioners and theoreticians in the field.<br> <br> Our Invited Speakers are Hedibert Lopes (INSPER), Sabrina Mulinacci<br> (University of Bologna, Italy), Refik Soyer (George Washington University,<br> USA), Flávio Ziegelmann (IME-UFRGS), Cristiano Fernandes (PUC-Rio),<br> Veronica González-López and Jesús Garcia (IMECC-UNICAMP), Carlos Alberto de<br> Bragança Pereira (INMA-UFMS), Fábio Machado (IME-USP) and Eduardo Horta<br> (IME-UFRGS).<br> <br>REGISTRATION FEE: free for students and professors, R$ 300 (for practitioners)<br> <br>SPONSORED BY: Pró-Reitoria de Pesquisa da USP, IME-USP, ABE, CEPID-CeMEAI<br> <br>ORGANISER: Nikolai Kolev (Department of Statistics, IME-USP)<br> <br><br><br> WORKSHOP PROGRAM<br> <br> March 13, 2019</div><div class="gmail_quote"><br> <br> 8:30 - 9:00 Registration: IME-USP, Bloco A, Sala 250 (Secretaria da ABE)<br> <br> 9:00 - 12:00 Nikolai Kolev (IME-USP): Dependence Models Generated via Line<br> Integrals (Short Course)<br> <br> 12:00 - 13:30 Lunch<br> <br> 13:30 -14:10 Opening and Welcome Lecture by Carlos Alberto de Bragança<br> Pereira (INMA-UFMS): Can Randomization be Informative?<br> <br> 14:10 - 17:10 Stochastic Models Session: Cristiano Fernandes (PUC-Rio),<br> Chair<br> <br> 14:10 - 14:50 Veronica González-López (IMECC-UNICAMP): Stochastic Profile<br> of Strains of Zika from Tropical and Subtropical Regions<br> <br> 14:50 - 15:30 Jesús Garcia (IMECC-UNICMAP): Robust Minimal Markov Model<br> <br> 15:30 - 15:50 Coffee Break<br> <br> 15:50 - 16:30 Fábio Machado (IME-USP): Dispersion as a Survival Strategy<br> <br> 16:30 - 17:10 Eduardo Horta (IME-UFRGS): Conjugate Processes: Theory and<br> Application to Risk Forecasting - and Beyond<br> <br> 17:30 - 18:30 Poster Session<br> <br><br> <br> March 14, 2019</div><div class="gmail_quote"><br></div><div class="gmail_quote"><br> 8:30 - 9:00 Registration: IME-USP, Bloco A, Sala 250 (Secretaria da ABE)<br> <br> 9:00 - 11:50 Copulas and Time Series Models Session: Nikolai Kolev (IME-USP), Chair<br> <br> 9:00 - 9:50 Sabrina Mulinacci (Statistics Dept., University of Bologna,<br> Italy): Copula-convolution Based Autoregressive Processes<br> <br> 9:50 - 10:40 Flávio Ziegelmann (IME-UFRGS): Time Varying Copulas with<br> Markov Switching GAS Dynamics<br> <br> 10:40 - 11:00 Coffee Break<br> <br> 11:00 - 11:50 Cristiano Fernandes (PUC-Rio): Parametric and Non<br> Parametric NonGaussian Time Series Models for Wind Power Forecasting<br> <br> 12:00 - 14:00 Lunch<br> <br> 14:00 - 15:40 Bayesian Time Series and Simulation Session: Pedro Morettin (IME-USP), Chair<br> <br> 14:00 - 14:50 Hedibert Lopes (INSPER): Parsimony Inducing Priors for<br> Large Scale State-space Models<br> <br> 14:50 - 15:40 Refik Soyer (Decision Sciences, George Washington<br> University, USA): Bayesian Multivariate NonGaussian Time Series<br> <br> 15:40 - 16:00 Coffee Break<br> <br> 16:00 - 17:30 Round Table on Big Data Analysis and Data Science: Hedibert Lopes (INSPER), Chair<br> <br> 20:00 - 23:45 Workshop Dinner at Charles Edward Museum<br><br> </div></div></div> </div></div> </div></div> </div></div> </div><br clear="all"><div><br></div>-- <br><div dir="ltr" class="gmail_signature" data-smartmail="gmail_signature"><div dir="ltr"><div>Luana Takahashi</div><div>Secretária ABE</div><div>Tel: 11 3091-6261</div><div>Rua do Matão,1010 sala 250A</div><div><a href="http://www.redeabe.org.br" target="_blank">www.redeabe.org.br</a></div></div></div></div>