Schedule for extreme value theory short talks

April 8th Tue

8.15-8.45 Botos Csongor
P. Bortot and C. Gaetan: Multivariate extremes

8.45-9.15 Nagy Laszlo
Y. Bakhtin: Gumbel distribution in exit problems

9.15-9.45 Lovas Bettina
M. C. Valsakumar, S. V. M. Satyanarayana and S. Kanmani: Extreme-value statistics of 2D chaotic systems


April 30th Wed

8.30-9.00 Nyari Vanda
M. Balazs, M. Z. Racz, B. Toth: Modeling Flocks and Prices: Jumping Particles with an Attractive Interaction

9.00-9.30 Angelica Custodio
M. F. Schilling: The Surprising Predictability of Long Runs

9.30-10.00 Konig Erika
R. Davis and S. Resnick: Limit theory for the sample covariance and correlation functions of moving averages


May 7th Wed

8.30-9.00 Kitzinger Andor
Rekordok vizsgalata, sportrekordok

9.00-9.30 Reszegine Geiger Adel
E. Ben-Naim and P. L. Krapivsky: Statistics of Superior Records

9.30-10.00 Nika Zsolt
M. Salmon: Modelling The Probability of UK Housing Market Events (Crashes) using Extreme Value Theory


May 13th Tue

8.30-9.00 Homoki Tibor
A. J. McNeil: Extreme Value Theory for Risk Managers

9.00-9.30 Varadi Monika
Y. Bensalah: Asset Allocation Using Extreme Value Theory


May 14th Wed

8.30-9.00 Szabo Reka
A. Beke: Arvizmodellezes


May 21th Wed H46

10.00-10.30 Kutas Eva
Gy. Pap: Stabilis eloszlasok es stabilis folyamatok

10.30-11.00 Palej Greta
R. Davis and S. Resnick: Limit theory for bilinear processes with heavy-tailed noise

11.00-11.30 Pallag Monika
H. Rootzen and N. Tajvidi: Extreme value statistics and wind storm losses: a case study