HiTEc: Repository

Journal paper (2025)

Sipila, M., Cappello, C., De Iaco, S., Nordhausen, K., Taskinen, S. (2025): Modelling Multivariate Spatio-Temporal Data with Identifiable Variational Autoencoders. Neural Networks, 181, 106774. Link Database Link

Journal paper (2024)

Alam, Md Samsul; Amendola, Alessandra; Candila, Vincenzo; Jabarabadi, Shahram Dehghan. Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach. Link Database Link
Alessandra Amendola, Doubly multiplicative error models with long- and short-run components SOCIO-ECONOMIC PLANNING SCIENCES. Vol. 91. Pag.1-15 ISSN:0038-0121. Link Database Link
Michalis Panayides and Andreas Artemiou (2024) “Least Squares Minimum Class Variance Support Vector Machines”, Computers, 13 (2), 34 Link Database Link
Baran, Á, Baran, S., Parametric model for post-processing visibility ensemble forecasts. Adv. Stat. Climatol. Meteorol. Oceanogr. 10 (2024), no. 2, 105–122. Link Database Link
Baran, Á, Baran, S., A two-step machine learning approach to statistical post-processing of weather forecasts for power generation. Q. J. R. Meteorol. Soc. 150 (2024), no. 759, 1029–1047. Link Database Link
Vladimir Batagelj, Weighted degrees and truncated derived bibliographic networks. arXiv:2401.04726 Link
Vladimir Batagelj, On weighted two-mode network projections. Scientometrics. Link
Vladimir Batagelj, Weighted degrees and truncated derived bibliographic networks. Scientometrics. Link
Vladimir Batagelj, Cores in multiway networks. Soc. Netw. Anal. Min. 14, 122. Link Database Link
Verde, R, Batagelj, V, Brito, P, Silva, APD, Korenjak-Cerne, S, Dobsa, J, Diday, E: New Skills in Symbolic Data Analysis for Official Statistics. Statistical Journal of the IAOS, vol. 40, no. 3, pp. 563-579. Link
Cem Cakmakli, Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model, (with Yasin Simsek), Journal of Econometrics. Link Database Link
Gonzalez–Rodriguez, Gil, Colubi, Ana, Gonzalez–Manteiga, Wenceslao, Febrero–Bande, Manuel, 2024. " consistent test of equality of distributions for Hilbert-valued random elements, Journal of Multivariate Analysis, Elsevier, vol. 202(C). Link Database Link
Cuparic, Marija, and Bojana Milosevic. To impute or to adapt? Model specification tests’ perspective. Statistical Papers 65.2 (2024): 1021-1039. Link
Cuparic, Marija, and Bojana Milosevic. IPCW approach for testing independence. Journal of Nonparametric Statistics 36.1 (2024): 118-145. Link Database Link
Petros Dellaportas, Bayesian tensor factorisations for time series of counts. Mach Learn 113, 3731–3750 (2024) Link Database Link
Petros Dellaportas, Reservoir computing for macroeconomic forecasting with mixed-frequency data. International Journal of Forecasting Link Database Link
Bombelli, I., Manipur, I., Guarracino, M.R., Ferraro, M.B. (2024). Representing ensembles of networks for fuzzy cluster analysis: a case study. Data Mining and Knowledge Discovery. Link Database Link
Maria Brigida Ferraro, Fuzzy k-Means: history and applications, Econometrics and Statistics, Volume 30, 2024,Pages 110-123, ISSN 2452-3062, https://doi.org/10.1016/j.ecosta.2021.11.008 Link Database Link
Ivette Gomes, Details on the PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements are provided. Link
Ivette Gomes, Extreme Value Index Estimation for Pareto-Type Tails under Random Censorship and via Generalised Means is provide, jointly with application to survival data (joint work with L. Henriques-Rodrigues, M. Neves and H. Penalva). Link Database Link
Marc Hallin, Inferential theory for Generalized Dynamic Factor Models. Journal of Econometrics, special issue in honor of Jianqing Fan’s 60th anniversary (coauthors: Matteo Barigozzi, Matteo Luciani, and Paolo Zaffaroni). Link Database Link
Marc Hallin, Nonparametric measure-transportation-based methods for directional data, Journal of the Royal Statistical Society Series B (coauthors: Hang Liu and Thomas Verdebout). Link Database Link
Štefelová, N., Palarea-Albaladejo, J., Hron, K., Gába, A., Dygrýn, J. Compositional PLS biplot based on pivoting balances: an application to explore the association between 24-hour movement behaviours and adiposity. Computational Statistics, 39, 835-863. Link
Pavlu, I., Machalová, J., Tolosana-Delgado, R., Hron, K., Bachmann, K. van den Boogaart, K.G. (2024) Principal Component Analysis for Distributions Observed by Samples in Bayes Spaces. Mathematical Geosciences. Link Database Link
Claudia Kirch, Data segmentation for time series based on a general moving sum approach (with K. Reckruehm). Ann. Inst. Stat. Math., 76:393–421, 2024. Database Link
Claudia Kirch, Symmetrisation of a class of two-sample tests by mutually considering depth ranks including functional spaces (with F. Gnettner, A. Nieto-Reyes). Electron. J. Statist., 18 (2), 3021--3106, 2024. Link
Claudia Kirch, Data segmentation algorithms: Univariate mean change and beyond (with H. Cho). Eco.Stat, 30:76-95, 2024. Database Link
Bojana Milosevic, On the estimation of fuzzy stress–strength reliability parameter. Journal of Computational and Applied Mathematics. Link
Bojana Milosevic, A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance. Annals of the Institute of Statistical Mathematics. Link Database Link
Bojana Milosevic, Goodness–of–fit tests based on the min–characteristic function. Computational Statistics & Data Analysis. Link Database Link
Bojana Milosevic, Bucalo Jelic, D., & Miloševic, B. (2024). Testing independence: count data case. Journal of Statistical Computation and Simulation, 1-25. Link Database Link
Bojana Milosevic, Change-point analysis for matrix data: the empirical Hankel transform approach, Statistical Papers (2024), Ž. Luki?, B. Miloševi? Link
Aleksic, D. G., Milosevic, B. (2024). To impute or not? Testing multivariate normality on incomplete dataset: revisiting the BHEP test. Journal of Applied Statistics, 1-18. https://www.tandfonline.com/doi/abs/10.1080/02664763.2024.2438798 Link
Cappello, C., Piccolotto, N., Muehlmann, C., Boegl, M., Filzmoser, P., Miksch, S. and Nordhausen, K. (2024): Visual Interactive Parameter Selection for Temporal Blind Source Separation. Journal of Data Science, Statistics, and Visualisation, 4. 1-36. Link Database Link
Sipila, M., Nordhausen, K. and Taskinen, S. (2024): Nonlinear Blind Source Separation Exploiting Spatial Nonstationarity. Information Sciences, 665, 120365. Link Database Link
Sipila, M., Muehlmann, C., Nordhausen, K. and Taskinen, S. (2024): Robust Second-Order Stationary Spatial Blind Source Separation Using Generalized Sign Matrices. Spatial Statistics, 59, 100803. Link Database Link
Alfons, A., Archimbaud, A., Nordhausen, K. and Ruiz-Gazen, A.: Tandem Clustering with Invariant Coordinate Selection. Accepted for publication in Econometrics and Statistics. Link Database Link
Ristolainen, K., Roukka, T., Nyberg, H. (2024) A thousand words tell more than just numbers: Financial crises and historical headlines. Journal of Financial Stability. Link Database Link
Almasa Odzak, Measuring Conceptual Knowledge Of Basic Algebraic Concepts. The Teaching Of Mathematics 2024, Vol. XXVII, No. 1, pp. 33–51 Link Database Link
Almasa Odzak, Radiation protection and estimate of commercial aircrew effective doses in Bosnia and Herzegovina. Radiation Protection Dosimetry, Volume 199, Issue 19, November 2023, Pages 2303–2310 Link Database Link
Bax, K., Bonaccolto, G. and Paterlini,S., (2024), Spillover in Europe: The role of ESG, Journal of Financial Stability. Link Database Link
Ferrari, D., Paterlini, S., Rigamonti, A. et al. Smoothed semicovariance estimation for portfolio selection. Ann Oper Res (2024). https://doi.org/10.1007/s10479-024-06043-z Link Database Link
Anderloni, L., Petukhina, A., & Tanda, A. (2024). Digital lending and peer-to-peer lending: Exploring the motivations and expectations of business borrowers. Journal of Small Business Management. (Forthcoming).
Leopold Soegner, Inflation Forecasting in Turbulent Times, with Martin Ertl, Ines Fortin, Jaroslava Hlouskova, Sebastian P. Koch, and Robert M. Kunst; Empirica 2024. Link Database Link
Leopold Soegner, Extending the Demand System Approach to Asset Pricing, with T. Gehrig and A. Westerkamp. Forthcoming in Financial Markets and Portfolio Management. Link
Leopold Soegner, Introduction to the Special Issue "High-Dimensional Time Series in Macroeconomics and Finance", with B.M. Potscher and Martin Wagner, Econometrics, Vol.12,1, 2024. Link
Andrej Srakar’s contribution to the Discussion of ‘Root and community inference on the latent growth process of a network’ by Crane and Xu. Journal of the Royal Statistical Society Series B: Statistical Methodology, Volume 86, Issue 4, September 2024, Pages 870–871. Link
Andrej Srakar, Contributed Discussion to the Defining a Credible Interval Is Not Always Possible with “Point-Null” Priors: A Lesser-Known Correlate of the Jeffreys-Lindley Paradox by Campbell and Gustafson. Bayesian Anal. Link
Victor Bystrov , Viktoriia Naboka-Krell, Anna Staszewska-Bystrova and Peter Winker (2024): Choosing the Number of Topics in LDA Models – A Monte Carlo Comparison of Selection Criteria, Journal of Machine Learning Research, 25, 1-30 Link
Victor Bystrov , Viktoriia Naboka-Krell, Anna Staszewska-Bystrova and Peter Winker (2024): Comparing Links between Topic Trends and Economic Indicators in the German and Polish Academic Literature, Comparative Economic Research. Central and Eastern Europe, 27, 7-28. Link
Genaro Sucarrat, Modeling Nonstationary Financial Volatility with the R Package tvgarch. Journal of Statistical Software, 108(9), 1–38. Link Database Link
S. Campos-Martins and G. Sucarrat (2024) Modelling Nonstationary Financial Volatility with the R Package tvgarch. Journal of Statistical Software 108, Issue 9, pp. 1-38. DOI: https://doi.org/10.18637/jss.v108.i09 Link Database Link
Villani, M., Quiroz, M., Kohn, R. and Salomone, R. (2023) Spectral Subsampling MCMC for Stationary Multivariate Time Series with Applications to Vector ARTFIMA Processes, Econometrics & Statistics - Part B Statistics. Link
Wegmann, Lundquist, Eklund and Mattias Villani (2024). Bayesian Modeling of Effective and Functional Brain Connectivity using Hierarchical Vector Autoregressions, Journal of the Royal Statistical Society, Series C. Link Database Link
Weining Wang, Improved estimation of dynamic models of conditional means and variances. Journal of Time Series Analysis. Link Database Link
Weining Wang, l2- inference for change points in high-dimensional time series via a Two-Way MOSUM. Annals of Statistics. Link
Nesrstová, V., Wilms, I., Hron, K., & Filzmoser, P. (2024). Identifying Important Pairwise Logratios in Compositional Data with Sparse Principal Component Analysis. Mathematical Geosciences. Link Database Link
Victor Bystrov, Viktoriia Naboka-Krell, Anna Staszewska-Bystrova, Peter Winker (2024): Choosing the Number of Topics in LDA Models - A Monte Carlo Comparison of Selection Criteria, Journal of Machine Learning Research, 25 (79), 1-30. Link
Victor Bystrov, Viktoriia Naboka-Krell, Anna Staszewska-Bystrova, Peter Winker (2024): Comparing Links between Topic Trends and Economic Indicators in the German and Polish Academic Literature. Comparative Economic Research. Central and Eastern Europe, 27, 7–28. Link
Ablina Latifi, Viktoriia Naboka-Krell, Peter Tillmann, and Peter Winker (2024): Fiscal Policy in the Bundestag: Textual Analysis and Macroeconomic Effects. European Economic Review, 168, 104827. Link

Contribution in book (2024)

E.G.Bongiorno, K.L.Chan, A.Goia. Confidence Interval for the complexity index of functional data. In "Methodological and Applied Statistics and Demography" Link
E.G.Bongiorno, K.L.Chan, A.Goia. Studying a mixture of functional data having different complexity. In Methodological and Applied Statistics and Demography Link
Chopin, J.; Fasquel, J.; Mouchere, H.; Dahyot, R.; and Bloch, I. (2024) Reinforcement Learning and Sequential QAP-Based Graph Matching for Semantic Segmentation of Images. pages 259–294. World Scientific. Link
Elena Fernandez Iglesias, Gonzalez-Rodriguez, G.; Vazquez-Tarrio, D.; Fernandez-Iglesias, E.; Fernandez-Garcia, M.; Incera, L.; Menendez-Duarte, R.; Pulgar, J.A.; Gonzalez, J.M.; Pedreira, D. (2024). Seismic record during one year in the Nalon river (Asturias): river flow, sediment transport, wind and anthropogenic activity. Geotemas: XI Congreso Geologico de España, 853 p. ISSN: 1576-5172. Link
Di Perna, V., Ferraro, M.B. (2024). Fuzzy Clustering Implementations for Big Data in R. In: Ansari, J., et al. Combining, Modelling and Analyzing Imprecision, Randomness and Dependence. SMPS 2024. Advances in Intelligent Systems and Computing, vol 1458. Springer. Link
Marc Hallin, Dynamic Factor Models: a Genealogy, Proceedings of the 7th International Econometric Conference of Vietnam, Springer, (coauthor: Matteo Barigozzi). Link
Marc Hallin, Multivariate quantiles: geometric and measure-transportation-based contours, Proceedings of the 17th International Conference of the Econometrics Society of Thailand, Springer, (coauthor: Dimitri Konen). Link
Louisa Kontoghiorghes and Ana Colubi. Data Augmentation with ChatGPT for Assessing Subject Alignment In: Ansari, J., et al. Combining, Modelling and Analyzing Imprecision, Randomness and Dependence. SMPS 2024. Advances in Intelligent Systems and Computing, vol 1458. Springer, Cham. Link
Almasa Odzak, Variants of the Li-Type Criteria for the Generalized Riemann Hypothesis. In: Abdellatif, R., Karemaker, V., Smajlovic, L. (eds) Women in Numbers Europe IV. Association for Women in Mathematics Series, vol 32. Springer, Cham. Link
Almasa Odzak, Design, Manufacturing and Quality Assessment of 3D-Printed Anthropomorphic Breast Phantom for Mammography. In: Badnjevic, A., Gurbeta Pokvic, L. (eds) MEDICON’23 and CMBEBIH’23. MEDICON CMBEBIH 2023 2023. IFMBE Proceedings, vol 93. Springer, Cham. Link
Alessandro Fulci, Sandra Paterlini, Emanuele Taufer. The Sparsity-Constrained Graphical Lasso. In Corazza, M., Gannon, F., Legros, F., Pizzi, C., Touze, V. Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF2024, Cham, CH: Springer, 2024, p. 172-178. Link
Grana-Colubi, J., Gonzalez-Rodriguez, G., Ramos-Guajardo, A.B. On a linear regression model for star-shaped set-valued random elements. In: Combining, Modelling and Analyzing Imprecision, Randomness and Dependence. Advances in Intelligent Systems and Computing, vol. 1458 Link
Bonello, S., Suda, D. and Borg Inguanez M. (2024). A Bayesian Approach to Measuring Risk on Portfolios with Many Assets. Data Analysis and Related Applications 3: Theory and Practice - New Approaches, 131-145. ISTE Wiley. Link
Mimi Zhang, Learning Mixtures of Gaussian Processes through Random Projection. Proceedings of the 41st International Conference on Machine Learning. Link Database Link

Conference presentation (2024)

Ieva Dunduliene, Robertas Alzbutas. Machine Learning and Uncertainty Analysis for Remaining Value Estimation. HiTEC & CoDES2024 Conference, March, 23-24, 2024, Limassol, Cyprus. Link Database Link
Robertas Alzbutas, Tomas Iešmantas, Jewel Sengupta. Enhancing Subarachnoid Hemorrhage Monitoring with AI and Uncertainty Analysis. COMPSTAT2024 Conference, August, 27-30, 2024, Giessen, Germany. Link
Tomas Iešmantas, Robertas Alzbutas. Bayesian learning lithium-ion open circuit voltage curve via state-space model. COMPSTAT2024 Conference, August, 27-30, 2024, Giessen, Germany. Link
Alessandra Amendola - Examining the influence of ESG rates on the composition of the global minimum variance portfolio. HiTECCoDES2024. Link
Alessandra Amendola - Political cohesion and economic growth. The case of GDP for Italy. HiTECCoDES2024. Link
Sandor Baran, Machine learning-based parametric post-processing of solar irradiance ensemble forecasts. EGU General Assembly 2024, Vienna, Austria, April 14–19, 2024. Link
Vladimir Batagelj, Weighted degrees and truncated derived networks. HiTEc & CoDES 2024, CUT, Limassol, Cyprus, March 23-24, 2024. Link
Batagelj, V., Pisanski, J., Pisanski, T.: Higher-order bibliographic services based on bibliographic networks. IS2024-SIKDD_2024, Ljubljana, October 7 2024. Link
Vladimir Batagelj: Truncated two-mode network projections. INSNA Sunbelt 2024, Edinburgh, UK, June 24-30, 2024. Link
Anuška Ferligoj, Vladimir Batagelj, Oštro Center. Prior connections among current political office holders in Slovenia. INSNA Sunbelt 2024, Edinburgh, UK, June 24-30, 2024. Link Database Link
Vladimir Batagelj, Anuaka Ferligoj, Ostro Center: Network analysis approach to the analysis of event sequences. IFCS 2024, San Jose, Costa Rica, July 15-19 2024. Link
Vladimir Batagelj, Clustering in multiway networks. COMPSTAT 2024, 27-30 August 2024, Giessen. Link
Vladimir Batagelj, Longitudinal approach to the analysis of temporal networks based on temporal quantities. Workshop: Innovation in dynamic network modeling, September 11-13, 2024, Universita della Svizzera Italiana, Lugano. Link
Anuska Ferligoj, Vladimir Batagelj, Marjan Cugmas, Franc Mali: Analysis of the temporal sequence of co-authorship networks between European countries in the years 1990-2023 from OpenAlex. Workshop: Innovation in dynamic network modeling, September 11-13, 2024, Universita della Svizzera Italiana, Lugano. Link
Vladimir Batagelj, OpenAlex2Pajek – an R-library for creating bibliometric networks. 20th International Conference Applied Statistics 2024, 23–25. September 2024. Koper/Capodistria, Slovenia. Link
Batagelj, V., Pisanski, J., Pisanski, T.: Higher-order bibliographic services based on bibliographic networks. IS2024-SIKDD_2024, Ljubljana, October 7 2024. Link
Enea Bongiorno, Analysing the complexity of functional data (Invited Talk). 11/09/2024, Madrid, Spain. II Joint Workshop on Functional Data Analysis and Nonparametric Statistics. Link
Marija Cuparic, On independence testing: a randomly censored data perspective. Statistical Modeling with Applications 2024, September 24-25, 2024; Belgrade, Serbia. Link
Marija Cuparic, Goodness-of-Fit Testing in Survival Analysis: Imputation vs Adaptation for Censored Data. International Day for Women in Statistics and Data Science (IDWSDS). Link
Marija Cuparic, Testing independence in the presence of data missing completely at random. The Spring HiTEc meeting and the Complex Data in Econometrics and Statistics Workshop, 2024. Link
M. Demosthenous, C. Gatu, E. J. Kontoghiorghes (2024) Computational strategies for regression model selection in the high-dimensional case. 7th International Conference on Econometrics and Statistics (EcoSta 2024), Beijing Normal University, Beijing, China, 17-19, July 2024 Link
M. Demosthenous, C. Gatu, E. J. Kontoghiorghes (2024) Computational strategies for regression model selection in the high-dimensional case. 26th International Conference on Computational Statistics (COMPSTAT 2024), 27-30 August 2024, Justus-Liebig-University Giessen, Germany Link
M. Demosthenous, C. Gatu, E. J. Kontoghiorghes (2024) Computational strategies for regression model selection in the high-dimensional case. HiTEc meetings, 28-39 September 2024, Athens, Greece
Remaining value estimation of smartphones applying machine learning, Ieva Dunduliene, Robertas Alzbutas. Applied system and innovation: 2024 10th international conference on applied system innovation (ICASI), 17-21 April 2024, Kyoto, Japan. Piscataway, NJ : IEEE, 2024. p. 1-2. Link
Dunduliene, Ieva, and Alzbutas, Robertas. Machine learning and uncertainty analysis for remaining value estimation. HiTEc Meeting & Workshop on Complex Data in Econometrics and Statistics (HiTEc & CoDES 2024), Cyprus University of Technology, Limassol, Cyprus, 23-24 March 2024: Programme and Abstracts, 2024, p. 13. Link
C. Eleftheriou; D. Koursaros (2024); Crypto Networks; HiTEc meetings, 28-29 September 2024, Athens, Greece
Elena Fernandez Iglesias, Gonzalez-Rodriguez, G.; Vazquez-Tarrio, D.; Fernandez-Iglesias, E.; Incera Sanudo, L. (2024). Estimating the grain size distribution in gravel-bed rivers from 3D geometrical models. Sorting Workshop, 10-13 June, Grenoble, France. Link
Elena Fernandez Iglesias, Gonzalez-Rodriguez, G.; Vazquez-Tarrio, D.; Fernandez-Iglesias, E.; Fernandez-García, M.; Incera, L.; Menendez-Duarte, R.; Pulgar, J.A.; Gonzalez, J.M.; Pedreira, D. (2024). Seismic record during one year in the Nalón river (Asturias): river flow, sediment transport, wind and anthropogenic activity. XI Spanish Geological Conference. 1-5 July 2024. Avila, Spain. Link
Ferraro, Maria Brigida (2024). Fuzzy clustering: from numerical to complex data. HiTEc & CoDES 2024 Cyprus University of Technology, Limassol, Cyprus, March 23-24, 2024 Link
Maria Brigida Ferraro, Marco Forti, Paolo Giordani, FKML0: A Matlab Routine for Sparse Fuzzy Clustering, IEEE International Conference on Fuzzy Systems, 2024. Link
Combinatorial algorithms for variable selection in regression. Speaker: C. Gatu Co-authors: M. Hofmann, M. Demosthenous, E. Kontoghiorghes Keynote talk, HiTEc meeting and workshop on Complex Data in Econometrics and Statistics (HiTEc & CoDES 2024), 23-24 March 2024, Cyprus University of Technology, Limassol, Cyprus. Link
Combinatorial strategies for greedy regression model selection. C. Gatu, G.-E. Pascaru, P.S. Drumia, E. Kontoghiorghes. 18th International Joint Conference on Computational and Financial Econometrics (CFE) and Computational and Methodological Statistics (CMStatistics), CFE-CMStatistics 2024, King's College London, 14-16 December 2024. Link
Hron, K., Filzmoser, P., Pavlu, I. Robust statistics and outlier detection for relative data (invited talk). Statistische Woche 2024, Regensburg, Germany. Link Database Link
E. Atanassov, A. Karaivanova, Optimization of execution on HEMUS supercomputer, 22 February 2024, 82nd International Scientific Conference of the University of Latvia (hybrid event), Link
Louisa Kontoghiorghes and Ana Colubi. Data augmentation for testing subject alignment with a COST Action. HiTECCoDES2024. Link
Kostalova, Z. - Lyocsa, S. - Stefanik, M. Forecasting online job vacancy attractiveness. Workshop on Complex Data in Econometrics and Statistics: HiTEc & CoDES 2024, 23-24 March 2024, Cyprus University of Technology, Limassol, Cyprus. Link
Matus Maciak, Online instability detection in a nonlinear expectile model: Theoretical and computational aspects. HiTECCoDES2024. Link
Matus Maciak, Changepoints in a nonlinear expectile model: Theoretical and computational issues. CompStat 2024 conference in Giessen (August 27--30, 2024). Link
Kadri Maennasoo, BEC2024, June 27-28 in Tallinn. Kaido Kepp and Kadri Männasoo. “Explaining switching behaviour: Consumer attention and choice in car insurance market” Link
Bojana Milosevic, Scientific Diaspora Days, Understanding Spherical and Hyperspherical Data: From Association Measurement to Variable Selection Link
Bojana Milosevic, On the application of kernel-based independence tests to variable selection problems. COMPSTAT 2024. Link
Bojana Milosevic, Recent directions in statistical tests for randomly censored data (joint work with M. Cuparic), Bernoulli-ims 11th World Congress in Probability and Statistics. Link
Bojana Milosevic, On the application of independence tests to variable selection problems (coauthor Jelena Radojevic). Statistical Modeling with Applications 2024. Link
Bojana Milosevic, Independence testing and variable selection problems: non-Euclidean perspective. International Day of Women in Statistics and Data Science. Link
Bojana Milosevic, Mixture cure models: a goodness-of-fit perspective, B. Miloševi?, M. Cupari? presented at THE 24th CONFERENCE of the ROMANIAN SOCIETY of PROBABILITY and STATISTICS Link
Bojana Milosevic, On the goodness-of-fit tests for censored data with cured fraction, B. Miloševi?, M. Cupari? presented at 36th Panhellenic and 2nd International Statistics Conference, Greece Link
A. Munteanu, S. Omlor (2024). Turnstile $\ell_p$ leverage score sampling with applications. 2nd HiTEc workshop, 23-24 March 2024, Limassol (Cyprus) Link
Kalliopi Mylona, Optimal experimental designs for the industry: Case studies. Limassol HiTEc workshop, 2024. Link
Anna Staszewska-Bystrova, Victor Bystrov, Viktoriia Naboka-Krell, Peter Winker, Analysing the Impact of Removing Infrequent Terms on Topic Quality in LDA Models. HiTEc & CoDES 2024, CUT, Limassol, Cyprus, March 23-24, 2024 Link
Anna Staszewska-Bystrova, Victor Bystrov, Viktoriia Naboka-Krell, Peter Winker, Analysing the Impact of Removing Infrequent Terms on Topic Quality in LDA Models. COMPSTAT 2024, Justus-Liebig-University Giessen, Germany, August 27-30, 2024 Link
K. Nordhausen, U. Radojicic: Order determination in second-order source separation models using data augmentation. 26th International Conference on Computational Statistics (Compstat), 27-30 August 2024, Giessen, Germany. Link
Almasa Odzak, Thermal stress of photovoltaic panels. AIP Conf. Proc. 3063, 020001. Link
Sandra Paterlini, Evaluating the impact of methodological choices on ESG scores. 18th International Joint Conference on Computational and Financial Econometrics (CFE) and Computational and Methodological Statistics (CMStatistics), CFE-CMStatistics 2024, King's College London, 14-16 December 2024, London. Link
Sandra Paterlini, Recent developments in Dependence Modelling with Applications in Finance, Insurance and Pensions. Invited Speaker at DEMO2024, September 16-18, 2024, Ischia, Naples, Italy. Link
Agakishev, I., Kozmik, K., Hardle, W. K., Kopa, M. Petukhina, A. Multivariate Probabilistic Forecasting of Electricity Prices with Trading Applications. The 18th International Conference on Business Excellence: Smart Solutions for a Sustainable Future, 21-23 March 2024, Bucharest, Romania. Link
Agakishev, I., Kozmik, K., Hardle, W. K., Kopa, M. Petukhina, A. Multivariate Probabilistic Forecasting of Electricity Prices with Trading Applications. 33rd European Conference on Operational Research, Technical University of Denmark (DTU), 30 June - 3 July 2024. Link
Alla Petukhina, Day-ahead probability forecasting for redispatch 2.0 measures. 7th International Conference on Econometrics and Statistics (EcoSta 2024), Beijing Normal University, Beijing, China, 17-19, July 2024 Link
Alla Petukhina, Day-ahead probability forecasting for redispatch 2.0 measures. Workshop AI, Digital Assets and the Future of Energy Finance, 16-17 May 2024, Bucharest University of Economic Studies.
Mazzon, G., Petukhina, A. Multivariate Distributional Copula Regression: Probabilistic Forecasting of Electricity Prices. AI4EFin: AI for Energy finance, Workshop, Humboldt-Universität zu Berlin, Berlin, 05-06 September 2024. Link
Alla Petukhina, HiTEc & CoDES 2024, CUT, Limassol, Cyprus, March 23-24, 2024. Day-ahead probability forecasting for redispatch 2.0 measures Link
Ramos-Guajardo, A.B., González-Rodríguez, G. Comparing the expected value of imprecise-valued random elements. Statistical Modeling with Applications, 2024. Link
Claudia Rampichini, Two-step: a new method in the sequential deep clustering approach. Compstat 2024, 27-30 August 2024, Giessen Link
Francesco De Napoli, Eugenio Cangiano, Daria Scacciatelli: “A Hybrid Machine Learning Framework for Tax Revenues Monitoring”. HiTEc & CoDES 2024, Cyprus, 23-24 March 2024. Link
Leopold Soegner, Open-End Monitoring of Structural Breaks in the Cointegration VAR. HiTEc meeting; Workshop on Complex data in Econometrics and Statistics (HiTEc & CoDES 2024), Cyprus University of Technology, Limassol, Cyprus, 23-24 March 2024. Link
Leopold Soegner, Fully Modified Estimation of a Quantile Cointegration Model with a Spatial Lag. 6th Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance, IHS, Vienna, 16-17 May 2024. Link
Leopold Soegner, Fully Modified Estimation of a Quantile Cointegration Model with a Spatial Lag, 26th International Conference on Computational Statistics, University of Giessen, 27-30 August 2024. Link
Andrej Srakar, Spectral CLTs with long memory for causal inference in augmented large language models. HiTEc & CoDES 2024, CUT, Limassol, Cyprus, March 23-24, 2024. Link
Andrej Srakar, Bayesian probabilistic numerical method with product-Whittle-Matern-Yasuda kernel for Rosen’s hedonic regression. Invited seminar, The Research Centre of the School of Economics and Business, in cooperation with the Bank of Slovenia, Wednesday, 20 March 2024. Link
Andrej Srakar, Solution to stochastic Loewner equation with several complex variables using Nevanlinna theory. In: 9th European Congress of Mathematics (ECM), Sevilla 2024, July 15th to 19th : [abstracts]. Sevilla: European Mathematical Society, 2024. Link
Andrej Srakar, Solution to stochastic Loewner equation with several complex variables using Nevanlinna theory. V: Bernoulli-IMS 11th World Congress in Probability and Statistics, August 12-16, 2024, Bochum, Germany : [abstracts]. Bochum: Bernoulli Society and the Institute of Mathematical Statistics (IMS), 2024. Link
Andrej Srakar, Pitman-Yor mixtures for BART: novel nonparametric prior for Bayesian causal inference. In: International Society for Bayesian Analysis (ISBA) world meeting: July 1-7, 2024, San Giobbe Economics Campus, Ca'Foscari University of Venice. Venice: Ca'Foscari University of Venice, 2024. pp. 27-28. Link
Andrej Srakar, Spectral CLTs with long memory for large language and large multimodal models, Royal Statistical Society conference 2024, Brighton, UK, session on Modelling complex data. Link
Andrej Srakar, Including Bouchaud's stochastic aging in modelling retrospective panel data : presented at the SHARE - Gateway User Conference, Berlin, Nov. 6-8, 2024 Link
Victor Bystrov, Anna Staszewska-Bystrova, Goodness-of-fit testing in topic models, COMPSTAT 2024. Link
Genaro Sucarrat, Robust Estimation and Inference for Time-Varying Unconditional Volatility. Norwegian Economists' conference (January, Oslo). Co-authors: Adam Lee (BI) and Rickard Sandstrøm.
Genaro Sucarrat, Testing the zero-process of intraday financial returns for non-stationary periodicity (with O. Stauskas). 14th Workshop in Time Series Econometrics (University of Zaragoza). Link
Genaro Sucarrat, Volatility prediction under misspecification (with G. Li). QFFE 2024 (AMSE). Link
David Paul Suda, Addressing high-dimensionality for dynamic principal components analysis in the frequency domain. HiTEC and CODES 2024. Link
Aapo Anttila, Pekka Korhonen, Jenni Niku and Sara Taskinen. Visualizing compositional count data with model-based ordination methods. ICORS meets DSSV 2024. July 29-August 1, 2024, Fairfax, USA. Link
Pekka Korhonen, Francis K.C. Hui, Sara Taskinen, Jenni Niku and Bert van der Veen. Comparison of joint species distribution models for percent cover data. Compstat 2024. 27-30 August 2024, Giessen, Germany. Link
Tsvetomira Tsenova, Extracting Insights from Large and Complex Datasets: Examples of Dimensionality Reduction by Applying Economic Theory. Workshop on Complex Data in Econometrics and Statistics: HiTEc & CoDES 2024, Limassol Link
Dan Vilenchik, Reverse Algorithmic Engineering of Neural Networks. Presentation for Limassol meeting March 2024 Link Database Link
Weining Wang, Conditional nonparametric variable screening test via neural network factor regression Link
Peter Winker, Fiscal Policy in the Bundestag: Textual Analysis and Macroeconomic Effects. 1st NEAR conference, May 23-24, 2024, Bochum, Germany Link
Mimi Zhang, Present "Co-Clustering Multi-View Data Using the Latent Block Model" at WG meetings London 2024.
Zhou, J. (2024). Asymptotic normality and bias correction in high-dimensional statistical inference with regularized estimators. 2nd HiTEc workshop, Limassol (Cyprus) March 23-24, 2024. Link
Zhou. J (2024). Covariate importance via location shift. HiTEc meetings Giessen, 2024 Link

Projects (2024)

Alessandra Amendola, PNRR MUR – M4C2 – [BaC] Investimento 1.3 “Dalla ricerca all’impresa- D.D. n. 341 del 15 marzo 2022- Progetto dal titolo: ONFOODS “Research and innovation network on food and nutrition Sustainability, Safety and Security”, Codice PE00000003– CUP D93C22000890001.
Elena Fernandez Iglesias, Wood in river systems. Influence on sedimentary morphodynamics and flood hazards (MADERA). PID2023-149073OA-I00. State Subprogram for Knowledge Generation 2023. State Research Agency, Ministry of Science, Technology and the Environment. Applied in 2024. Principal Investigator (PI): Vela, Ana Lucia (IGME, CSIC). The proposal was rejected.
Elena Fernandez Iglesias, Network for the generation of scientific knowledge to support sediment management strategies in Spanish river systems. State Program for Transfer and Collaboration. State Research Agency. Ministry of Science, Technology and the Environment. Applied 2024. Coord: Vazquez Tarrio, D. (IGME, CSIC). Currently under review.
Agnesa Hovhannisyan, PhD work on textual analysis applications in finance: development of theoretic background to the enhancement of the results of sentimental analysis via bootstrapping. Ongoing collaborations with supervisors/members of HiTEc.
Karel Hron, Distributional data analysis for geochemical mapping. Czech Science Foundation project 25-15447S, submitted March 2024.
Matus Maciak, Sparse solutions of underdetermined systems: retroactive applications, algorithms, inference, and new perspectives (provider: Czech Science Foundation and Swiss National Science Foundation) Project role: Czech Team participant Link
Kadri Maennasoo, COST Action Proposal OC-2024-1-28209 "Sustainable Corporate Governance " The Main Proposer, Dr Evgeni Peev Research Institute for Regulatory Economics Vienna University of Economics and Business. Dr Kadri Männasoo, secondary proposer.
Paulo Melo, SafeCaring Project
Klaus Nordhausen, Signal recovery in noisy spatial data. Funded by the Research Council of Finland. Link
Andrej Srakar, Advancing economic impact evaluation in the age of artificial intelligence (ADEVART). Submitted to the grants ERC Perspectives (at the Slovenian Research and Innovation Agency (ARIS), https://www.arrs.si/sl/medn/shema/predstavitev.asp).
Anna Staszewska-Bystrova and Peter Winker (2024 - 2026): German-Polish Science Foundation, Project 100-2024-00794, Comparative analysis of terminology and topics in German and Polish economic literature. Link

Software (2024)

Vladimir Batagelj, an R program to convert bibliographic data obtained from OpenAlex into Pajek networks Link Database Link
Vladimir Batagelj, TQvis - a collection of functions in R for visualization of temporal quantities Link
Vladimir Batagelj, TQ - a collection of procedures in Python for the analysis of temporal quantities Link
Vladimir Batagelj, Nets - a collection of procedures in Python for the network analysis (including temporal networks) Link
Muehlmann, C., Piccolotto, N., Cappello, C., De Iaco, S., Nordhausen, K. (2024): SpaceTimeBSS: Blind Source Separation for Multivariate Spatio-Temporal Data. R package version 0.4.0. Link
Weining Wang, Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models Link
Weining Wang, L2 Inference for Change Points in High-Dimensional Time Series Link
Mimi Zhang, A library for efficient uncovering of latent cluster labels in functional data from Gaussian process mixtures. Database Link

Reports (2024)

Kostalova, Z. Laffers L, Stefanik, M. (2024) Afraid of automation? Choose your training carefully, Working papers IER SAS (WP 115), Institute of Economic Research of the Slovak Academy of Sciences, Bratislava, 2024, Online: Afraid of automation? Choose your training carefully Link
Mimi Zhang, Work under review by Computational Statistics & Data Analysis Link

Others (2024)

Batagelj, V., Ferligoj, A., Doreian, P.: Network clustering. Wiley StatsRef-Statistics Reference Online, ID (stat08434). Link
Angela Blanco-Fernandez, Attendance to E-COST-MEETING-CA21163-260624-aec47500 of the COST ACTION CA21163 in Madrid 29/06/2024-30/06/2024.
Enea Bongiorno, (Invited Seminar). 17/05/2024, Roma, Italy. DSS Statistics Seminar, Dipartimento di Scienze Statistiche - Sapienza Università di Roma. Title: On the complexity for functional data
Lukas Laffers, Locking in or Pushing out: The Caseworker Dilemma (Working papers IER SAS Pracovne listy EU SAV) Link Database Link
Kadri Maennasoo, Kepp, Kaido and Männasoo, Kadri, Explaining Switching Behavior: Consumer Attention and Choice in Car Insurance Market. Link
Kalliopi Mylona, Participation in HiTEc meeting in Madrid June 2024
Kalliopi Mylona, Research visit (Limassol, October 2024) with an STSM Grant
Sandra Paterlini, Establish a connection and sponsored phd scholarship on using NLP for greenwashing with Consob https://www.consob.it The Commissione Nazionale per le Società e la Borsa is the public authority responsible for regulating the Italian financial markets.)
Sandra Paterlini, Invited Speaker at TUM University
Alla Petukhina, Summer School 2024. Data Science for Sustainable Finance and Economics. September 9-14, 2024. HTW Berlin, Germany Link
Bettencourt, L. O., Tetereva, A., & Petukhina, A. (2024). Advancing Markowitz: Asset allocation forest. SSRN working paper Link
Andrej Srakar, Contribution to the Discussion of Root and community inference on the latent growth process of a network by Crane and Xu, Journal of the Royal Statistical Society, Series B: Statistical Methodology, accepted for publication in 2024.
Andrej Srakar, Contribution to the Discussion of Safe Testing by Grünwald, de Heide and Koolen, Journal of the Royal Statistical Society, Series B: Statistical Methodology, accepted for publication in 2024.
Andrej Srakar, Organization of contributed invited session on Free Probability and Random Matrix Theory, speakers: C. Male, T. Mai, N. Gilliers, D. Jekel. Bernoulli-IMS 11th World Congress in Probability and Statistics, August 12-16, 2024, Bochum, Germany. Link
Andrej Srakar, Organization of Multi-paper discussion paper meeting on the Analysis of citizen science data: Keynote 3 - Discussion Meeting: Analysis of citizen science data, Royal Statistical Society conference 2024, Brighton, UK. Link
Mattias Villani, Organized special invited session 'Bayesian Computational Methods' at the Computational Statistics 2024 conference in Giessen, Germany. Link
Mattias Villani, Locally Stable Time-Varying Multi-Seasonal AR Models. Invited talk at European Seminars on Bayesian Econometrics (ESOBE) 2024 in Orebro, Sweden. Link
Mimi Zhang, Invited by Dr. Nicos Pavlidis to give a talk on functional data cluster analysis at LUMS. Link

Journal paper (2023)

Joni Virta and Andreas Artemiou (2023). “Poisson PCA on matrix count data”. Pattern Recognition, 131, 109401 Link Database Link
Antonis Christou and Andreas Artemiou (2023) “Adaptive L0 Regularization for sparse Support Vector Regression”, Mathematics, 11 (13), 2808. Link Database Link
Hyun Jung Jang, Seung Jun Shin and Andreas Artemiou (2023) “Principal Weighted Least Square Support Vector Machine: An Online Dimension-Reduction Tool for Binary Classification”, Computational Statistics and Data Analysis, 187,107818. Link Database Link
Szabó, M., Gascón, E., Baran, S., Parametric post-processing of dual-resolution precipitation forecasts. Wea. Forecasting 38 (2023), 1313–1322. Link Database Link
Baran, S., Lakatos, M., Statistical post-processing of visibility ensemble forecasts. Meteorol. Appl. 30 (2023), no. 5, paper e2157 Link Database Link
Vladimir Batagelj, Exactly mergeable summaries Link
Enea G. Bongiorno, Lax Chan & Aldo Goia (2023) Detecting the complexity of a functional time series, Journal of Nonparametric Statistics, DOI: 10.1080/10485252.2023.2234507 Link Database Link
I.Pavlu, A.Menafoglio, E.G.Bongiorno, K.Hron. Classification of probability density functions in the framework of Bayes spaces: methods and applications. SORT-Statistics and Operations Research Transactions, 47(2), 2023 (doi: 10.57645/20.8080.02.10). Link Database Link
Cem Cakmakli, Using Survey Information for Improving the Density Nowcasting of US GDP, (with Hamza Demircan), Journal of Business and Economic Statistics, 41/3, 667-682, 2023 Database Link
Petros Dellaportas, Scalable Marked Point Processes for Exchangeable and Non-Exchangeable Event Sequences Link Database Link
Bombelli, I., Ferraro, M.B., Vichi, M. (2023). Consensus and fuzzy partition of dendrograms from a three-way dissimilarity array.Information Sciences 637, 118948 Link Database Link
Ivette Gomes, Generalized Beta Models and Population Growth: So Many Routes to Chaos. Fractal and fractional, 2023. Link
Marc Hallin, Factor models for high-dimensional functional time series I: Representation results. Journal of Time Series Analysis 44, 578–600, special issue in honor of Masanobu Taniguchi (coauthors: Gilles Nisol and Shahin Tavakoli). Link Database Link
Marc Hallin, Factor models for high-dimensional functional time series II: Estimation and forecasting. Journal of Time Series Analysis 44, 601–621, special issue in honor of Masanobu Taniguchi (coauthors: Gilles Nisol and Shahin Tavakoli). Link Database Link
Marc Hallin, Manfred Deistler and the General-Dynamic-Factor-Model approach to the analysis of high-dimensional time series. Econometrics, special issue on High-Dimensional Time Series in Macroeconomics and Finance in honor of Manfred Deistler, Benedikt Potscher, Leopold Sogner, and Martin Wagner, Editors. Link
Marc Hallin, Center-outward rank- and sign-based VARMA portmanteau tests: Chitturi, Hosking, and Li–McLeod revisited, Econometrics and Statistics, special issue in honor of Elvezio Ronchetti and Peter Rousseeuw, to appear (coauthor: Hang Liu). Link
Marc Hallin, On bounded completeness and the L1-denseness of likelihood ratios. Sankhya A: The Indian Journal of Statistics, special issue in honor of R.R. Bahadur. (coauthors: Bas Werker and Bo Zhou). Link
Marc Hallin, Rank-based testing for semiparametric VAR models: a measure transportation approach, Bernoulli 29, 229-273 (coauthors: Davide La Vecchia and Hang Liu). Link Database Link
Marc Hallin, Forecasting Value-at-Risk and Expected Shortfall in large portfolios: a General Dynamic Factor Model approach, Econometrics and Statistics 27 1-15 (coauthor: Carlos Trucios). Link Database Link
Marc Hallin, Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics, Bernoulli, to appear (coauthors: Hongjian Shi, Mathias Drton, and Fang Han). Link
Genest, C., Hron, K., Neslehova, J. (2023) Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation. Journal of Multivariate Analysis, 198, 105228. Link
Jaskova, P., Palarea-Albaladejo, J., Gaba, A., Dumuid, D., Pedisic, Z., Pelclova, J., Hron, K. (2023) Compositional functional regression and isotemporal substitution analysis: methods and application in time-use epidemiology. Statistical Methods in Medical Research, 32, No. 10, 2064-2080. Link Database Link
Nesrstova, V., Jaskova, P., Pavlu, I., Hron, K., Palarea-Albaladejo, J. Gaba, A., Pelclova, J., Facevicova, K. (2023) Simple enough, but not simpler: reconsidering additive logratio coordinates in compositional analysis. Statistics and Operations Research Transactions, 47, No. 2, 269-294. Link Database Link
Nesrstova, V., Wilms, I., Palarea-Albaladejo, J., Filzmoser, P., Martin-Fernandez, J.A., Friedecky, D., Hron, K. (2023) Principal balances of compositional data for regression and classification using partial least squares. Journal of Chemometrics, 37, No. 12, e3518. Link Database Link
Hron, K., Machalova, J., Menafoglio, A. Bivariate densities in Bayes spaces: orthogonal decomposition and spline representation. Statistical Papers, 64 (2023), No. 5, 1629-1667. Link Database Link
Claudia Kirch, Moving sum data segmentation for stochastic processes based on invariance (with P. Klein). Stat. Sinica, 33:1-20, 2023. Database Link
Louisa Kontoghiorghes, and Ana Colubi (2023): New metrics and tests for subject prevalence in documents based on topic modeling. International Journal of Approximate Reasoning. Link
Liebl, D., & Reimherr, M. (2023). Fast and fair simultaneous confidence bands for functional parameters. Journal of the Royal Statistical Society Series B: Statistical Methodology, 85(3), 842-868. Link Database Link
Kadri Maennasoo, Digital capacity and employment outcomes: Microdata evidence from pre- and post-COVID-19 Europe. Telematics and Informatics Volume 83, 2023. Link Database Link
Simos Meintanis, Bojana Milosevic, Marko Obradovic, Mirjana Veljovic. Goodness-of-fit tests for the multivariate Student-t distribution based on i.i.d. data, and for GARCH observations. Journal of Time Series Analysis, 2023. Link Database Link
Bojana Milosevic, title: Non-degenerate U-statistics for data missing completely at random with application to testing independence Link
Bax, K., Müller, S. and Paterlini, S., (2023). Sustainability transmission through focal nodes in supply chain networks, Finance Research Letters 58, 104476. Link Database Link
Bax, K., Sahin, Ö., Czado, C., & Paterlini, S. (2023). ESG, risk, and (tail) dependence. International Review of Financial Analysis, 87, Article 102513. https://doi.org/10.1016/j.irfa.2023.102513 Database Link
Colubi, A., Ramos-Guajardo, A.B. Fuzzy sets and (fuzzy) random sets in Econometrics and Statistics. Econometrics and Statistics, 2023, 26, pp. 84–98 Link
Henri Nyberg, Christos S. Savva, Risk-return trade-off in international stock returns: Skewness and business cycles, Econometrics and Statistics, 2023, ISSN 2452-3062, https://doi.org/10.1016/j.ecosta.2023.02.004. Link Database Link
Leopold Soegner, Financial instability and economic activity, with Ines Fortin and Jaroslava Hlouskova, Empirica, 2023, Vol. 50, pp. 481-521. Link Database Link
Leopold Soegner, Hunting for Superstars, with Martin Meier, Mathematics and Financial Economics, 2023, Vol. 17, 335-371. Link
Leopold Soegner, Bayesian Reconciliation of the Return Predictability. with Borys Koval and Sylvia Frühwirth-Schnatter. Nonlinear Dynamics and Econometrics. Link Database Link
Miroslav Stefanik, Štefánik, M., Lyócsa, S., Bilka, M.. Using online job postings to predict key labour market indicators. In Social Science Computer Review, 2023, vol. 41, iss. 5, pp. 1630-1649. ISSN 0894-4393. Link Database Link
Pekka Korhonen, Francis K.C. Hui, Jenni Niku and Sara Taskinen (2023). Fast and universal estimation of latent variable models using extended variational approximations. Stat Comput 33, 26. Link Database Link
Gustafsson, O., Villani, M. and Stockhammar, P. (2023). Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates, Journal of Applied Econometrics. Link Database Link
Louvet, G., Raymaekers, J., Van Bever, G., & Wilms, I. (2023). The influence function of graphical lasso estimators. Econometrics and Statistics. DOI: https://doi.org/10.1016/j.ecosta.2023.03.004 Link

Contribution in book (2023)

Alessandra Amendola, Adaptive combinations of tail-risk forecasts. Book of the short papers - SIS 2023 Pag.293-298 ISBN:9788891935618 Link
Vladimir Batagelj, Clustering and Blockmodeling Temporal Networks - Two Indirect Approaches. Proceedings of IFCS 2022, Porto. Springer 2023 Link
Ivette Gomes, An improvement in the performance of conditional tail expectation or expected shortfall estimators, through the use of a reliable EVI–estimator based on generalised means and possibly reduced-bias, is performed. Link
Marc Hallin, M-estimation for GARCH models in the absence of higher-order moments, in Yan Liu, Junichi Hirukawa, and Yoshihide Kakizawa, Editors, Research Papers in Statistical Inference for Time Series and Related Models, Essays in Honor of Masanobu Taniguchi, Springer, 187–210 (coauthors: Hang Liu and Kanchan Mukherjee). Link
Marc Hallin, Three applications of measure transportation in statistical inference. In Nguyen Ngoc Thach, Vladik Kreinovich, Doan Thanh Ha, and Nguyen Duc Trung, Eds, “Optimal Transport Statistics for Economics and Related Topics,” Proceedings of the Sixth Econometric Conference of Vietnam, Springer, pp. 90–106. Link
S.-M. Gurova, E. Atanassov, A. Karaivanova, A Resolvent Quasi-Monte Carlo Method for Estimating the Minimum Eigenvalues Using the Error Balancing, In: Lirkov, I., Margenov, S. (eds), Large-Scale Scientific Computing, LSSC 2023, Lecture Notes in Computer Science, vol.13952. Link

Conference presentation (2023)

Robertas Alzbutas, Ieva Dunduliene. Uncertain Knowledge and Machine Learning Application for Trade Risk Prediction and Sensitivity Identification. HiTEC & CoDES2023 Conference, April, 3-5, 2023, Limassol, Cyprus. Link
Alessandra Amendola, Adaptive combinations of tail-risk forecasts. The 17th International Conference on Computational and Financial Econometrics (CFE 2023) will be hosted by HTW Berlin, University of Applied Sciences (Wilhelminenhof campus), Berlin, Germany, 16-18 December 2023. Link
Alessandra Amendola, Adaptive combinations of tail-risk forecasts. The Spring HiTEC meeting and the Complex Data in Econometrics and Statistics Workshop.Limassol, Cyprus, 3-4 April 2023. Keynote Talk. Link
Andreas Artemiou, Adaptive L0 approach for sparse quantile regression. CMStatistics 2023. Link
Andreas Artemiou, An adaptive approach for sparse quantile regression. COMPSTAT 2023. Link
Sandor Baran, Discrete post-processing of visibility ensemble forecasts using machine learning. 16th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2023), Berlin, Germany, December 16–18, 2023 (invited talk). Link
Vladimir Batagelj, On the structure of the network of European airports and airlines. HiTEc Working Groups Meetings, 3-5 April 2023, Poseidonia Beach Hotel, Limassol, Cyprus Link
Vladimir Batagelj, Analysis of weighted temporal networks represented by time slices. The 25th International Conference on Computational Statistics (Compstat 2023), Birkbeck, University of London, UK, 22-25 August 2023. Link
Enea Bongiorno, Non-parametric dimensionality detection for functional data (Invited Talk). 22-25/08/2023, London, UK. Computational Statistics 2023 (COMPSTAT 2023). Link
Colubi A, Kontoghiorghes L. (2023). HiTEc: Exploiting text data in applications. EcoSta 2023 Link
Rozenn Dahyot, Query Based Acoustic Summarization for Podcasts. Interspeech 2023. Link Database Link
M. Demosthenous, C. Gatu, E. Kontoghiorghes (2023) Computational strategies for regression model selection in the high-dimensional case. HiTEc & CoDES COST Action meeting, April 3-5, 2023, Limassol, CY Link
M. Demosthenous, C. Gatu, E. Kontoghiorghes (2023) Computational strategies for regression model selection in the high-dimensional case. 16th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMSTatistics 2023), HTW Berlin, University of Applied Sciences, Berlin, Germany, 16-18 December 2023 Link
M. Demosthenous, C. Gatu, E. J. Kontoghiorghes (2023) Computational strategies for regression model selection in the high-dimensional case. 6th International Conference on Econometrics and Statistics (EcoSta 2023), Waseda University, Tokyo, Japan, 1-3 August 2023 Link
C. Eleftheriou; D. Koursaros (2023); Unmasking Influencers; Exploit social media data to forecast trading activity. 16th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2023), HTW Berlin, University of Applied Sciences, Berlin, Germany, 16-18 December 2023 Link
Elena Fernandez Iglesias, Fernández-Iglesias, E.; Fernández-García, M; Moro, V.; Incera, L.; González-Rodríguez, G.; Vázquez-Tarrío, D.; Menéndez-Duarte, R. (2023). Morphological imbalances in the channel during the last 80 years in the lower section of the Nalón River (Asturias, Spain NW). XVI Reunión Nacional de Geomorfología. 6-8 septiembre, Zaragoza, Spain Link
Elena Fernandez Iglesias, Gonzalez-Rodriguez G., Vazquez-Tarrio D. Fernandez-Iglesias E., Fernandez M. Menendez-Duarte R, Pulgar J.A., Gonzalez-Cortina J.M., Pedreira, D. (2023). Preliminary results of bedload transport using geophysical techniques in Nalon Rivers (NW Spain). International Conference on Fluvial Sedimentology, Riva del Garda, Italy Link
Elena Fernandez Iglesias, Fernandez-Iglesias, E; Gonzalez-Rodriguez, G.; Vazquez-Tarrio, D.; Fernandez-Garcaa, M; Menendez-Duarte, R.; Rodriguez-Gallego, J.L.; Rodriguez-Valdes, E.; Gutierrez de la Roza, G. (2023). Design and commissioning of the Nalon River sediment observatory (Asturias). IV Congreso Iberico de Restauracion Fluvial (RestauraRios). 21-23 junio. Toledo, Spain. Link
Elena Fernandez Iglesias, Gonzalez-Rodriguez, G.; Vazquez-Tarrio, D.; Fernandez-Iglesias, E.; Fernandez-Garcia, M; Menendez-Duarte, R.; Pulgar, J.A.; Gonzalez-Cortina, J.M.; Pedreira, D. (2023). Geophysical techniques for bed load sediment transport: preliminary results in Nalon River (Asturias, NW Spain). IV Congreso Iberico de Restauracion Fluvial (RestauraRios). 21-23 junio. Toledo, Spain. Link
Maria Brigida Ferraro, Paolo Giordani, Maurizio Vichi (2023). Fuzzy Pseudo-F: One-and two-mode clustering cases. 16th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2023), December 16-18, 2023, Berlin (Germany) Link
Bombelli, Ilaria, Manipur, Ichcha, Ferraro, Maria Brigida (2023) Cluster analysis for networks using a fuzzy approach. Proceedings of 14-th Scientific Meeting Classification and Data Analysis Group, Salerno (Italy), pp. 86-89 Link
Computational strategies for regression model selection in the high-dimensional case. M. Demosthenous, C. Gatu, E. Kontoghiorghes. 16th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2023),HTW Berlin, University of Applied Sciences, Berlin, Germany, 16-18 December 2023. Link
Computational strategies for regression model selection in the high-dimensional case. M. Demosthenous, C. Gatu, E. Kontoghiorghes. HiTEC meeting and workshop on Complex Data in Econometrics and Statistics (HiTEc & CoDES 2023), Poseidonia Beach Hotel, Limassol, Cyprus, 3-4 April 2023. Link
Ivette Gomes, “Population Growth, EVT and geometrically thinned EVT”. HiTEC & CoDES2023, April, 3-5, 2023, Limassol, Cyprus. Link
Aneta Karaivanova, On the Low Discrepancy Sequence Generation on Heterogeneous HPC Systems, Workshop “HPC for Mathematics and Applications”, 28 June 2023, Sofia, Link
Aneta Karaivanova, Bulgarian Competence Centre in High Performance Computing, Workshop “Centre for Competence HPC+ in Bulgaria”, 24 April 2023, Sofia, Bulgaria, Link
Aneta Karaivanova, NCC Bulgaria Highlights, HPC User forum, 16 November 2023, Bulgaria, Sofia (Sofia Tech Park), Link
Louisa Kontoghiorghes and Ana Colubi. A comparison of two-sample tests for thematic prevalence under various topic models. HiTEc & CoDES COST Action meeting, April 3-5, 2023, Limassol, CY Link
Louisa Kontoghiorghes and Ana Colubi. Measuring and comparing the thematic prevalence using a parametric and distribution-free bootstrap two-sample test. EcoSta 2023. Waseda University, Tokyo, Japan. Link
Kostalova, Z. - Lyocsa, S. - Stefanik, M. Forecasting online job vacancy attractiveness. CFE-CMStatistics conference 2023, 16-18 December 2023, HTW Berlin, University of applied sciences, Berlin, Germany. Link
Bojana Milosevic, Testing for the equality of matrix distributions in the space of positive semi-definite random matrices. HiTECCoDES2023. Link
A. Munteanu, S. Omlor, D. Woodruff (2023). Sketching for logistic regression. 16th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2023), December 16-18, 2023, Berlin (Germany) Link
Kalliopi Mylona, Designing optimal experiments. Limassol HiTEc workshop and MC meeting Link
Kalliopi Mylona, Multi-objective optimisation of restricted randomised designs. COMPSTAT 2023. Keynote talk. Link
Kalliopi Mylona, Multi-objective optimal experimental split-plot designs for the industry: Case studies. CMStatistics 2023. Link
Alla Petukhina, Anastasija Tetereva. Advancing Markowitz: Market-driven trees for Multi-Asset Portfolio Optimization (with logo and acknowledgement of HiTeC) Stats of ML 2023. Link
Agakishev, I., Kozmik, K., Hardle, W. K., Kopa, M. Petukhina, A. Multivariate Probabilistic Forecasting of Electricity Prices with Trading Applications. (CFE 2023) HTW Berlin, University of Applied Sciences, Berlin, Germany, 16-18 December 2023 Link
Alla Petukhina, Anastasija Tetereva. Advancing Markowitz: Market-driven trees for Multi-Asset Portfolio Optimization. Women in Fintech and AI, 27-28 June 2024, University of Crete, Greece. Link
Eugen Pircalabelu, Graph estimation based on multivariate functional data with different coarseness scales. Asymptotic Theory for Multidimensional Statistics Workshop, May 3-5, 2003. Leuven, Belgium
Eugen Pircalabelu, Distributed estimation and inference for Gaussian graphical models under an unbalanced distributed setting. Smart Diaspora, April 10-13, 2023. Timisoara, Romania Link
Eugen Pircalabelu, Aggregating estimators from distributed sources. A journey from estimation to model selection. EDT, UNamur, May 30, 2023. Namur, Belgium
Eugen Pircalabelu, Graph estimation based on multivariate functional data with different coarseness scales. Romanian Society of Probability and Statistics, April 21-22, 2023. Bucharest, Romania Link
A. B. Ramos-Guajardo. A clustering approach for random intervals based on an overlapping measure. 16th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computational and Methodological Statistics (CMStatistics 2023) Link
Fiona Sammut, Common Topic Identification in Online Maltese News Portal Comments. HiTEc WG meeting Limassol 2023. Link
Andrej Srakar, Spectral CLTs with long memory and aging for large language and large multimodal models. 2023 IMS International Conference on Statistics and Data Science (ICSDS). Link
Andrej Srakar, Approximate Bayesian numerical method with product-Whittle-Matern-Yasuda kernel for Rosen's hedonic regression. In: Asian Meeting of the Econometric Society (AMES), Mumbai, India, January 10-12, 2023. Mumbai: Indian Institute of Technology Bombay (IITB), 2023. Link
Andrej Srakar, Does long-term care reduce health care utilization? : a novel nonparametric dynamic panel mediation estimation approach. In: 17th International conference on computational and financial econometrics (CFE 2023) : 16-18 December 2023, HTW Berlin, University of applied sciences, Berlin, Germany. Berlin: University of Applied Sciences, 2023. Link
Andrej Srakar, Approximate Bayesian algorithm for tensor robust PCA using relative entropy. In: Andrej Kastrin, Lara Lusa (Eds.). Applied statistics 2023 : international conference : program and abstracts : September 24-26, 2023, Koper, Slovenia. Ljubljana: Statistical Society of Slovenia, 2023. Link
Andrej Srakar, Distributional information criteria for Irpino-Verde two-component regression. In: HiTEc meeting & workshop on complex data in econometrics and statistics, Limassol, Cyprus, 3-4 April 2023. [Brussels: COST], 2023. Link
Andrej Srakar, Approximate Bayesian algorithm for tensor robust PCA using relative entropy : presented at the European meeting of statisticians (EMS) 2023, Warsaw, 3-7 July, 2023 Link
Andrej Srakar, Covariance and autocovariance estimation on a Liouville quantum gravity sphere in a functional context : presented at the 6th International Conference on Econometrics and Statistics (EcoSta 2023), Waseda University, Tokyo, Japan, 1-3 Aug. 2023. Link
Andrej Srakar, Marilena Vecco. Fuzzy difference-in-differences for spatiotemporal data : presented at the 2023 American Causal Inference Conference, Austin, May 24-26, 2023 Link
Anna Staszewska-Bystrova, Victor Bystrov, Viktoriia Naboka-Krell, Peter Winker, Choosing the number of topics in LDA models: A Monte Carlo comparison of selection criteria, COMPSTAT 2023. Link
Genaro Sucarrat, Robust Estimation and Inference for Time-Varying Unconditional Volatility. Time Series Econometrics (March, Zaragoza). Co-authors: Adam Lee and Rickard Sandstrøm.
Genaro Sucarrat, Robust Estimation and Inference for Time-Varying Unconditional Volatility. Italian Econometrics Society Conference (May, Cagliari). Co-authors: Adam Lee (BI) and Rickard Sandstrøm.
Genaro Sucarrat, Testing the zero-process of intraday financial return for non-stationary periodicity". Presented at the Quantitative Finance and Financial Econometrics Workshop (June, Marseille). Co-author: Ovidijus Stauskas (BI) Link
Genaro Sucarrat, Testing the zero-process of intraday financial return for non-stationary periodicity. Computational Financial Econometrics conference 2023 (December, Berlin). Co-author: Ovidijus Stauskas. Link
Sara Taskinen, Cristoph Muehlmann, Mika Sipilä and Klaus Nordhausen: Robust second-order stationary spatial blind source separation. ICORS2023, Toulouse, 22-26 May 2023. Link
Dan Vilenchik, Challenges of high-dimensional data and specifically the feature selection problem (3 hour workshop). Link Database Link
Peter Winker, Visualizing Topic Uncertainty in Topic Modelling, HiTEc meeting Workshop on Complex data in Econometrics and Statistics, April 3-4, 2023, Limassol, Cyprus Link
Peter Winker, Tutorial: Text Mining in Econometrics. HiTEc Spring Course, April 3-5, 2023, Limassol, Cyprus. Link
Peter Winker, Visualizing Topic Uncertainty in Topic Modelling. CompStat 2023, August 22-25, 2023, London, UK Link
Peter Winker, Visualizing Topic Uncertainty in Topic Modelling, Verein für Socialpolitik Jahrestagung, September, 24-27, 2023, Regensburg, Germany Link
Mimi Zhang, Ensemble clustering for learning mixtures of Gaussian processes. CMStatistics 2023. Link

Projects (2023)

Project Title: NANoFunDATA: New Advances in NOnparametric FUNctional Data Analysis: Theory and Applications Principal Investigator: Enea Bongiorno Research Project of the University del Piemonte Orientale.
Elena Fernandez Iglesias, Methodological innovations for the characterization of the sedimentary regime in thick-bed rivers of the Iberian Peninsula (Morrillo). State subprogram for research consolidation 2023. State Research Agency, Ministry of Science, Technology and the Environment. Applied 2023. Principal Investigator (PI): Vazquez Tarrio, D. (IGME, CSIC). The proposal was rejected.
National Centre for High-performance and Distributed Computing (NCHDC), object of the National Roadmap of RIs (2021-2027), Grant Agreement ? D01-25/01.12.2023, Start date: 1.12.2023. Prof A. Karaivanova is the project coordinator (leading consortium of 9 partners). Link
European project: “National Competence Centres in the framework of EuroHPC Phase 2” (acronym ”EuroCC2”), Grant Agreement ? 101101903, program DIGITAL EUROPE, Start date: 1.01.2023, End date: 31.12.2025. Prof A. Karaivanova is the leader of NCC Bulgaria (WP3 in EuroCC2) Link
Andrej Srakar, Advancing economic impact evaluation in the age of artificial intelligence (ADEVART). Submitted to European Research Council (ERC) Consolidators Grant in 2023. Proposal was rejected in first stage with grade B. Broad topics of my submission: ex-post econometric verification in economic impact studies, causal inference, spatiotemporal data, network stochastic processes, graphons.
Sara Taskinen, Latent variable models for complex data structures. Four-year funding from the Research Council of Finland.
Mimi Zhang, Cluster Analysis in a Digital Age: Advance and Democratize Functional Data Clustering (A-CRAFT). Currently under review by the SFI Frontiers for the Future Programme. Link

Software (2023)

Vladimir Batagelj, MWnets - an R package for multiway network analysis Link
Michel Juillard, DynareJulia is a rewriting in Julia of Dynare, a sofware to solve, simulate and estimate DSGE models used in macroeconomics Link
Aneta Karaivanova, Algorithms for generation of scrambled low discrepancy sequences, applicable to complex heterogeneous (CPU/GPU) systems
Muehlmann C., Sipila, M., Nordhausen, K., Taskinen, S., Virta, J.(2023): SpatialBSS: Blind Source Separation for Multivariate Spatial Data. R package version 0.14-0. Link
Genaro Sucarrat, vgarch: Time Varying GARCH Modelling. R package version 2.4.2, Link

Others (2023)

Kalliopi Mylona, Participation at "August 2023: KCL WG meetings"
Kalliopi Mylona, Participation at "Berlin 2023 WGs and CG meeting". Organisation of the session: "Design of experiments for big data".
Alla Petukhina, Working paper with acknowledgement, submitted to Energy Economics Link
Alla Petukhina, Summer School 2023. Data Science for Sustainable Finance and Economics. August 28 - September 1 2023. HTW Berlin. Link
Victor Bystrov , Viktoriia Naboka , Anna Staszewska-Bystrova and Peter Winker (2023): Analysing the Impact of Removing Infrequent Words on Topic Quality in LDA Models, working paper Link
David Paul Suda, Module IV: Handling higher dimensions: Regularisation, sparsity and metaheuristics (Spring Course Limassol 2023) Link
Hecq, A., Ternes, M., & Wilms, I. (2023). Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. arXiv preprint arXiv:2301.10592. Link

Journal paper (2022)

Claudia Kirch, Bootstrap confidence intervals for multiple change points based on moving sum procedures (with H. Cho). CSDA, 175:107552, 2022. Database Link
Victor Bystrov , Viktoriia Naboka , Anna Staszewska-Bystrova and Peter Winker (2022): Cross-Corpora Comparisons of Topics and Topic Trends, Journal of Economics and Statistics 242/4, 433–469. Link Database Link
Rodriguez-Deniz, H., Villani, M. and Voltes-Dorta, A. (2022). A Multilayered Block Network Model to Forecast Large Dynamic Transportation Graphs: an Application to US Air Transport, Transportation Research Part C - Emerging Technologies. Link Database Link
Rodriguez-Deniz, H., Villani, M. (2022). Robust Real-Time Delay Predictions in a Network of High-Frequency Urban Buses, IEEE Transactions on Intelligent Transportation Systems. Link Database Link
Victor Bystrov , Viktoriia Naboka , Anna Staszewska-Bystrova und Peter Winker (2022): Cross-Corpora Comparisons of Topics and Topic Trends, Journal of Economics and Statistics 242/4, 433–469.T The database link provides additional information on the data base and code used for the analysis. Link Database Link

Contribution in book (2022)

Marc Hallin, On the finite-sample performance of measure-transportation-based multivariate rank tests, in Mengxi Yi and Klaus Nordhausen, Editors, Robust and Multivariate Statistical Methods: Festschrift in Honor of David E. Tyler, Springer, 87–119 (coauthor: Gilles Mordant). Link
Huang, C., & Petukhina, A. (2022). Applied time series analysis and forecasting with Python. Springer. Link Database Link
Srakar, A. (2022). Approximate Bayesian Algorithm for Tensor Robust Principal Component Analysis. In: Argiento, R., Camerlenghi, F., Paganin, S. (eds) New Frontiers in Bayesian Statistics. BAYSM 2021. Springer Proceedings in Mathematics & Statistics, vol 405. Springer, Cham. https://doi.org/10.1007/978-3-031-16427-9_1 Link

Conference presentation (2022)

Alessandra Amendola, The impact of ESG scores on tails risk measures. 16th International Conference on Computational and Financial Econometrics (CFE 2022), December 17-19, 2022, London, UK. Link
Ben Jones and Andreas Artemiou (2022) Nonlinear feature extraction for sufficient dimension reduction in the presence of categorical predictors. 15th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2022), December 17-19, 2022, London, UK. Link
M. Demosthenous, C. Gatu, E. Kontoghiorghes, A. Colubi (2022) Computational strategies for regression model selection in the high-dimensional case. 15th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2022), December 17-19, 2022, London, UK. Link
Computational strategies for regression model selection in the high-dimensional case. M. Demosthenous, C. Gatu, E. Kontoghiorghes. 15th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2022), King's College London, 17-19 December 2022. Link
Ivette Gomes, An Accurate Way to Measure Risks of Extreme Events (joint work with Frederico Caeiro, Fernanda Figueiredo and Lígia Henriques-Rodrigues). CMStatistics 2022, London, UK, December 17-19, 2022. Link
Matus Maciak, Online changepoint test in a nonlinear expectile model. CMStatistics 2022. Database Link
Kadri Maennasoo, EACES 15-17 Sept 2022 Naples, Kadri Männasoo and Artjom Saia, “Individuals’ Digital Capacity and Employment Outcomes: Microdata Evidence from Pre- and Post-Covid-19 Europe. Link
Bojana Milosevic, The goal of this work is to study impact of different imputation procedure on GOF testing. CMStatistics 2022. Link
Christoph Muehlmann, Sandra De Iaco, Klaus Nordhausen (2022) Second Order Source Separation for Multivariate Space-Time Data. 15th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2022), December 17-19, 2022, London, UK. Link
Louis Frans Pau, Inference of the Structure of Economic Reasoning from Natural Language Analysis. HiTEC Workshop, London, Dec 2022.
Eugen Pircalabelu, High-dimensional sufficient dimension reduction through principal projections. CMStatistics 2022. Link
Eugen Pircalabelu, A divide-and-conquer approach for covariate-adjusted Gaussian graphical models. CMStatistics 2022. Link
Ferraro, M.B., Fernández-Iglesias, E., Ramos-Guajardo, G., González-Rodríguez, G. Clustering of star-shaped sets with a fuzzy approach. 15th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computational and Methodological Statistics (CMStatistics 2022) Link
L. Soegner, M. Deistler, P. Gersing, C. Rust (2022) Mixed-frequency dynamic factor models. CFE 2022, December 17-19, 2022, London, UK Link
Andrej Srakar, Panel nonparametric regression with tensorial long short-term memory recurrent neural networks. In: International Symposium on Nonparametric Statistics, 20-24 June 2022, Paphos - Cyprus. [S. l.: s. n.], 2022. Link
Andrej Srakar, Panel nonparametric regression with tensorial long short-term memory recurrent neural networks. In: EcoMod 2022 : International Conference on Economic Modeling and Data Science, Ljubljana, 14th - 16th September 2022. [S. l.]: EcoMod net, 2022. 13 str., graf. prikazi. Link
Andrej Srakar, Causal inference for distributional treatments. In: 11th Economic and Business Review conference & SEB LU doctoral conference 2022, online, December 2, 2022 : programme & abstracts. Ljubljana: School of Economics and Business, 2022. Link
Andrej Srakar, Miroslav Verbic. Level densities for general ß-ensembles : an operator-valued free probability perspective. In: 2022 IMS Annual Meeting : Probability and statistics : University of London, 27-30 June 2022. London: London School of Economics and Political Science, 2022. Str. 69. Link
Andrej Srakar, Pitman-Yor mixtures for Bayesian additive regresion trees : a novel nonparametric prior for Bayesian causal inference. In: 2022 IMS International Conference on statistics and data science (ICSDS), December 13-16, 2022, Florence, Italy. Florence: University of Florence, 2022. Link
Andrej Srakar, Marilena Vecco. Adaptive wavelet estimation of a latent variable model. In: International Symposium on Nonparametric Statistics, 20-24 June 2022, Paphos - Cyprus. [S. l.: s. n.], 2022. Str. 95. Link
Andrej Srakar, Approximate Bayesian numerical method with product-Whittle-Matern-Yasuda kernel for Rosen's hedonic regression. In: Programme and abstracts : 16th International Conference on Computational and Financial Econometrics (CFE 2022) and 15th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computational and Methodological Statistics (CMStatistics 2022) : King's College London, 17-19 December 2022. London: King's College London, cop. 2022. ISBN 978-9925-7812-6-3. Link
Anna Staszewska-Bystrova, Victor Bystrov, Viktoriia Naboka, Anna Staszewska-bystrova, Peter Winker, Choosing the Number of Topics in LDA Models – A Monte Carlo Comparison of Selection Criteria, Macromodels International Conference 2022. Link
David Suda (2022) Forecasting Econometric Time Series In Higher Dimensions – Dimension Reduction And Setting The Bayesian Framework. Presentation slides for HiTEC WG meetings London 2022.
Sara Taskinen, Mika Sipilä and Klaus Nordhausen: Robust spatial blind source separation. CMStatistics 2022, London, 17-19 December 2022. Link
Peter Winker, Text based innovation indicators - a progress report, CSDA and EcoSta Workshop on Statistical Data Science (SDS 2022), August, 26 - 28, 2022, Bologna, Italy
Mimi Zhang (2022) Functional Data Clustering and Its Application in Econometrics. Presentation slides for HiTEC WG meetings London 2022.

Projects (2022)

Sandor Baran, National Research, Development and Innovation Office, Grant No. K142849, Statistical models for post-processing ensemble forecasts of weather variables with direct economic impact. 2022–2026,
Sandor Baran, S&T cooperation programme, 2021-1.2.4-TET-2021-00020, Statistical post-processing of ensemble forecasts of renewable energy-related weather variables. 2022–2024
Sandra Paterlini, PRICE: A New Paradigm for High-Frequency Finance Extremes. Italian National Grant, Participant, MUR 2022C799SX. Link

Reports (2022)

Ana Colubi, HiTeC MoU Link

Others (2022)

Victor Bystrov , Viktoriia Naboka , Anna Staszewska-Bystrova and Peter Winker (2022): Choosing the Number of Topics in LDA Models – A Monte Carlo Comparison of Selection Criteria, working paper Link

Journal paper (0)

Claudia Kirch,