Home > Dipartimenti > Scienze delle Decisioni > Eventi > Archivio > Archivio aa 2006-2007
5 settembre 2006 ore 16:30 - 17:30
Estimation of optimal treatment strategies
Attach
ROOM 137, Viale Isonzo 25
James Robins (Harvard University)
27 ottobre 2006 ore 15:00 - 19:00
Several Bayesians: a Further Review; Group Consensus Probability Distributions: the Text-book Problem and e-Participation
CNR-IMATI - Via Bassini 15 - 20133 Milano
David Rios Insua (Universidad Rey Juan Carlos and Real Academia de Ciencias, Madrid); Massimo Marinacci (Università di Torino and Collegio Carlo Alberto, Torino); Simon French (Manchester Business School, Manchester).
7 novembre 2006 ore 12:45 - 13:45
A Deprivation-Based Characterization of the Bonferroni Index of Inequality
ROOM 24, Via Sarfatti 25
Satya R. Chakravarty (Indian Statistical Institute)
5 dicembre 2006 ore 12:45 - 13:45
Long Persuasion Games
Françoise Forges (Paris-Dauphine University, CEREMADE)
14 dicembre 2006 ore 16:30 - 17:30
Sels-Similar Processes, Fractional Brownian Motion and Statistical Inference
B.L.S. Prakasa Rao (University of Hydebarad, India)
21 dicembre 2006 ore 16:30 - 17:30
Beyond Black-Litterman: Views on Non-Normal Markets the Copula-Opinion Pooling Approach
Attilio Meucci (Lehman Brothers, NY)
9 gennaio 2007 ore 12:45 - 13:45
Bellman's Dynamic Programming approach in problems with Vintage Capital
Silvia Faggian (Università LUM, Bari)
18 gennaio 2007 ore 15:00 - 17:30
Finding time; A Bayesian Look at Conditional testing
Università Bocconi - Via Sarfatti 25 - 20136 Milano, room A, ground floor
Susan Holmes (Statistics Department, Stanford University and Université de Nice Sophia Antiopolis); Persi Diaconis (Statistics Department, Stanford University)
25 gennaio 2007 ore 16:30 - 17:30
Inequality curve and inequality index based on the ratios between lower and upper arithmetic means
Michele Zenga (Università degli Studi di Milano-Bicocca, Dip. Metodi Quantitativi per le Scienze Economiche ed Aziendali)
1 febbraio 2007 ore 16:30 - 17:30
Wishart Distributions For Decomposable Graphs
Helene Massam (York University, Toronto)
6 febbraio 2007 ore 12:45 - 13:45
Do Short-Run Efficiency and Optimal Capacity Imply Long-Run Efficiency?
Yves Balasko (University of York)
13 febbraio 2007 ore 16:30 - 17:30
On Bayesian nonparametric priors derived from Poisson-Kingman models
Annalisa Cerquetti (Università Bocconi)
15 febbraio 2007 ore 16:30 - 17:30
Disegni campionari con casualizzazione nel continuo
Lucio Barabesi (Università di Siena)
22 febbraio 2007 ore 16:30 - 17:30
The Bernstein-von Mises theorem in semiparametric competing risks models
Pierpaolo De Blasi (University of Turin, Department of Statistics and Applied Mathematics)
Dal 6 marzo 2007 ore 12:15 - Al 6 marzo 2000 ore 13:15
The Joint Behaviour of Credit Spreads, Stock Options and Equity Returns when Investors Disagree
Room 14, via sarfatti 25
Fabio Trojani (University of St. Gallen)
8 marzo 2007 ore 16:30 - 17:30
Gene therapy as a new field for statistical modelling
Clelia Di Serio (Centro Universitario di Statistica per le Scienze Biomediche) Università Vita-Salute San Raffaele, Milano
3 aprile 2007 ore 10:30 - 11:30
Optimal Insurance Demand and Investment in a Dynamic Mean-variance Framework
Room 21, via sarfatti 25
Enrico Biffis (Cass Business School, London, UK)
3 aprile 2007 ore 12:45 - 13:45
Systematic Equity-Based Credit Risk: A CEV Model with Jump to Default
Alessandro Sbuelz (Università di Verona)
18 aprile 2007 ore 12:45 - 13:45
Incentives, Contracts and Markets: A General Equilibrium Theory of Firms
Room 137, viale isonzo 25
William Zame (University of California, Los Angeles)
8 maggio 2007 ore 12:15 - 13:15
Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling
Luciano Campi (Paris-Dauphine University, CEREMADE)
28 maggio 2007 ore 16:30 - 17:30
Simpson's paradox for the Cox model
Marco Scarsini (Dipartimento di Scienze Economiche e Aziendali - LUISS, Roma)
29 maggio 2007 ore 12:15 - 13:15
A large deviations approach to maximizing expected utility from
Scott Robertson (Boston University)
5 giugno 2007 ore 12:45 - 13:45
Optimal stopping under ambiguity
Frank Riedel (University of Bonn)
12 giugno 2007 ore 12:15 - 13:15
Option valuation in a stochastic volatility jump-diffusion model
Enrico Moretto (Università di Parma)
28 giugno 2007 ore 16:30 - 17:30
Exchangeable claim sizes in a compound Poisson process
Ramsés Mena Chavez (IIMAS-UNAM, Mexico)
10 luglio 2007 ore 14:00 - 15:00
Numerical Solution of Stochastic Differential Equations with Jumps in Finance: Predictor-Corrector Schemes
Nicola Bruti Liberati (University of Technology, Sydney)