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Talks / Participation in Conferences


Contributions to Conferences and Colloquia etc. (selection):

 2024:

  • 21.-25.04.2024 (research visit): Manuel Ruiz Marin (Cartagena and Murcia, Spain)
  • 14.03.2024 (invited talk): 'Multivariate Motion Patterns and Applications to Rainfall Radar Data' (SMSA, Delft, The Netherlands)
  • 28.02.2024 (organization): 'Literarische Soiree zu Krisen/Konflikte/Katastrophen' (Rom-Seminar 2024, Rome, Italy)

2023:

  • 23.11.2023 (invited talk): 'From Markov Processes to Semimartingales' (StART-Workshop, TU Dresden)
  • 16.11.2023 (contributed talk): 'A Comparison of Different Representations of Ordinal Patterns and Their Usability in Data Analysis' (ICECET, Cape Town, South Africa)
  • 27.09.2023 (invited seminar talk): 'How semimartingale theory was inspired by the analysis of Markov processes' (Probability Seminar, MSU, Michigan, USA)
  • 26.06.-30.06. ICSAA, Edinburgh, Scotland.  
  • 27.03.2023 (opening talk): 'Generalized Ordinal Patterns: Definition, Limit Theorems and Applications' (DynStoch 2023, Imperial College, London, UK)
  • 09.03.2023 (contributed talk): 'Generalized Ordinal Patterns Allowing for Ties and Their Applications in Hydrology' (GPSD 2023, Essen)
  • 18.01.2023 (invited seminar talk): 'Das Ziegenproblem aus 7 Perspektiven' (Rom-Seminar, Siegen)

 

2022:

  • 30.06.2022 (contributed talk): 'An Ordinal Procedure to Detect Change Points in the Dependence Structure Between Non-stationary Time Series' (ITISE 2022, Gran Canaria)
  • 03.03.2022 (invited talk): 'Ordinal Patterns and Ordinal Pattern Dependence from a Statistical Point-of-View' (Orpatt 2022, Dresden)

2020/2021 (Corona):

  • Organization of Section Stochastic Processes: Theory and Statistics at GPSD (cancelled in 2020 / virtual in 2021) 
  • 01.12.2021 (invited talk): 'An Overview on Applications of Ordinal Patterns and Ordinal Pattern Dependence' (Damut seminar, Univ. Twente, The Netherlands)

2019:

  • 14.12.2019 (invited talk): 'Detecting Change-Points in Time Series via Ordinal Patterns' (CMStatistics 2019, London, UK)
  • 23.08.2019 (poster): 'Space-Dependent Ordinal Pattern Probabilities in Time Series' (ISI World Congress, Kuala Lumpur, Malaysia)
  • 09.07.2019 (contributed talk): 'On Markov Processes with Killing and Semimartingales with 4 Characteristics' (SPA 2019, Chicago, USA)
  • 27.06.2019 (invited talk): 'Ordinal Patterns in Clusters of Extremes of Regularly Varying Time Series' (Magdeburg)
  • 13.06.2019 (contributed talk): 'On a missing Charactersitic in the Theory of Semimartingales' (DynStoch meeting, TU Delft, Netherlands)
  • 20.05.2019 (invited talk): 'Ordinal Patterns in Clusters of Extremes of Regularly Varying Time Series' (Lübeck)
  • 01.05.2019 (invited talk): 'On a missing Charactersitic in the Theory of Semimartingales' (Liverpool, UK)
  • 04.04.2019 (invited talk): 'Ordinal Patterns in Clusters of Extremes of Regularly Varying Time Series' (MSU, East Lansing, USA)
  • 07.03.2019 (invited talk): 'The fourth characteristic of a semimartingale' (SMSA 2019, Dresden)

 

2018:

  • 16.12.2018 (invited talk): 'Ordinal Patterns in Clusters of Extremes of Regularly Varying Time Series' (CMStatistics 2018, Pisa; Italy)
  • 21.08.2018 (contributed talk): 'The fourth characteristic of a semimartingale' (SAFIM, Accra, Ghana)
  • 05.07.2018 (contributed talk): 'The fourth characteristic of a semimartingale' (12th int. Vilnius Conf., Lithuania)
  • 12.06.2018 (organized session): 'Levy-type processes in theory and applications' (SPA, Gothenburg, Sweden)
  • 01.03.2018 (contributed talk): 'The fourth characteristic of a semimartingale' (Stochastik-Tage, Freiburg)
  • 15.02.2018 (invited talk): 'On the missing semimartingale characteristic'. (MSU, East Lansing, USA)

 2017:

  • 17.12.2017 (invited talk): 'Detecting structural breaks via ordinal pattern probabilities: the short- and the long-range dependent framework'. (CFE-CMStatistics 2017, London, UK)
  • 29.09.2017 (talk): 'Die vierte Charakteristik eines Semimartingals' (2.Workshop Stochastik und Analysis; Düsseldorf - Siegen, Düsseldorf)
  • 17.07.2017 (contributed paper session): 'Ordinal Pattern Dependence in Contrast to other Concepts of Dependence' (ISI 2017, Marrakech, Morocco).
  • 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): 25th DynStoch Workshop, 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)
  • 18.-20.05.2016 (poster): 'An Intuitive Measure of Dependence Between non-Stationary Hydrological Time-Series' (7th Int. Water Resources Management Conf. of ICWRY, Bochum)
  • 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)

 

earlier:

  • 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)
  • 27.05.2015 (talk): 'Detecting Structural Breaks via Ordinal Pattern Dependence' (DynStoch-Meeting, Lund, Sweden)
  • 15.03.2015 (invited talk): 'Detecting Changes in the Dependence Structure Between Two Time Series' (AMS Sectional Meeting, East Lansing, USA)
  • 19.02.2015 (invited talk): 'On the Spectrum of Applications of the Probabilistic Symbol' (Aarhus, Denmark)
  • 12.09.2014 (talk): 'Limit Theorems for Ordinal Pattern Dependence and Their Application to Medical/Biological Data' (DynStoch-Meeting, Warwick, UK)
  • 03.07.2014 (talk): 'A Unified Approach to Analyze Levy-Type Processes' (Vilnius Conference, Lithuania)
  • 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)

Guest talks in our Oberseminar:

  • 19.06.2018 Jian Wang (Fujian, China): A Uniform Approach to Couplings of SDEs with Levy Noises and its Application.
  • 29.05.2018 Tomasz Luks (Paderborn): Multiple Points of Operator Stable Levy Processes.
  • 08.05.2018 Ines Münker (Siegen): Long-Range Dependence.
  • 24.04.2018 Kevin Musielak (Siegen): Was ist eigentlich das Symbol? Und was ist daran interessant?
  • 17.04.2018 Alexander Dürre (Dortmund): Robust Change-Point Tests Using Bounded Transformations.
  • 07.07.2016 Victoria Knopova (Kiev, Ukraine): 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.
 
 
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