10.00am-10.30am Wicher Bergsma (Social Statistics)
Some aspects of Gaussian dependence modelling
10.30am-11.00am Tom Dorrington Ward (Engage Smarter)
Evaluating and assuring AI Agents for financial services
11.00am-11.30am Ieva Kazlauskaite (Data Science - from September)
Calculating exposure to extreme sea level risk from multi-resolution ice sheet models
(11.30am-12.00pm Break)
12.00pm-12.30pm Despoina Makariou (St. Gallen)
Estimation of heterogeneous treatment effects in the primary catastrophe bond market using causal forests
12.30pm-1.00pm Zoltan Szabo (Data Science)
Minimax Rate of HSIC Estimation
(1.00pm-2.30pm Lunch)
2.30pm-3.00pm Yining Chen (Data Science / Time Series and Statistical Learning)
Detecting changes in production frontiers
3.00pm-3.30pm Kostas Kardaras (Probability in Finance and Insurance)
Production equilibrium with capacity expansion
3.30pm-4.00pm Tengyao Wang (Data Science / Time Series and Statistical Learning)
Multiple output composite quantile regression via optimal transport
(4.00pm-4.30pm Break)
4.30pm-5.00pm Giulia Livieri (Probability in Finance and Insurance)
On Mean Field Games and Applications
5.00pm-5.30pm Chengchun Shi (Data Science / Time Series and Statistical Learning)
Switchback designs can enhance policy evaluation in reinforcement learning
6.00pm-8.30pm Poster Session & Reception