PRIN07 "Evolutionary Computation in Statistics"

 

University Tor Vergata

 

Anset SIS Time Series Group

 

 

 

Evolutionary Computation and Time Series

 

 

 

 

 

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Program

Presentation

Registration

Accommodation

List of Posters

Important Dates

 

 

PROGRAM

Monday, 13 th June 2011

9-9:30 Welcome

9:30-10:30 Invited Lecture.

     Estela BEE DAGUM:  The Concept of Variability in Time Series Analysis

10:30-11:30 First Session

     Luati A. Proietti T. and Reale M., The Variance Profile

     Pollock, D.S.G. and Mise, E., Alternative methods of seasonal adjustment

     Di Fonzo T. and Marini, M., NLP procedures for benchmarking time series according to a growth rates preservation principle

11:30-12 coffee break

12-13 Second Session

     Farina V. and Reale M., Mass Media, Investor Attention and the Stock Market

     Procidano I. and Gerolimetto M., Machine learning for time series classification

     Gonzalez D.L. Giannerini S. and Rosa R., The mathematical structure of the genetic code: time series aspects

13-14:30 Lunch

14-16 POSTER Session

16-17 Invited Lecture.

     Howell TONG: Feature matching in time series

17-17:30 tea break

17:30- 18:30 Third Session

     Baragona R. and Cucina D., Multivariate threshold models identification and estimation by using genetic algorithms

     Niglio M. and Vitale C., Threshold Moving Average Invertibility

     Gallo G.M. and Otranto E., Modeling realized volatility subject to changes of regime

18:30-19:30 Fourth Session

     Fonseca G.  Giummolé F. and Vidoni P., Bootstrap calibrated predictive distributions for time series

     Pelagatti M. and Sen P.K., A KPSS better than KPSS. Rank tests for short memory stationarity

     Di Iorio F. and Triacca U., Testing for non causality using the autoregressive metric

 

20 – Social Dinner

 

 

Tuesday, 14 th June 2011

9:30-10:30 Invited Lecture.

     Rajendra BHANSALI: The inverse correlations for time series and random fields: a review of recent developments

10:30-11:30 Fifth Session

     Forni M. and Gambetti L., Testing for sufficient information in structural VARs

     Franchi M. and Paruolo P., Stochastic cycles in VAR processes

     Bauwens L. and  Storti G., CAW-DCC: a dynamic model for vast realized covariance matrices

11:30- 12 coffee break

12- 13:30 Sixth Session

     di Salvatore A. and Bystrov V., Asymptotics of eigenvalues of the covariance matrix of a linear process

     Coretto P. and Giordano F., Power distribution and dynamic range estimation for PCM-quantized music signals

     Cubadda G. Guardabascio B. and Hecq A., A general to specific approach for selecting the best business cycle indicators

     Ferrari D. and La Vecchia D., Robust estimation via pseudo-additive entropy

13:30-14:30 Lunch

14:30-15:30 Invited Lecture.

     Peter WINKER and Anna Staszewska-Bystrova: Constructing Optimal Path-Wise Bootstrap Prediction Bands using Threshold Accepting

15:30- 16:30 Seventh Session

     Poli I. and Slanzi D., Evolutionary experimental designs

     Parpinel F. and Pizzi C., Evolutionary computational approach in TAR model estimation

     Fastrich, B. Paterlini S and Winker P., Regularization methods for optimal portfolio selection

    

16:30-17:00 tea break

17:00  Closing