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Homepage: http://3weco.unipv.it/users/staff/pgiudici/www/tirano99.html
Organizers: Paolo Giudici (Pavia), Gareth Roberts, Joe Whittaker (Lancaster)
Deadline for abstracts: March 31, 1999
Description:
There is growing interest in management of risk by financial institutions such as banks, mutual loan societies, loan providers, chain stores, supermarkets, and credit agencies. Statistics is a
major contributor of techniques and methods and an aim of the workshop is to provide a discussion of new developments in statistical modelling and inference as applied to risk
management.
The focus of the conference is applications and specific topics include prediction, discrimination, stochastic volatility, repeated measures, latent variable and hidden Markov models, Bayesian and simulated inference; market segmentation, data mining, targetting models for risk evaluation, scorecard development, behaviour scoring, account and portfolio management and stock market movements.
Speakers: Flavio Addolorato (Banca Commerciale Italiana, Italy), Giorgio Consigli (Unicredito Italiano, Italy), Petros Dellaportas (Athens University of Economics and Business, Greece), Alan Lucas (BarclayCard, United Kingdom), Graham Platts (Scorex , Germany), Eric Renault (CREST, France), Neil Sheperd (Nuffield College Oxford, United Kingdom), Walter Zucchini (University of Gottingen, Germany)
Date received: April 02, 1999
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