The 2022 Time Series & Forecasting Symposium is the fourth annual research event of the Time Series and Forecasting Research Group of the University of Sydney Business School.
This symposium aims to promote time series analysis and forecasting in business and other areas. The main themes of the event are, but not limited to, :
Dates: Thursday 1 December and Friday 2 December 2022
Venue: The University of Sydney Business School CBD Campus, Level 17, 133 Castlereagh Street, Sydney, NSW 2000
Full rate: $250 (incl. GST) for academic and industry participants on or before 15 November ($300 after 15 November)
Student rate: $125 (incl. GST) for full-time students on or before 15 November ($150 after 15 November)
Online full rate (non-Sydney participants only): $50
Online full-time student rate (non-Sydney participants only): $25
All in-person registrations include refreshments, lunches and symposium dinner.
Best Student Paper Competition: Student presentations will automatically be entered to this competition and a certificate and a prize will be awarded to the best paper.
Date: Thursday 1 December 2022
Abstract submission: Please send to firstname.lastname@example.org by email before 15 November 2022.
Registration: Register online
Professor Gael Martin, Monash University, Australia
Title: Loss-based Bayesian Prediction
Professor Rodney Strachan, University of Queensland, Australia
Title: Singular VARs
Professor Andrew Patton, Duke University, USA
Title: Bespoke Realized Volatility: Tailored Measures of Risk for Volatility Prediction
Professor Timo Terasvirta, Aarhus University, Denmark
Title: Long Monthly European Temperature Series and the North Atlantic Oscillation
Associate Professor Jennifer Chan, The University of Sydney, Australia
Title: Predicting Volatilities, Correlations and Returns of Stock Indices using Multivariate Conditional Autoregressive Range and Return Models
Associate Professor Mengheng Li, University of Technology Sydney, Australia
Title: Is Dimensionality reduction a Curse? Bayesian Analysis of the Mean-Volatility Dynamic Factor Model
Professor Ken Siu, Macquarie University, Australia
Title: Threshold AR Nearest-Neighbour models for claims reserving
Associate Professor Jae Kyung Woo, The University of New South Wales, Australia
Title: Optimal Relativities, Profitability, and Efficiency in a Modified Bonus-Malus System
The international keynote speaker was Professor Andrew J. Patton.
Download the 2018 program (pdf, 4.5MB)
The Sydney Time Series & Forecasting Symposium (TSF2017), held on Thursday 30 November 2017 and Friday 1 December 2017, was the inaugural annual research meeting of the Time Series and Forecasting Research Group of the University of Sydney Business School.
The international keynote speaker was Professor Javier Hidalgo, London School of Economics, UK.