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Where are the nuggets ?Wolfgang Karl Härdle

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future research

energy & real estate

time varying stat

brain and behavior

dynamic curves

demography

social networks

default intensities

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Energy & real estate

Electricity demand

Real estate

t = monthly temperaturex1, x2, = linear effectx3- x13 = mont dummy

t = monthly temperaturex1, x2, = linear effectx3- x13 = mont dummy

This needs to be done

1. for different cities, locations

2. for different tail curvesHae Rit Son (2012) is not sufficient here

This needs to be done

1. for different cities, locations

2. for different tail curvesHae Rit Son (2012) is not sufficient here

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time varying stat

time varying Lasso

SIMs in high dim

The parameter \lambda varies with time it corresponds to the relative size of nonzero to zero coefficients

The parameter \lambda varies with time it corresponds to the relative size of nonzero to zero coefficients

SIM = single Index Models,they can be penalized as well in a Lasso or SCAD context.

Applications to CoVar

SIM = single Index Models,they can be penalized as well in a Lasso or SCAD context.

Applications to CoVar

Zur Anzeige wird der QuickTime™ Dekompressor „AVC Coding“

benötigt.

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Brain and behavior

RPID tasks

behavior location

activity identification

cross sections

Zur Anzeige wird der QuickTime™ Dekompressor „AVC Coding“

benötigt.

cross section of probands

recording of actions

FPCA

cross section of probands

recording of actions

FPCA

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Dynamic Curves

implied corr smile

RC < MFIC

Zur Anzeige wird der QuickTime™ Dekompressor „H.264“

benötigt.

realized correlation RHO_t

Model free Implied CorrMFIX RHO_WIGGLE_t

realized correlation RHO_t

Model free Implied CorrMFIX RHO_WIGGLE_t

Sell RV of Basketbuy RV of constituentsSell RV of Basketbuy RV of constituents

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Demographygrowth and population

adaptivity

bootstrap

China

Asia

many stat questionssignificance

trend?

economic model

many stat questionssignificance

trend?

economic model

Figure 2 presents the scatterplot of initial size of each age group against its change in theperiod 1960-1990, together with a regression line. The negative slope of all estimated linesimplies convergence within each age group across EU-15 countries. Those countries thatstarted with low proportions of a given age group tended to increase the size of that group,while the opposite is true for countries that started with a high proportion, thus leading to ahomogeneisation of the demographic structure across European nations.

Figure 2 presents the scatterplot of initial size of each age group against its change in theperiod 1960-1990, together with a regression line. The negative slope of all estimated linesimplies convergence within each age group across EU-15 countries. Those countries thatstarted with low proportions of a given age group tended to increase the size of that group,while the opposite is true for countries that started with a high proportion, thus leading to ahomogeneisation of the demographic structure across European nations.

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default intensitiesHow many firms belly up?

RMI Cooperation

adaptive techniques

data bases

Lehmann Brothers Default ProbaLehmann Brothers Default Proba

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Social NetworksQuantlet topography

Which code helps me?

visualisation

minimal spanning tree

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Goldrush