SDB–Project

Software and

Working Papers

Main Page

Activities

2015

May 28th Workshop on Mortality and financial risks: new challenges and perspectives at Universidad Carlos III de Madrid, Campus Getafe, Room 10.0.23.

http://www.est.uc3m.es/w_mortality

10.00h-10.40h Paul Eilers (Erasmus University) Mortality smoothing in action.

10.45h-11.25h Ian Currie (Heriot-Watt University) Constrained generalized linear models with applications to the Lee-Carter model.

11.30h-12.00h Coffee-break

12.00h-12.40h Marilena Sibilio (Università degli Studi di Salerno) Systematic risk drivers within a life annuity context.

12.45h-13.25h Eliseo Navarro (Universidad de Alcalá) Financial risks in insurance industry: new challenges and perspectives.

13.30h-14.00h Discussion

April 18th Small course on “dbstats” package at Universidad Carlos III de Madrid, Campus Getafe, Room 18.A.08.

10.00h-13.00h Eva Boj (UB) “Distance-based prediction using the “dbstats” package for R”

2013

November 15th Workshop at Universidad Carlos III de Madrid, Room 10.0.23.

11.30h-12.00h Andrés Benchimol (UC3M). Desarrollo de tablas de mortalidad dinámicas.

12.05h-12.35h Eva Boj (UB). Influential coefficients in the DB-GLM.

12.40h-13.10h Aurea Grané (UC3M). Outliers in Multivariate GARCH models.

13.10h-13.30h Discussion.

13.30h-14.00h Follow-up meeting SDB-Project.

Participants: Irene Albarrán (UC3M), Andrés Benchimol (UC3M), Eva Boj (UB), Teresa Costa-Cor (UB), Aurea Grané (UC3M), Juan Miguel Marín (UC3M), Helena Veiga (UC3M), Ewa Strzalkowska-Kominiak (UC3M).

14.15h-15.30h Lunch

15.45h-17.00h PN Call MTM2013.

2012

February 20th Workshop at Universitat de Barcelona, Facultat d’Economia i Empresa, Room 105.

11.00h-14.00h Follow-up meeting SDB-Project.

Participants: Eva Boj, Anna Esteve, Josep Fortiana, Aurea Grané.

October 26th Workshop at Universitat de Barcelona, Facultat d’Economia i Empresa, Room 105.

11.00h-11.45h Teresa Costa (UB). ROC curves in distance-based credit risk models.

11.50h-12.35h Helena Veiga (UC3M). Outliers and their impact in volatility and correlations.

12.40h-13.25h Ana Arribas (UC3M). A distance-based clustering algorithm for functional data.

13.30h-14.00h Discussion.

Parcticipants: Ana Arribas (UC3M), Eva Boj (UB), Teresa Costa (UB), Anna Esteve (ICO), Josep Fortiana (UB), Aurea Grané (UC3M), Helena Veiga (UC3M).

December 1-3, Organized session at ERCIM’12, Conference Center, Oviedo (Spain).

ES33: Advances in distance-based methods and applications (3-Dec).

15.00h-15.20h José Berrendero (UAM). Hierarchical linear discriminant analysis.

15.25h-15.45h Eva Boj (UB) Relative predictor importance in distance-based generalized linear models.

15.50h-16.10h Ana Arribas-Gil (UC3M) Analysis of dependence evolution in Spanish disabled population through funcional data analysis.

16.15h-17.35h Nadia Solaro (Univ. Milan-Bicocca) A sequential distance-based approach for imputing missing data: the forward imputation.

2011

February 3rd Workshop at Universidad Carlos III de Madrid, Room 17.2.47.

11.00h-14.00h Kick-Off meeting SDB-Project.

Video conference workshop. Participants: Eva Boj, Anna Esteve, Josep Fortiana,

Aurea Grané, Helena Veiga. Guest: Ana Arribas (UC3M).

September 23rd Workshop at Universidad Carlos III de Madrid, Room 5.1.5B.

11.00h-12.00h Irene Albarrán. On EDAD 2008.

12.00h-13.00h Josep Fortiana. About clustering and Prediction and related stuff.

13.00h-14.00h Discussion.

Participants: Eva Boj, Josep Fortiana, Aurea Grané, Juan Miguel Marín, Helena Veiga. Guests: Pablo Alonso (UA), Irene Albarrán (UC3M), Ana Arribas (UC3M).

December 17-19, Organized session at ERCIM’11, Senate House, University of London, UK. ES23: Advances in distance-based methods and applications (18-Dec).

11.05h-11.30h Josep Fortiana (UB). Influential subsets in distance-based (DB) prediction from genomic data.

11.30h-11.55h Eva Boj (UB). Applications of distance-based (DB) methods in actuarial science using R.

11.55h-12.20h Oriol Pujol (UB). New trends in error correcting output codes.

12.20h-12.45h Aurea Grané (UC3M). Profile identification via weighted related metric scaling: an application to Spanish dependent children.