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Time Series and Forecasting Symposium

An annual event held at the University of Sydney Business School
The Time Series and Forecasting Symposium promotes time series analysis and forecasting in business and other areas.

2022 Symposium

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, :

  • time series econometrics
  • volatility modelling and risk forecasting
  • risk assessment and management
  • high-dimensional modelling and forecasting
  • computation methods
  • robust inferences
  • machine learning and deep learning

Dates: Thursday 1 December and Friday 2 December 2022
Time: 9.00am-5.00pm
Venue: The University of Sydney Business School CBD Campus, Level 17, 133 Castlereagh Street, Sydney, NSW 2000
Registration fees: 
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. 

Symposium Dinner
Date: Thursday 1 December 2022
Time: 6.30pm-9.00pm
Venue: TBA

Abstract submission: Please send to tsf.symposium@sydney.edu.au by email before 15 November 2022. 

Enquiries: tsf.symposium@sydney.edu.au or boris.choy@sydney.edu.au

Registration: Register online

Keynote Speakers

Professor Gael Martin, Monash University, Australia
Title:
Loss-based Bayesian Prediction 

Professor Rodney Strachan, University of Queensland, Australia
Title:
Singular VARs 

Invited Speakers

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

Past symposiums

The third Time Series & Forecasting Symposium was held on Monday 11 November and Tuesday 12 November 2019. 

The international keynote speaker was Professor Morten Nielsen from Queen's University, Canada. 

Download the program outline (pdf, 374KB). 

The 2018 Time Series & Forecasting Symposium was the second annual research meeting of the Time Series and Forecasting Research Group of the University of Sydney Business School, and was held on Tuesday 13 November 2018 and Wednesday 14 November 2018. 

The international keynote speaker was Professor Andrew J. Patton.

Download the 2018 program (pdf, 4.5MB)

View the photos on Flickr

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.

Download the program outline (pdf, 549KB).

Venue

Address
133 Castlereagh St (C13B), Sydney NSW 2000

Get directions

Enquiries