TIMEDATA: Statistical approaches to complex time-dependent data problems<\/strong><\/p>\n\n\n\nTime-dependent data, also known as temporal data, is a vital and ubiquitous aspect of various domains, including finance, economics, healthcare, weather forecasting, and social media analysis. As the availability and complexity of temporal data continue to increase, there is a growing need for adapted robust methodologies and techniques to model and analyze such data in order to extract valuable insights.<\/p>\n\n\n\n
Professor Taniguchi is a world-renowned expert in the analysis of such data, specialized in time series data analysis techniques and inference for stochastic processes (modelling, estimation, hypothesis testing). Since this combined skillset is not present at the 8xav福利导航 of Luxembourg, his visit would be a unique opportunity for researchers from all Faculties and Interdisciplinary Centers to learn about these approaches through discussions with him, a short course that he will teach and a workshop, and to collaborate with him on their burning research questions. Very concretely, he will work with Prof. Ley and his team on the creation of time series models for directional data on the sphere (with applications in many domains including space science and climatology), with Prof. Tripathi and colleagues from the Department of Economics and Management on estimating and forecasting econometric models to answer policy related questions, and with Prof. Pierret and colleagues from the Department of Finance on statistical inference in financial engineering, risk analysis and portfolio management. Outside the academic world, he shall give a public talk, organized within the realm of the Luxembourg Statistical Society, on modern challenges, risks and chances related to time-dependent data, have two meetings with representatives from banks and insurance companies in Luxembourg, and solidify links with the professional Japanese community (e.g., the Embassy of Japan) in Luxembourg.<\/p>\n<\/section>\n\n\n\n\n\n
\nDISTINGUISHED 2022<\/h2>\n\n\n\n