Event_
Time Series and Forecasting Symposium
Nov 26, 2026 - Nov 27, 2026
AEDT
The 2026 Time Series & Forecasting Symposium is the eighth 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
- applications in investment, general insurance, climate change, health, etc.
| DATE: | Thursday 26 November - Friday 27 November 2026 |
| TIME: | 9:00am - 5:30pm |
| VENUE: |
Business School CBD Campus, Level 17, 133 Castlereagh Street Sydney NSW 2000 |
International Keynote Speakers
Professor Cathy W.S. Chen, Feng Chia University, Taiwan
Title: Modeling Joint Tail Risk and Dependence for High-Volatility Assets via a Copula-Based Semiparametric Framework
Professor Renate Meyer, University of Auckland, New Zealand
Title: TBA
Invited Speakers
Professor Valentin Zelenyuk, University of Queensland
Title: Statistical Inference for Environmental Productivity Indices
Professor Hanlin Shang, Macquarie University
Title: Bias correction of long-memory estimator of functional time series via the prefiltered sieve bootstrap
- Boris Choy (Co-Chair), School of Business Analytics and Marketing, The University of Sydney
- Simon Kwok (Co-Chair), School of Economics, The University of Sydney
- Eric Cheung, School of Risk and Actuarial Studies, University of New South Wales
- Alice Dong, TD School, University of Technology Sydney
- Xuan (Winny) Li, School of Computer Science and Engineering, University of New South Wales
- Ken Siu, Department of Actuarial Studies and Business Analytics, Macquarie University
- Henghsiu Tsai, Institute of Statistical Science, Academia Sinica, Taiwan
- Nuttanan Wichitaksorn, Department of Mathematical Sciences, Auckland University of Technology
Full rate: $250* (incl. GST) for academic and industry participants on or before 31 October ($400 from 1 November)
Student rate: $150* (incl. GST) for full-time students on or before 31 October ($300 from 1 November)
Registration fee includes refreshments, lunches, and the symposium dinner.
*Special early-bird rate for TSF2026