Tentative Visiting Schedule for Prof. Dr. Wolfgang
Härdle
April 30 ~ May 15, 2005 Taiwan
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1. May 02, 2005 (Monday):
Institute of Statistical Science, Academia
Sinica, Taiwan.
http://www.stat.sinica.edu.tw/
Contact person: Dr. Chun-houh Chen,
cchen@stat.sinica.edu.tw, (02) 27835611
ext. 407
10:10 ~ 10:30 tea at the lounge
10:30 ~ 11:30 presentation
Nonparametric Risk Management with Generalized Hyperbolic Distributions
2. May 06, 2005 (Friday): Joint Seminar of Institute of Statistical
Science, National Chiao Tung University, and Institute of Statistics,
National Tsing Hua University, HsinChu, Taiwan.
http://www.stat.nctu.edu.tw/subhtml/E_source/news.htm
and
http://www.stat.nthu.edu.tw/EngWeb/index_e.htm
Contact person: Professor Henry Horng-Shing Lu,
hslu@stat.nctu.edu.tw, (03)
5731870
10:20 ~ 10:40 tea at the lounge
10:40 ~ 11:30 presentation
Implied Volatility String Dynamics
3. May 09, 2005 (Monday):
Department of Applied Mathematics, National Dong Hwa University, HuaLien, Taiwan.
http://134.208.26.81/web/main/main.php
Contact person: Professor Chen-Hai Tsao,
chtsao@mail.ndhu.edu.tw, (03)
8633520
15:30 ~ 16:30 presentation
Predicting Corporate Bankruptcy with Support Vector Machines
4. May 11, 2005 (Wednesday): Institute of Statistical Science, National
Chung Cheng University, Chia-Yi, Taiwan.
http://www.math.ccu.edu.tw/english/index.htm
Contact person: Professor Yu-Shan Shih
yshih@math.ccu.edu.tw, (05) 2720411
ext. 66114
15:00 ~ 15:30 tea
15:30 ~ 16:30 presentation
Integrable e-lements of statistics education
16:30 ~ 17:00 floor discussion
5. May 12, 2005 (Thursday): Department of Applied Mathematics, National
Sun Yat-Sen University, Kaohsiung, Taiwan.
http://www.math.nsysu.edu.tw/wwwe/eindex.htm
Contact person: Professor Mong-Na Lo Haung,
lomn@math.nsysu.edu.tw,
(07)5252000 ~3811
14:00 ~ 15:00 presentation
Value-at-Risk Calculations with Time Varying Copulae
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