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重庆大学张志民教授学术报告 2022-12-08
报告题目：Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees报告人：张志民报告摘要：This paper deals with the valuation of variable annuities with guaranteed minimum maturity benefits under a regi...[详细]
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云南财经大学喻达磊学术教授 2022-12-07
报告题目：Frequentist model averaging for Poisson and zero-inflated Poisson regression models报告人：喻达磊教授报告摘要：This paper considers frequentist model averaging for estimating the unknown parameters in that have received widespr...[详细]
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上海师范大学吴鑑洪教授学术报告 2022-12-01
报告题目： Estimation of high-dimensional factor models with multiple structural changes报告摘要：This study considers a high-dimensional factor model with an unknown number of breaks. A simple two-step procedure is proposed for determin...[详细]
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中南财经政法大学蒋永生教授学术报告 2022-11-30
报告题目：Sharp functional inequalities associated with the Lp dual curvature measures. 报告人：蒋永生报告摘要：The Lp dual curvature measures were recently introduced by Lutwak et al. (Adv Math 329:85-132, 2018) to unify the classical t...[详细]
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University of North Carolina at Charlotte蒋建成教授报告 2022-11-29
报告题目：Nonnested model selection based on empirical likelihood报告人：蒋建成报告摘要：In this talk we propose an empirical likelihood ratio (ELR) test for comparing any two supervised learning models, where the competing models may be...[详细]
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中国科学院张新雨研究员学术报告 2022-11-23
报告题目： Optimal parameter-transfer learning by semiparametric model averaging报告人：张新雨研究员报告摘要：In this article, we focus on the prediction for a target model by transferring the information of source models. To be flexible...[详细]
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南开大学李津竹教授学术报告 2022-11-15
题目：Asymptotic Results of Tail Moment and Tail Central Moment for Dependent Risks摘要：Consider a financial or insurance system with a finite number of individual risks described by real-valued random variables. We focus on two kinds o...[详细]
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华东师范大学危佳钦教授学术报告 2022-11-15
题目：Mean-Variance Portfolio Selection with Stochastic Dominance Constraints摘要：This talk is concerned with a mean-variance portfolio selection problem with first and second order stochastic dominance constraints in complete markets. ...[详细]