where are the nuggets ?
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Where are the nuggets ?. Wolfgang Karl Härdle. future research. energy & real estate time varying stat brain and behavior dynamic curves demography social networks default intensities. Energy & real estate. Electricity demand Real estate. t = monthly temperature - PowerPoint PPT PresentationTRANSCRIPT
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Where are the nuggets ?Wolfgang Karl Härdle
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future research
energy & real estate
time varying stat
brain and behavior
dynamic curves
demography
social networks
default intensities
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Energy & real estate
Electricity demand
Real estate
t = monthly temperaturex1, x2, = linear effectx3- x13 = mont dummy
t = monthly temperaturex1, x2, = linear effectx3- x13 = mont dummy
This needs to be done
1. for different cities, locations
2. for different tail curvesHae Rit Son (2012) is not sufficient here
This needs to be done
1. for different cities, locations
2. for different tail curvesHae Rit Son (2012) is not sufficient here
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time varying stat
time varying Lasso
SIMs in high dim
The parameter \lambda varies with time it corresponds to the relative size of nonzero to zero coefficients
The parameter \lambda varies with time it corresponds to the relative size of nonzero to zero coefficients
SIM = single Index Models,they can be penalized as well in a Lasso or SCAD context.
Applications to CoVar
SIM = single Index Models,they can be penalized as well in a Lasso or SCAD context.
Applications to CoVar
Zur Anzeige wird der QuickTime™ Dekompressor „AVC Coding“
benötigt.
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Brain and behavior
RPID tasks
behavior location
activity identification
cross sections
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benötigt.
cross section of probands
recording of actions
FPCA
cross section of probands
recording of actions
FPCA
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Dynamic Curves
implied corr smile
RC < MFIC
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benötigt.
realized correlation RHO_t
Model free Implied CorrMFIX RHO_WIGGLE_t
realized correlation RHO_t
Model free Implied CorrMFIX RHO_WIGGLE_t
Sell RV of Basketbuy RV of constituentsSell RV of Basketbuy RV of constituents
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Demographygrowth and population
adaptivity
bootstrap
China
Asia
many stat questionssignificance
trend?
economic model
many stat questionssignificance
trend?
economic model
Figure 2 presents the scatterplot of initial size of each age group against its change in theperiod 1960-1990, together with a regression line. The negative slope of all estimated linesimplies convergence within each age group across EU-15 countries. Those countries thatstarted with low proportions of a given age group tended to increase the size of that group,while the opposite is true for countries that started with a high proportion, thus leading to ahomogeneisation of the demographic structure across European nations.
Figure 2 presents the scatterplot of initial size of each age group against its change in theperiod 1960-1990, together with a regression line. The negative slope of all estimated linesimplies convergence within each age group across EU-15 countries. Those countries thatstarted with low proportions of a given age group tended to increase the size of that group,while the opposite is true for countries that started with a high proportion, thus leading to ahomogeneisation of the demographic structure across European nations.
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default intensitiesHow many firms belly up?
RMI Cooperation
adaptive techniques
data bases
Lehmann Brothers Default ProbaLehmann Brothers Default Proba
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Social NetworksQuantlet topography
Which code helps me?
visualisation
minimal spanning tree
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Goldrush