|
主讲人 |
XMU-Monash Faculty |
简介 |
<p>议程如下：</p>
<p>
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<div style="text-align: left; margin: 0pt"><span style="font-size: 10.5pt">Session III</span></div>
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<div style="text-align: left; margin: 0pt"><b><span style="font-size: 10.5pt; font-weight: bold">Chair: Muyi Li</span></b></div>
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<div style="text-align: left; margin: 0pt"><span style="font-size: 10.5pt">14:00-15:30</span></div>
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<div style="text-align: left; margin: 0pt"><b><span style="font-size: 10.5pt; font-weight: bold">Rob Hyndman, Monash University</span></b></div>
<div style="text-align: left; margin: 0pt"><i><span style="font-size: 10.5pt; font-style: italic">Probabilistic Outlier Detection and Visualization of Smart Meter Data</span></i></div>
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<div style="text-align: left; margin: 0pt"> </div>
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<td valign="top" width="674" style="border-top: #f0f0f0; border-right: #f0f0f0; width: 337.05pt; border-bottom: #f0f0f0; padding-bottom: 0pt; padding-top: 0pt; padding-left: 5.4pt; border-left: #f0f0f0; padding-right: 5.4pt; background-color: transparent">
<div style="text-align: left; margin: 0pt"> </div>
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<div style="text-align: left; margin: 0pt"> </div>
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<td valign="top" width="674" style="border-top: #f0f0f0; border-right: #f0f0f0; width: 337.05pt; border-bottom: #f0f0f0; padding-bottom: 0pt; padding-top: 0pt; padding-left: 5.4pt; border-left: #f0f0f0; padding-right: 5.4pt; background-color: transparent">
<div style="text-align: left; margin: 0pt"><b><span style="font-size: 10.5pt; font-weight: bold">Tian Xie, Xiamen University</span></b></div>
<div style="text-align: left; margin: 0pt"><i><span style="font-size: 10.5pt; font-style: italic">Beat Twits with Tweets in Exchange Rates Forecasting</span></i></div>
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<div style="text-align: left; margin: 0pt"> </div>
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<td valign="top" width="674" style="border-top: #f0f0f0; border-right: #f0f0f0; width: 337.05pt; border-bottom: #f0f0f0; padding-bottom: 0pt; padding-top: 0pt; padding-left: 5.4pt; border-left: #f0f0f0; padding-right: 5.4pt; background-color: transparent">
<div style="text-align: left; margin: 0pt"> </div>
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<div style="text-align: left; margin: 0pt"> </div>
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<td valign="top" width="674" style="border-top: #f0f0f0; border-right: #f0f0f0; width: 337.05pt; border-bottom: #f0f0f0; padding-bottom: 0pt; padding-top: 0pt; padding-left: 5.4pt; border-left: #f0f0f0; padding-right: 5.4pt; background-color: transparent">
<div style="text-align: left; margin: 0pt"><b><span style="font-size: 10.5pt; font-weight: bold">Hsein Kew, Monash University</span></b></div>
<div style="text-align: left; margin: 0pt"><i><span style="font-size: 10.5pt; font-style: italic">Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem</span></i></div>
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</p>
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<table align="center" style="width: 414.8pt; border-collapse: collapse">
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<td valign="top" width="155" style="border-top: #f0f0f0; border-right: #f0f0f0; width: 77.75pt; border-bottom: #f0f0f0; padding-bottom: 0pt; padding-top: 0pt; padding-left: 5.4pt; border-left: #f0f0f0; padding-right: 5.4pt; background-color: transparent">
<div style="text-align: left; margin: 0pt"><span style="font-size: 10.5pt">15:30-16:00</span></div>
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<div style="text-align: left; margin: 0pt"><span style="font-size: 10.5pt">Afternoon Tea</span></div>
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<div style="text-align: left; margin: 0pt"> </div>
<div style="text-align: left; margin: 0pt"> </div>
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<div style="text-align: left; margin: 0pt"> </div>
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<td valign="top" width="155" style="border-top: #f0f0f0; border-right: #f0f0f0; width: 77.75pt; background: rgb(214,227,188); border-bottom: #f0f0f0; padding-bottom: 0pt; padding-top: 0pt; padding-left: 5.4pt; border-left: #f0f0f0; padding-right: 5.4pt">
<div style="text-align: left; margin: 0pt"><span style="font-size: 10.5pt">Session IV</span></div>
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<td valign="top" width="674" style="border-top: #f0f0f0; border-right: #f0f0f0; width: 337.05pt; background: rgb(214,227,188); border-bottom: #f0f0f0; padding-bottom: 0pt; padding-top: 0pt; padding-left: 5.4pt; border-left: #f0f0f0; padding-right: 5.4pt">
<div style="text-align: left; margin: 0pt"><b><span style="font-size: 10.5pt; font-weight: bold">Chair: Qingliang Fan</span></b></div>
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<div style="text-align: left; margin: 0pt"><span style="font-size: 10.5pt">16:00-17:30</span></div>
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<td valign="top" width="674" style="border-top: #f0f0f0; border-right: #f0f0f0; width: 337.05pt; border-bottom: #f0f0f0; padding-bottom: 0pt; padding-top: 0pt; padding-left: 5.4pt; border-left: #f0f0f0; padding-right: 5.4pt; background-color: transparent">
<div style="text-align: left; margin: 0pt"><b><span style="font-size: 10.5pt; font-weight: bold">Bonsoo Koo, Monash University</span></b></div>
<div style="text-align: left; margin: 0pt"><i><span style="font-size: 10.5pt; font-style: italic">Recovering the Yield Curve Evolution</span></i></div>
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<div style="text-align: left; margin: 0pt"> </div>
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<td valign="top" width="674" style="border-top: #f0f0f0; border-right: #f0f0f0; width: 337.05pt; border-bottom: #f0f0f0; padding-bottom: 0pt; padding-top: 0pt; padding-left: 5.4pt; border-left: #f0f0f0; padding-right: 5.4pt; background-color: transparent">
<div style="text-align: left; margin: 0pt"> </div>
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<td valign="top" width="155" style="border-top: #f0f0f0; border-right: #f0f0f0; width: 77.75pt; border-bottom: #f0f0f0; padding-bottom: 0pt; padding-top: 0pt; padding-left: 5.4pt; border-left: #f0f0f0; padding-right: 5.4pt; background-color: transparent">
<div style="text-align: left; margin: 0pt"> </div>
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<td valign="top" width="674" style="border-top: #f0f0f0; border-right: #f0f0f0; width: 337.05pt; border-bottom: #f0f0f0; padding-bottom: 0pt; padding-top: 0pt; padding-left: 5.4pt; border-left: #f0f0f0; padding-right: 5.4pt; background-color: transparent">
<div style="text-align: left; margin: 0pt"><b><span style="font-size: 10.5pt; font-weight: bold">Xuexin Wang, Xiamen University</span></b></div>
<div style="text-align: left; margin: 0pt"><i><span style="font-size: 10.5pt; font-style: italic">Consistent Estimation of Models Defined by Conditional Moment restrictions</span></i></div>
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<div style="text-align: left; margin: 0pt"> </div>
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<td valign="top" width="674" style="border-top: #f0f0f0; border-right: #f0f0f0; width: 337.05pt; border-bottom: #f0f0f0; padding-bottom: 0pt; padding-top: 0pt; padding-left: 5.4pt; border-left: #f0f0f0; padding-right: 5.4pt; background-color: transparent">
<div style="text-align: left; margin: 0pt"> </div>
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<td valign="top" width="155" style="border-top: #f0f0f0; border-right: #f0f0f0; width: 77.75pt; border-bottom: #f0f0f0; padding-bottom: 0pt; padding-top: 0pt; padding-left: 5.4pt; border-left: #f0f0f0; padding-right: 5.4pt; background-color: transparent">
<div style="text-align: left; margin: 0pt"> </div>
</td>
<td valign="top" width="674" style="border-top: #f0f0f0; border-right: #f0f0f0; width: 337.05pt; border-bottom: #f0f0f0; padding-bottom: 0pt; padding-top: 0pt; padding-left: 5.4pt; border-left: #f0f0f0; padding-right: 5.4pt; background-color: transparent">
<div style="text-align: left; margin: 0pt"><b><span style="font-size: 10.5pt; font-weight: bold">Wei Wei, Monash University</span></b></div>
<div style="text-align: left; margin: 0pt"><i><span style="font-size: 10.5pt; font-style: italic">A Stochastic Price Duration Model for Estimating High-Frequency Volatility</span></i></div>
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</p> |
