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Katalog der UB Siegen

Talks / Participation in Conferences


Contributions to Conferences and Colloquia etc. (selection):

  2017:

  • 17.07.2017 (contributed paper session): 'Ordinal Pattern Dependence in Contrast to other Concepts of Dependence' (CMStatistics 2016, Sevilla, Spain).
  • 19.05.2017 (invited talk): 'Detecting Changes in the Dependence Structure Between two Time-Series' Math. Kolloq. Ulm University)
  • 05.04.2017 - 07.04.2017 (organized workshop): DynStoch 2017, Siegen (Haus Patmos). 

 2016:

  • 11.12.2016 (invited session): 'Ordinal Pattern Dependence in Time Series Analysis' (CMStatistics 2016, Sevilla, Spain).
  • 27.10.2016 (invited talk): 'The Spectrum of Applications of the Probabilistic Symbol' (Vienna Seminar in Math. Finance and Probability, Vienna, Austria)
  • 12.07.2016 (talk): 'Detecting Changes in the (non-linear) Dependence Structure Between Time Series' (World Congress Prob & Stat, Fields Institute, Toronto, Canada)
  • 08.06.2016 (talk): 'Detecting Structural Breaks in the Degree of Dependence Between Time Series' (DynStoch meeting, Rennes, France)
  • 10.03.2016 (invited talk): 'An Efficient Way to Analyze Path and Distributional Properties of Processes Used in Mathematical Finance' (Columbia University, NY, USA)
  • 01.03.2016 (talk): 'Detecting Changes in the Dependence Structure Between Time-Series' (Stochastik-Tage, Bochum)

 

2015:

  • 01.12.2015 (invited talk): 'Analyzing Structural Breaks in the Dependence between Time Series via Ordinal Patterns' (Mannheim)
  • 12.11.2015 (invited talk): 'Time change equations for L\'evy type processes' (Oberseminar Analysis und Stochastik, TU Dresden)
  • 16.07.2015 (talk): 'Fine properties of paths of homogeneous diffusions with jumps' (SPA 2015, Oxford, UK)
  • 06.07.2015 Antrittsvorlesung im Rahmen der Habilitation (Math. Kolloquium, TU Dortmund)
  • 03.07.2015 (invited talk): 'Ordinale-Muster-Statistik mit Anwendungen in Finanz, Hydrologie und Medizin' (Workshop Siegen)
  • 16.06.2015 (invited talk): 'Stetige negativ definite Funktionen und stochastische Prozesse' (Oberseminar Analysis und Stochastik, Kaiserslautern)
  • 27.05.2015 (talk): 'Detecting Structural Breaks via Ordinal Pattern Dependence' (DynStoch-Meeting, Lund, Sweden)
  • 23.04.2015 (invited talk): 'On the Natural Appearance of Continuous Negative Definite Functions in the Analysis of Stochastic Processes' (math. Kolloq., Freiburg)
  • 15.03.2015 (invited talk): 'Detecting Changes in the Dependence Structure Between Two Time Series' (AMS Sectional Meeting, East Lansing, USA)
  • 27.02.2015 (invited talk & Lehrprobe): 'Symbole und Indizes stochastischer Prozesse und ihre Anwendungen / Gesetz vom iterierten Logarithmus' (Marburg)
  • 19.02.2015 (invited talk): 'On the Spectrum of Applications of the Probabilistic Symbol' (Aarhus, Denmark)
  • 11.02.2015 Vortrag im Rahmen der Habilitation: 'Ordinale Muster, Entropie und dynamische Systeme' (TU Dortmund)

2014:

  • 12.09.2014 (talk): 'Limit Theorems for Ordinal Pattern Dependence and Their Application to Medical/Biological Data' (DynStoch-Meeting, Warwick, UK)
  • 03.09.2014 (invited talk & Lehrprobe): 'Kenngrößen stochastischer Prozesse und ihre Anwendungen / Gesetze der großen Zahlen' (Siegen)
  • 14.07.2014 (invited talk): 'Non-linear Leverage Effects' (Statistisches Kolloquium, Düsseldorf)
  • 07.07.2014 Vorstellung der Habilitation (Math. Kolloquium, TU Dortmund)
  • 03.07.2014 (talk): 'A Unified Approach to Analyze Levy-Type Processes' (Vilnius Conference, Lithuania)
  • 25.06.2014 (invited talk & Lehrprobe): 'Kenngrößen stochastischer Prozesse und ihre Anwendungen / Satz von Bayes' (Hamburg)
  • 24.06.2014 (invited talk): 'An Ordinal Pattern Approach to Analyze Dependence Structures Between Real World Time Series' (Lübeck) 
  • 22.05.2014 (invited talk): 'Ein kanonischer Weg um homogene Diffusionen zu untersuchen' (Augsburg)
  • 29.04.2014 (invited talk & Lehrprobe): 'Symbole und Indizes stochastischer Prozesse und ihre Anwendung in der Analyse von Pfad- und Verteilungseigenschaften / Martingale' (Trier)
  • 02.04.2014 (invited talk): 'A Canonical Way to Derive Properties of Lévy-Type Processes' (Oslo, Norway) 
  • 21.03.2014 (invited talk): 'The Symbol: A Swiss Army Knife in Analyzing Stochastic Processes' (TU Wroclaw, Poland)
  • 06.03.2014 (talk): 'An Overview on the Spectrum of Applications of the Probabilistic Symbol' (Stochastik Tage 2014, Ulm)
  • 06.02.2014 (invited talk): 'A Criterion for Invariant Measures of Itô Processes Based on the Symbol' (Jumps 2014, Dresden)

Guest talks in our Oberseminar:

  • 07.07.2016 Victoria Knopova (Kiew): Parametrix construction of some Lévy-type processes and applications.
  • 27.05.2016 Paul Krühner (Wien): On the Brownian order book model.
  • 27.05.2016 Julia Eisenberg (Wien): The challenge of a negative interest rate in non-life insurance (eingeladen von A. Müller).
  • 17.12.2015 Karsten Keller (Lübeck): Komplexität zeitabhängiger Systeme: Dynamik aus stochastischer Sicht.