Event_
Time Series and Forecasting Symposium
Nov 28, 2024 - Nov 29, 2024
AEDT
The University of Sydney Business School
CBD Campus, Level 17,
133 Castlereagh Street, Sydney, NSW 2000
CBD Campus, Level 17,
133 Castlereagh Street, Sydney, NSW 2000
The 2024 Time Series & Forecasting Symposium is the sixth 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
| DATE: | Thursday 28 November - Friday 29 November 2024 |
| TIME: | 9:00am - 5:00pm |
| VENUE: | The University of Sydney Business School CBD Campus, Level 17, 133 Castlereagh Street, Sydney, NSW 2000 |
International Keynote Speaker
Professor Wai Keung Li, Education University of Hong Kong, Hong Kong, China
Title: On threshold nonlinear time series with a buffer zone
Australian Keynote Speaker
Professor Mike Smith, Melbourne Business School, The University of Melbourne, Australia
Title: Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Invited Speakers
Professor Roberto Renò, ESSEC Business School, France
Professor Qihe Tang, School of Risk and Actuarial Studies, UNSW, Australia
- Boris Choy (Chair), Discipline of Business Analytics, The University of Sydney
- Simon Kwok, School of Economics, The University of Sydney
- Mengheng Li, Economics Discipline Group, UTS Business School, University of Technology Sydney
- Hanlin Shang, Department of Actuarial Studies and Business Analytics, Macquarie University
- Nuttanan Wichitaksorn, Department of Mathematical Sciences, Auckland University of Technology
- Yuning Zhang, Discipline of Business Analytics, The University of Sydney
Registration fee (Full rate): A$250 (incl. GST) for academic and industry participants on or before 7 November ($300 from 8 November)
Registration fee (Student rate): A$150 (incl. GST) for full-time students on or before 7 November ($200 from 8 November)
All registrations include refreshments, lunches and symposium dinner.
6.00pm-8.30pm on Thursday, 28 November 2024
(Venue: Sky Phoenix, Level 6 Westfield Sydney, 188 Pitt Street, Sydney, NSW 2000)
Please complete the abstract submission form for your abstract submission on or before 31 October 2024. Places for oral presentation are limited. Please submit your abstract ASAP. All student presentations will be in the form of posters and a 3-minute oral presentation.
All posters will be on display from the morning of Thursday, 28 November 2024. The 3-minute oral presentations are scheduled for afternoon session on Friday, 29 November. Posters will be voted by participants, with keynote speakers’ votes carrying a 50% weightage. A certificate and a prize will be awarded to the best paper(s).
The maximum poster size is A0 (841mm x 1190mm).