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Programme


Friday, 17th April

  • (12:15 - 14:30 - Warwick Minibus Group, meet Stats Common Room 12:00 at latest)
  • 14:30 - 15:00 - Arrive (Room check-in available from 1400)
  • 15:00 - 16:00 - Talk 1 - Idris Eckley (Lancaster) - “Locally stationary time series methods: making sense of sensor data” Short Course Talk 1
  • 16:00 - 17:00 - Afternoon Tea
  • 17:00 - 18:00 - Talk 2 - Philip Protter (Columbia) - “Liquidity theory and high frequency trading” Short Course Talk 1
  • 18:00 - 19:00 - Poster Session
  • 19:00 - 20:15 - Dinner
  • 20:15 - 21:15 - Talk 3 - Ioannis Kosmidis (UCL) - “Bias in parametric estimation: reduction and useful side-effects”
  • 21:15 - Finish (/ Poster Discussion / Bar!)

Saturday, 18th April

  • 08:00 - 09:00 - Breakfast
  • 09:00 - 10:00 - Talk 4 - Philip Protter (Columbia) - “Liquidity theory and high frequency trading” Short Course Talk 2
  • 10:00 - 11:00 - Talk 5 - Idris Eckley (Lancaster) - “Locally stationary time series methods: making sense of sensor data” Short Course Talk 2
  • 11:00 - 11:30 - Morning Coffee
  • 11:30 - 12:30 - Tutorial - Option to attend either {Idris Eckley (Lancaster) & Tim Park (Lancaster / Shell UK)} or Philip Protter (Columbia) tutorial
  • 12:30 - 13:30 - Lunch
  • 13:30 - 16:00 - Free afternoon
  • (13:00 - 16:45 - Optional (Free) Powis Castle & Garden Trip, departure from lunch hall)
  • 16:00 - 17:00 - Afternoon Tea
  • 17:00 - 18:00 - Talk 6 - Kim Kenobi (Aberystwyth) - “Characterising differences in root system architecture of low versus high nitrogen uptake efficiency wheat plants”
  • 18:00 - 19:00 - Talk 7 - Maggie Chen (Swansea) - “Flash Crashes, Jumps and Running Jumps: A New Method of Jump Detection”
  • 19:00 - 20:15 - Dinner
  • 20:15 - 21:15 - Talk 8 - Gareth Peters (UCL) - “Asymptotic Approximations and Monte Carlo Approximations for Risk and Insurance”
  • 21:15 - Finish (/ Bar!)

Sunday, 19th April

  • 08:00 - 09:00 - Breakfast
  • 09:00 - 10:00 - Talk 9 - Philip Protter (Columbia) - “Liquidity theory and high frequency trading” Short Course Talk 3
  • 10:00 - 11:00 - Talk 10 - Idris Eckley (Lancaster) - “Locally stationary time series methods: making sense of sensor data” Short Course Talk 3
  • 11:00 - 11:20 - Morning Coffee
  • 11.20 - 11.30 - Group Photo
  • 11:30 - 12:30 - Talk 11 - Paul Jenkins (Warwick) - “Statistical and computational challenges from genomic data”
  • 12:30 - 13:30 - Lunch
  • 13:30 - Depart
  • (13:30 - 15:45 - Warwick Minibus Group, departure from lunch hall immediately after lunch)