Workshop: Dependence models, Vines, and their Applications.

Forschung, Statistics | | Event, Workshop

Do you want to exchange ideas on dependence modelling and vines? Then, join us for an interdisciplinary workshop on "Dependence models, Vines, and their Applications" in Garching near Munich, Germany, on July 22-24, 2024. Vine copulas offer a powerful lens into dependence modelling, unlocking insights and capturing complex relationships across diverse fields. This workshop aims to bring together researchers, academics, and practitioners to explore and discuss the latest developments, methodologies, and practical applications of copula models and vines in diverse domains.

We welcome submissions in theoretical developments, methodological innovations, and domain-specific applications of copulas and vines. Topics of interest include, but are not limited to:

  • Methodological innovations and computational techniques in copula models
  • Theoretical advancements in vine copula models
  • Real-world applications of dependence models across diverse domains like
    finance, economics, environmental sciences, and engineering
  • Exploration of challenges, open problems, and future directions

Researchers, academics, and practitioners can submit abstracts for contributed talks or posters to vinecopulas@gmail.com. Accepted contributions will be presented and discussed during the workshop.

The workshop program includes two short tutorial sessions on vine copula models.

No fees

The workshop is free, but the conference dinner is self-pay. We acknowledge support by the Munich Data Science Institute (MDSI) at the Technical University of Munich (TUM).

If you want to attend the workshop without presenting your work, please register by sending an email with your name and affiliation to vinecopulas@gmail.com.

Keynotes

Harry Joe (University of British Columbia)
Roger Cooke (Resources for the Future)
Anna Kiriliouk (University of Namur)
Natasa Tagasovka (Genentech/Roche)
Peng Shi (University of Wisconsin)

Scientific Committee

Claudia Czado, Thomas Nagler, Özge Sahin

Venue

Institute for Advanced Study, Lichtenbergstraße 2 a, 85748 Garching.
https://www.ias.tum.de/ias/institute-for-advanced-study/resources-facilities/ias-building/

Contact

For inquiries and further details, please contact cczado@cit.tum.de