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December 16¡]Monday¡^ |
Time |
Activity Center |
16:00
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19:00 |
Registration |
Time |
Café Academia |
18:00
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20:30 |
Reception |
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December 17¡]Tuesday¡^ |
Time |
Humanities and Social Sciences Building International Conference Hall |
8:00
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8:50 |
Registration |
8:50
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9:20 |
Opening Remarks
Chair: Ching-Shui Cheng, Kamhon Kan, and Ruey S. Tsay
Speaker: Vice President Fan-Sen Wang, Academia Sinica. |
9:20
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10:10 |
Plenary Session 1
Chair: Wen-Jang Huang, National University of Kaohsiung
Title: An Appreciation of Professor George C. Tiao from Across the Ocean
Speaker: Howell Tong, London School of Economics |
10:10
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11:00 |
Plenary Session 2
Chair: Chung-Shu Wu, Academia Sinica
Title: ARIMA Model Based Seasonal Adjustment at Work: Automatic Large-scale Performance
Speaker: Agustin Maravall, Bank of Spain |
11:00
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11:20 |
Photo Session / Break |
Time |
HSS
1st Conference Room |
HSS
2nd Conference Room |
11:20
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12:30 |
Session 1A
Seasonal adjustment and Functional time series
Chair: Jin-Lung Henry Lin, National Dong Hwa University
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Session 1B
Credit risk
Chair: Shih-Ti Yu, National Tsing-Hua University |
Comparing ARIMA Model-Based and Census X-11 Seasonal Adjustment
William Bell, U.S. Census Bureau |
Measuring Credit Risk of Individual Corporate Bonds and Deriving Term Structures of Default Probabilities
Takeaki Kariya, Kyoto University |
Convolution Autoregressive Models for Functional Time Series
Rong Chen, Rutgers University |
The Forecast of the Systemic Credit Risk of Taiwan's Banking System and its Use in Implementing Basel III Capital Requirement
Ching-Fan Chung, National Tsing Hua University |
12:30
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13:30 |
Lunch break |
13:30
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15:15 |
Session 2A
Factor models
Chair: Rouh-Jane Chou, National Tsing Hua University |
Session 2B
Biostatistics and inference
Chair: Chen-Hsin Chen, Academia Sinica |
Dynamic Principal Components in Time Domain
Daniel Peña, Carlo de III, Spain |
Characterization of hESC Transcriptome by Hybrid Sequencing
Wing Hung Wong, Stanford University |
Monitoring Structural Stability of Dynamic Factor Models
Wen-Jen Tsay, Academia Sinica |
Revitalizing Clinical Trial Methodology and Translational Statistics
Lee-Jen Wei, Harvard University |
Recent Developments in High-Dimensional Time Series Analysis
Ruey S. Tsay, University of Chicago |
Coverage-based rarefaction and Extrapolation: Standardizing Samples by Completeness Rather Than Size
Anne Chao, National Tsing-Hua University |
15:15
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15:30 |
Break |
15:30
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17:15 |
Session 3A
China study
Chair: Ray-Yeutien Chou, Academia Sinica |
Session 3B
Time series and dependent data
Chair: Mong-Na Lo Huang, National Sun Yat -sen University |
Prospect of China's Economic Growth and Reform
Weiying Zhang, Peiking University |
Multivariate Stochastic Regression: Sparsity, Singular Value Decomposition and Time Series Applications
Tze Leung Lai, Stanford University |
Preliminary Analysis on Mainland China's Inflation Data
Songxi Chen, Peiking University and Iowa State University |
Estimating Social Inter-correlation with Samples Network Data
Hansheng Wang, Peiking University |
Analysis of Chinese Inter-industry Spillover Effect of R&D
Pinfang Zhu, Shanghai Academy of Social Sciences |
On Recent Developments of Nonstationary and Long-Memory Time Series
Ngai-Hang Chan, Chinese University of Hong Kong |
17:15
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18:00 |
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18:00
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20:30 |
Banquet
Statistica Sinica Dinner Speech:
Kung-Yee Liang, National Yang-Ming University
Jeff Wu, Georgia Institute of Technology |
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December 18¡]Wednesday¡^ |
Time |
Humanities and Social Sciences Building International Conference Hall |
9:20
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10:10 |
Plenary Session 3
Chair: Jeff Wu, Georgia Tech
Title: Being an Informed Bayesian: Assessing Prior Informativeness and Prior-Likelihood Conflict
Speaker: Xiao-Li Meng, Harvard University |
10:10
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11:00 |
Plenary Session 4
Chair: Norden E. Huang, National Central University
Title: Beyond Statistics: The Legacy of George Tiao on Environmental Science
Speaker: Don Wuebbles, University of Illinois, Urbana-Champaign |
11:00
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11:20 |
Break |
Time |
HSS
1st Conference Room |
HSS
2nd Conference Room |
11:20
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12:30 |
Session 4A
Environment
Chair: Jane-Ling Wang, University of California, Davis |
Session 4B
Finance
Chair: Sheng-Cheng Hu, Academia Sinica
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George Tiao and the Issue of Ozone Change
Alvin (Jim) Miller, Climate Prediction Center/NCEP/NWS/NOAA |
Local-Momentum Autoregression for Modeling Interest Rate and Term Structure
Jin-Chuan Duan, National University of Singapore |
Association of Cardiovascular Responses with Source-Apportioned Fine Particle Air Pollutions in Beijing
Jing-Shiang Hwang, Academia Sinica |
On Buffered GARCH Processes
Wai Keung Li, Hong Kong University |
12:30
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14:00 |
Lunch break / Poster session
Chair: Ci-Ren Jiang, Academia Sinica |
14:00
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15:45 |
Session 5A
Bayesian inference
Chair: Dennis K.J. Lin, The Pennsylvania State University |
Session 5B
Parsimony and model selection
Chair: Hung Chen, National Taiwan University |
Doubly Constrained Factor Models with Applications
Henghsiu Tsai, Academia Sinica |
Aspects of Dimension Reduction and Variable Selection from Forward, Backward, and Parsimonious Modeling Perspectives
Ker-Chau Li, Academia Sinica |
Bayesian Inference on Smoothed Lexis Diagrams with Applications to Lung and Breast Cancer Trends
Chao Agnes Hsiung, National Health Research Institutes |
Parsimony Inducing Priors for Large Scale State-Space Models
Hedibert Freitas Lopes, George Washington University |
Combination of Forecasts and Bayesian Prediction Bounds for Operating Room Durations, Even for Procedures with Few or No Historical Data
Johannes Ledolter, University of Iowa and Vienna University of Economics and Business |
A Misspecification-Resistant Information Criterion
Ching-Kang Ing, Academia Sinica |
15:45
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16:00 |
Break |
16:00
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17:10 |
Session 6A
Dependent data
Chair: Yi-Ching Yao, Academia Sinica |
Session 6B
Finance
Chair: Shin-Kun Peng, Academia Sinica |
Estimation of Extreme Quantiles for Functions of Dependent Random Variables
Qiwei Yao, London School of Economics |
Risk Measures Based on First Four Moments and Resulting Trading Strategies
O-Chia Chuang, National Taiwan University |
Time Evolution of Income Distribution
Yi-Ting Chen, Academia Sinica |
Forecast of Portfolio Returns and Trading Strategies
Hwai-Chung Ho, Academia Sinica |
17:10
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17:25 |
Closing Remark
Chair: Ching-Shui Cheng, Kamhon Kan and Ruey S. Tsay
Speaker: George C. Tiao |
17:25
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18:00 |
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18:00
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20:30 |
Dinner (Invited Speakers) |
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