ATTENTION:
The times in this program are Serbian time zone, that is the CEST time https://time.is/CEST !
Venue: Hybrid, Online (On Zoom) and at Faculty of Mathematics, University of Belgrade, Studentski trg 12-16, Serbia (Room A: 1st floor and Room B: 4th floor, more details will be available onsite)
ZOOM connection information
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Room A
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https://cnrs.zoom.us/j/97172106730?pwd=dXRGTHhBRE85V0Q0R2MyajFhU2dTdz09
Meeting ID: 971 7210 6730
Passcode: 8K2GQf
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Room B
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https://aegean-gr.zoom.us/j/99101213061?pwd=xRJZKTQPDqhZrV7BC2I2mjWTOemTBZ.1
Meeting ID: 991 0121 3061
Passcode: 974246
Tuesday September 24, 2024
8:45-9:10 Registration
09:10-09:30 Opening Remarks and Welcome
Room A
SESSION 1 (9:30-11:10)
Chair: Bojana MILOŠEVIĆ (Univ. of Belgrade, Faculty of Mathematics, Serbia)
Room A
09:30-09:55
Yvik SWAN (Univ. Libre de Bruxelles, Belgium)
Stein's method of moments on the sphere
joint work with Adrian FISCHER (Univ. of Oxford, UK), Robert GAUNT (Univ. of Manchester)
09:55-10:20
Adrian FISCHER (Univ. of Oxford, UK)
Parameter estimation for random graph models
joint work with Gesine REINERT (Univ. of Oxford, UK), Wenkai XU (Univ. of Tuebingen, Germany)
10:20-10:45
Mark PODOLSKIJ (Univ. of Luxembourg, Luxembourg)
Testing the maximal rank of the volatility
joint work with Kim CHRISTENSEN (Department of Economics and Business Economics, Aarhus Univ., Denmark), Jean JACOD (Institut de Mathématiques de Jussieu, Sorbonne Univ., France), Mikkel Slot NIELSEN (Department of Mathematics, Aarhus Univ., Denmark)
10:45-11:10
Eduardo GARCÍA PORTUGUÉS (Carlos III Univ. of Madrid, Spain)
A family of toroidal diffusions with exact likelihood inference
joint work with Michael SØRENSEN (Univ. of Copenhagen, Denmark)
11:10-11:40 COFFEE BREAK
SESSION 2A (11:40-13:20)
Chair: Marko OBRADOVIĆ (Univ. of Belgrade, Faculty of Mathematics, Serbia)
Room A
11:40-12:05
Apostolos BATSIDIS (Univ. of Ioannina, Greece)
A Bayesian self-starting hotelling (BSSH) T2 for online multivariate outlier detection
joint work with Konstantinos BOURAZAS (Department of Statistics, Athens Univ. of Economics and Business, Greece), Panagiotis TSIAMYRTZIS (Department of Mechanical Engineering, Politecnico di Milano, Italy)
12:05-12:30
Dominic EDELMANN (German Cancer Research Center, Germany)
Applications of distance covariance in biostatistics
12:30-12:55
Bojana MILOŠEVIĆ (Univ. of Belgrade, Faculty of Mathematics, Serbia)
On the application of independence tests to variable selection problems
joint work with Jelena RADOJEVIĆ (Univ. of Belgrade, Faculty of Mathematics, Serbia)
12:55-13:20
Marija CUPARIĆ (Univ. of Belgrade, Faculty of Mathematics, Serbia)
On independence testing: a randomly censored data perspective
joint work with Bojana MILOŠEVIĆ (Univ. of Belgrade, Faculty of Mathematics, Serbia)
SESSION 2B (11:40-13:20)
Chair: Vlad Stefan BARBU (Univ. of Rouen–Normandy, France & NIER of Romanian Academy, Romania) & Vasile PREDA (ISMMA & NIER of Romanian Academy & Univ. of Bucharest, Romania)
Room B
11:40-12:05
Ciprian A. TUDOR (Univ. of Lille, France)
Multidimensional Stein-Malliavin calculus and asymptotic independence for estimators
12:05-12:30
Ionel POPESCU (Univ. of Bucharest & IMAR, Romania)
Around tridiagonal random matrix models
joint work with Lucas BABET (ENS, France)
12:30-12:55
Vasile Nicolae STĂNCIULESCU (Romania)
Numerical solution to the Neumann problem in a Lipschitz domain based on random walks
joint work with Oana-Valeria LUPAȘCU-STAMATE (ISMMA, Romania)
12:55-13:20
Iulian CÎMPEAN (Univ. of Bucharest & IMAR, Romania)
Numerical spectral analysis of Cauchy-type inverse problems: a probabilistic approach
joint work with Andreea GRECU (ISMMA, Romania), Liviu MARIN (Univ. of Buchares & ISMMA, Romania)
13:20-15:00 LUNCH
SESSION 3A (15:00-16:40)
Chair: Guglielmo D'AMICO (Univ. "G. d'Annunzio" of Chieti-Pescara, Italy)
Room A
15:00-15:25
Chafiàa AYHAR (Univ. Center of El Bayadh Nour El Bachir, Algeria)
Kernel smoothing of the transition function for homogeneous continuous-time semi-Markov process
15:25-15:50
Andreas MAKRIDES (Univ. of the Aegean, Greece & Univ. of Central Lancashire, Cyprus)
Seismic hazard evaluation based on Poisson Hidden Markov Models
joint work with Evangelia GEORGAKOPOULOU, Theodoros M. TSAPANOS, Emmanuel SCORDILIS (School of Geology, Department of Geophysics, Geophysical Laboratory, Aristotle Univ. of Thessaloniki, Greece), Alex KARAGRIGORIOU (Univ. of Piraeus, Greece), Alexandra PAPADOPOULOU (Department of Mathematics, Aristotle Univ. of Thessaloniki, Greece), Vassilios KARASTATHIS (National Observatory of Athens, Greece)
15:50-16:15
Christina PARPOULA (Panteion Univ. of Social and Political Sciences, Greece)
Optimal design and planning of observational studies: a combined approach using rule-mining and metaheuristics
16:15-16:40
Alex KARAGRIGORIOU (Univ. of Piraeus, Greece)
Multicomponent stress-strength reliability: theory and practice
joint work with Ilia VONTA (National Technical Univ. of Athens, Greece), Andreas MAKRIDES (Univ. of the Aegean, Greece & Univ. of Central Lancashire, Cyprus)
SESSION 3B (15:00-16:40)
Chair: Bruno EBNER (Karlsruhe Institute of Technology, Germany)
Room B
15:00-15:25
Christophe LEY (Univ. of Luxembourg, Department of Mathematics, Luxembourg)
A versatile trivariate wrapped Cauchy copula with applications to toroidal and cylindrical data
joint work with Shogo KATO (Institute of Statistical Mathematics, Japan), Sophia LOIZIDOU (Univ. of Luxembourg, Department of Mathematics, Luxembourg), Kanti MARDIA (Department of Statistics, Univ. of Leeds, UK)
15:25-15:50
George Pantelimon POPESCU (National University of Science and Technology Politehnica Bucharest, Romania)
QKD modelling in RoNaQCI
15:50-16:15
Una RADOJIČIĆ (Vienna Univ. of Technology, Austria)
Order determination for tensor-valued observations using data augmentation
joint work with Niko LIETZEN (Univ. of Turku, Finland), Klaus NORDHAUSE (Univ. of Jyväskylä, Finland), Joni VIRTA (Univ. of Turku, Finland)
16:15-16:40
Peter FILZMOSER (Vienna Univ. of Technology, Austria)
Cell-wise robust and sparse principal component analysis
joint work with Pia PFEIFFER (Vienna Univ. of Technology, Austria)
17:00-19:00 GUIDED TOUR
19:00-23:00 CONFERENCE DINNER
Wednesday September 25, 2024
SESSION 4A (9:30-11:10)
Chair: Marko OBRADOVIĆ (Univ. of Belgrade, Faculty of Mathematics, Serbia)
Room A
09:30-09:55
Daniel GAIGALL (Aachen Univ. of Applied Sciences, Germany)
Fixed values versus empirical quantiles as thresholds in excess distribution modelling
joint work with Julian GERSTENBERG (Goethe Univ. Frankfurt, Germany)
09:55-10:20
Bernhard KLAR (Karlsruhe Institute of Technology, Germany)
A Pareto tail plot and the principle of a single huge jump
10:20-10:45
Adrian BÂCĂ (Ovidius Univ. of Constanta, Romania)
Modelling the Danish data set using three-spliced distributions
joint work with Raluca VERNIC (Ovidius Univ. of Constanta, Romania)
10:45-11:10
Dimitris KARLIS (Athens Univ. of Economics and Business, Greece)
The Sarmanov family of distributions: extending the famous Dixon and Coles model for football
joint work with Rouven MICHELS (Univ. of Bielefeld, Germany), Marius OTTING (Univ. of Bielefeld, Germany)
SESSION 4B (09:30-11:10)
Chair: Carmen Adriana GHEORGHE (NIER of Romanian Academy, Romania)
Room B
09:30-09:55
Elena Corina CIPU (NIER of Romanian Academy & University of Science and Technology Politehnica of Bucharest, Romania)
Study on demographic dynamics through the entropy model
joint work with Vasile PREDA (ISMMA & NIER of Romanian Academy & Univ. of Bucharest, Romania), Carmen Adriana GHEORGHE (NIER of Romanian Academy, Romania)
09:55- 10:20
Carmen Adriana GHEORGHE (NIER of Romanian Academy, Romania)
Beyond the demographic winter: spatial analysis of women’s impact on Romania’s economic and demographic revival
joint work with Luminița CHIVU (NIER of Romanian Academy, Romania), Elena Corina CIPU (NIER of Romanian Academy & University of Science and Technology Politehnica of Bucharest, Romania), Mihaela VLĂDESCU (NIER of Romanian Academy, Romania), Mihaela OPREA (NIER of Romanian Academy, Romania), Sorin AVRAM (NIER of Romanian Academy & Department of Geography, Univ. of Craiova, Romania), Alina RĂDOI (NIER of Romanian Academy, Romania)
10:20-10:45
Laura ANGHEL (NIER of Romanian Academy, Romania)
Analysis of demographic groups in relation to employability and digital skills in the Romanian labour market
joint work with Mihaela VLĂDESCU, Mihaela OPREA, Alina RĂDOI, Carmen Adriana GHEORGHE (NIER of Romanian Academy, Romania)
10:45-11:10
Sorin AVRAM (NIER of Romanian Academy & Department of Geography, Univ. of Craiova, Romania)
Demographic structures and economic development in small and medium-sized cities: a three-tiered analysis
joint work with Irina ONȚEL (Remote Sensing and Satellite Meteorology Laboratory, National Meteorological Administration & NIER of Romanian Academy, Romania), Luminița CHIVU (NIER of Romanian Academy, Romania)
11:10-11:40 COFFEE BREAK
SESSION 5A (11:40-13:20)
Chair: Vlad Stefan BARBU (Univ. of Rouen–Normandy, France & NIER of Romanian Academy, Romania)
Room A
11:40-12:05
Vlad Stefan BARBU (Univ. of Rouen–Normandy, France & NIER of Romanian Academy, Romania)
Markov-type models and survival analysis
12:05-12:30
Ana Belén RAMOS GUAJARDO (Univ. of Oviedo, Spain)
Comparing the expected value of imprecise-valued random elements
joint work with Gil GONZÁLEZ-RODRÍGUEZ (Univ. of Oviedo, Spain)
12:30-12:55
Guglielmo D'AMICO (Univ. "G. d'Annunzio" of Chieti-Pescara, Italy)
Reliability analysis of a K-out-of-N system with random rate of repair with application to wind park
joint work with Raina RAJ (Bharti School of Telecommunication Technology \& Management, Indian Institute of Technology Delhi, India), Selvamuthu DHARMARAJA (Department of Mathematics, Indian Institute of Technology Delhi, India)
12:55-13:20
Serguei PERGAMENCHTCHIKOV (Univ. of Rouen-Normandy, France)
Robust portfolio optimization for financial markets with transaction costs under logarithmic utilities
joint work with Sergei EGOROV, Alena MURZINTSEVA, Evgeny A. PCHELINTSEV (Tomsk State Univ., Russia)
SESSION 5B (11:40-13:20)
Chair: Andreas MAKRIDES (Univ. of the Aegean, Greece & Univ. of Central Lancashire, Cyprus)
Room B
11:40-12:05
Răzvan-Cornel SFETCU (Univ. of Bucharest, Romania)
Discrete Tsallis, Kaniadakis and Varma entropies of orthogonal polynomials
joint work with Sorina-Cezarina SFETCU (Univ. of Bucharest, Romania), Vasile PREDA (ISMMA & NIER of Romanian Academy & Univ. of Bucharest, Romania)
12:05-12:30
Matúš MACIAK (Charles Univ., Czech Republic)
Infinitely stochastic model for risk reserving
joint work with Michal PESTA (Charles Univ., Czech Republic), Ostap OKHRIN (TU Dresden, Germany)
12:30-12:55
Riccardo DE BLASIS (Marche Polytechnic Univ. of Ancona, Italy)
A mixture transition distribution approach to portfolio optimization
joint work with Filippo PETRONI (Univ. of Chieti-Pescara, Italy)
12:55-13:20
Salvatore VERGINE (Univ. "G. d'Annunzio" of Chieti-Pescara, Italy)
A real option approach for the investment valuation of renewable source and storage system in diverse energy communities
joint work with Riccardo DE BLASIS, Graziella PACELLI (Marche Polytechnic Univ. of Ancona, Italy)
13:20-15:00 LUNCH
SESSION 6A (15:00-16:40)
Chair: Matúš MACIAK (Charles Univ., Czech Republic)
Room A
15:00-15:25
Di SU (London School of Economics, UK)
Change region detection on d-dimensional spheres
joint work with Tengyao WANG, Yining CHEN (London School of Economics, UK)
15:25-15:50
Žikica LUKIĆ (Univ. of Belgrade, Faculty of Mathematics, Serbia)
On some change-point tests based on the Laplace transform
joint work with Bojana MILOŠEVIĆ (Univ. of Belgrade, Faculty of Mathematics, Serbia)
15:50-16:15
Shakeel GAVIOLI-AKILAGUN (London School of Economics, UK)
Detecting changes in production frontiers
joint work with Yining CHEN (London School of Economics, UK)
16:15-16:40
Zetai CEN (London School of Economics, UK)
Matrix-valued factor model with time-varying main effects
joint work with Clifford LAM (London School of Economics, UK)
SESSION 6B (15:00-16:40)
Chair: Marija CUPARIĆ (Univ. of Belgrade, Faculty of Mathematics, Serbia)
Room B
15:00-15:25
Christian H. WEIß (Helmut Schmidt Univ., Germany)
Non-parametric tests for spatial dependence
joint work with Hee-Young Kim (Department of Bigdata Science, Korea Univ., South Korea)
15:25-15:50
Salim BOUZEBDA (Univ. of Technology of Compiègne, France)
Testing the independence among continuous random vectors based on L1-norm
joint work with Noureddine BERRAHOU, Lahcen DOUGE (Cadi Ayyad University, Morocco)
15:50-16:15
Thomas BERRETT (Univ. of Warwick, UK)
Nonparametric tests of Missing Completely At Random
joint work with Alberto BORDINO (Univ. of Warwick, UK), Richard SAMWORTH (Univ. of Cambridge, UK)
16:15-16:40
Bruno EBNER (Karlsruhe Institute of Technology, Germany)
Eigenvalues approximation of integral covariance operators with applications to weighted L2 statistics
joint work with Maria Dolores JIMINÉZ-GAMERO (Univ. of Seville, Spain), Bojana MILOŠEVIĆ (Univ. of Belgrade, Faculty of Mathematics, Serbia)
16:40 Closing of the Workshop
Room A
