Archives for UCLOUVAIN
November 24, 2017
14:30 / Statistics Seminars UCL/ULB at ULB
Johan Segers, ISBA - UCL
Accelerating the convergence rate of Monte Carlo integration through ordinary least squares
Abstract:
In numerical integration, control variates are commonly used to reduce the variance of the naive Monte Carlo method. The control functions can be viewed as explanatory variables in a linear...
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November 24, 2017
Econometrics Seminar
Dimitra Kyriakopoulou, CORE
Exponential-type GARCH models with linear-in-variance risk premium
Dimitra Kyriakopoulou, CORE
One of the implications of the intertemporal capital asset pricing model (CAPM) is that the risk premium of the market portfolio is a linear function of its variance. Yet, estimation theory of...
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November 24, 2017
16:00 / Statistics Seminars UCL/ULB at ULB
David Preinerstorfer, ULB
Uniformly valid confidence intervals post-model-selection
Abstract:
We suggest general methods to construct asymptotically uniformly valid confidence intervals post-model-selection. The constructions are based on principles recently proposed by Berk et al. (2013). In particular the...
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November 23, 2017
An In-Depth Study of More Than Ten Years of Java...
When created, the Java platform was among the first runtimes designed with security in mind. Yet, numerous Java versions were shown to contain far-reaching vulnerabilities, permitting denial-of-service attacks or even worse allowing intruders to bypass the runtime’s sandbox mechanisms, opening...
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November 23, 2017
UCLouvain Economics Seminar
Cheti Nicoletti, The University of York
Do parental time investments react to changes in child's skills and health?
Cheti Nicoletti, The University of York
While a large literature has focused on how parental investments respond to differences between siblings in human capital at birth, very little is known about the response...
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