IHS - Workshop - High-Dimensional Time Series in Macroeconomics and Finance

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General Information

Vienna Time Series workshops were launched in 2013 with the goal of exchanging ideas and discussing recent results in the analysis of high-dimensional time series. High-dimensional time series may well be the most common type of dataset in the "big data" revolution. They have entered current practice in many areas, including economics, finance and econometrics.  The analysis of such datasets poses significant challenges, both from a statistical as from a numerical point of view. The most successful procedures so far have been based on dimension reduction techniques and, more particularly, on high-dimensional factor models and on Bayesian modeling. The workshop series intends to bring together prominent researchers in these areas, to discuss new developments and trends and to enhance cross-fertilization between subfields.

Manfred Deistler
(Vienna University of Technology and Institute for Advanced Studies)
Leopold Sögner
(Institute for Advanced Studies and Vienna Graduate School of Finance)

Next Workshop

Time Series 2015

May 21-22, 2015
Venue Institute for Advanced Studies, Vienna, Austria

Past Workshop

Time Series 2013
Date May 2-4, 2013
Venue Institute for Advanced Studies, Vienna, Austria

Institute for Advanced Studies
Department of Economics and Finance
Stumpergasse 56, 1060 Vienna, Austria
Phone: +43 1 59991 145
e-mail: office.timeseries@ihs.ac.at



Latest News

Time Series 2015 - Scientific Program
The Scientific Program is online: https://www.conftool.net/timeseries2015/sessions.php

April 9, 2015

Time Series 2015 -  Abstract Submission
Submission of Abstracts for the 2nd Time Series Workshop is now open!

Oct 22, 2014

Time Series 2015
The Call for Papers for the 2nd Time Series Workshop is online!

Sept 4, 2014

Time Series 2015
The 2nd Time Series Workshop will be held on May 21-22, 2015!

June 19, 2013

Thank you to all participants of Time Series 2013!
Photos, slides and posters are now online.

May 13, 2013

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