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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)
All 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
Program booklet: Download the program booklet (PDF, 540KB)
Symposium photos: TBC
Best student paper awards: Yunyun Wang, Monash University (Winner); Jianjie Shi, Monash University (Runner-up)
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
- Boris Choy (Co-Chair)
- Nuttanan Wichitaksorn (Co-Chair)
- Eric Cheung
- Jianxin Wang
- Chao Wang
- Shiying (Alice) Gao
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)
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.
Venue
Address
133 Castlereagh St (C13B), Sydney NSW 2000
Get directions
