The Virtual Symposium on Statistics and Risk Management 2020 was held during 11-12 December 2020 via ZOOM. It aimed to bring together scholars and researchers to present state-of-the-art research topics in statistics and risk management in order to facilitate the exchange of ideas.
More than 100 participants from local and overseas intuitions attended the virtual symposium with 10 invited speakers sharing their research output in statistics and risk management. Professor Song Xinyuan, Department Chair, delivered a welcome speech and introduced the invited speakers at the opening ceremony.
Invited Talks on 11 December 2020
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Speaker
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Title
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Matthias von DAVIER
Boston College
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A Hierarchical Latent Response Model for Inferences about Examinee Engagement in Terms of Guessing and Item-Level Nonresponse
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Xuming HE
University of Michigan
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Posterior Inference for Quantile Regression – Adaptation to Sparsity
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Ching-Kang ING
National Tsing Hua University
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Consistent Order Selection for ARFIMA Processes
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Jianguo SUN
University of Missouri
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A Pairwise Pseudo-likelihood Approach for Left-truncated and Interval-censored Data under the Cox Model
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Hongyu ZHAO
Yale University
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Predicting Disease Risk from Genomics Data
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Invited Talks on 12 December 2020
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Speaker
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Title
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Kwun Chuen Gary CHAN
University of Washington
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Optimal Non-Linear Shrinkage Estimation of Covariance Matrix of Asset Returns by Imaginary Direction Smoothing
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Michael LUDKOVSKI
University of California, Santa Barbara
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Gaussian Process Surrogates for Delta Hedging
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Eckhard PLATEN
University of Technology Sydney
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Attractive Long-term Pension Payouts for Persisting Low Interest Rates
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Qihe TANG
The University of New South Wales
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Insurance Risk Analysis of Financial Networks Vulnerable to a Shock
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An Axiomatic Foundation for the Expected Shortfall
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Ruodu WANG
University of Waterloo
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