Time Series & Numerical Methods

                                                                16h00-18h00  Thursday, August 26

                                                        Chairperson :    Christian Derquenne        Room :  Jean Prouvé
  

223    
Risk reduction using Wavelets-PCR models: Application to market data    
Nabiha Haouas, Saloua benammou, and Zied Kacem

303    
Cepstral-based Fuzzy Clustering of Time Series    
Elizabeth Ann Maharaj and Pierpaolo D'Urso

353 (slides)     
On two SSA-based methods for imputation of missing time-series data    
Marina Zhukova and Nina Golyandina

379 (slides)     
Data-driven window width adaption for robust online moving window regression    
Matthias Borowski

404  (slides)   
Robust forecasting of non-stationary time series    
Koen Mahieu

462 (slides)    
Spline approximation of a random process with singularity    
Konrad Abramowicz and Oleg Seleznjev

332    
Monitoring time between events in an exponentially distributed process by using Optimal Pre-control    
Vicent Giner-Bosch and Susana San Matias

452 (slides)    
Calibration of hitting probabilities via adaptive multilevel splitting    
Ioannis Phinikettos and Axel Gandy

417 (slides)    
On Calculation of Blaker's Binomial Confidence Limits    
Jan Klaschka

313    
Asymptotics and Bootstrapping in Errors-in-variables Model with Dependent Errors    
Michal Pesta

443 (slides)   
A Power Comparison for Testing Normality    
Shigekazu Nakagawa, Hiroki Hashiguchi and Naoto Niki

349 (slides)    
Genetics and/of basket options    
Wolfgang K. Hardle and Elena Silyakova