Time Series and Forecasting Symposium

The 2023 Time Series & Forecasting Symposium is the fifth annual research event of the Time Series and Forecasting Research Group at the University of Sydney Business School.

This symposium aims to promote time series analysis and forecasting in business and other areas. The main themes of the event are, but not limited to:

• time series econometrics
• volatility modelling and risk forecasting
• risk assessment and management
• high-dimensional modelling and forecasting
• computational methods
• robust inferences
• machine learning and deep learning

International Keynote Speaker

Professor Yongmiao Hong, Chinese Academy of Science and University of Chinese Academy of Science, China
Title: Forecasting Inflation  Rates: A Large Panel Micro-Level Data Approach

Australian Keynote Speakers

Professor Rob Hyndman, Monash University, Australia
Title: Forecast reconciliation: a brief overview

Professor Jiti Gao, Monash University, Australia
Title: Estimation and Inference for Vector Time Series Models with Time-Varying Parameters

Invited Speakers

Prof Peter Phillips, Yale University, USA
Title: 1984 Revisited with  Curved Autoregression

Prof Timo Teräsvirta, Aarhus University, Demark
Title: The effect of the North Atlantic Oscillation on monthly precipitation in selected European locations: A nonlinear time series approach

Prof Shuping Shi, Macquarie University, Australia
Title: TBA

Best Student Poster Competition

All student presentations will be in the form of posters. Students will deliver a 3-minute oral presentation on their work in an afternoon session on Tuesday, 21 November. All the posters will be voted by the participants with keynote speakers' votes carrying a 50% weightage. A certificate and a prize will be awarded to the best paper at the symposium dinner.

Abstract submission

Please send to tsf.symposium@sydney.edu.au by email on or before 1 November 2023.

Registration

Symposium Dinner