Hedibert Freitas Lopes: Conference talks

1. Choleski Stochastic Volatility, Talk presented at the Oxford-Man Institute’s Conference on “Financial Econometrics & Vast Data”, University of Oxford, September 15th 2008

2. Tutorial on Sequential Monte Carlo Methods, Invited talk at the 2008-09 Program on Sequential Monte Carlo Methods, Kickoff Tutorials and Workshop, September 7th 2008.

3. Male germline X inactivation and the evolution of male genes in Drosophila, Invited talk, Workshop on the Interface of Medicine and Statistics, Celebrating 200 years of the Federal University of Rio de Janeiro Medicine School, August 2008.

4. Time-varying variances through copulas, Talk ministered at Forecasting in Rio, EPGE-FGV, Rio de Janeiro, Brazil, July 2008.

5. Generalized dynamic spatial factor models, Talk ministered at the Annual Meeting of the International Indian Statistical Association, Connecticut, May 2008.

6. Time-varying variances through copulas, Talk ministered at the Bayesian Inference Workshop, UFRJ, Rio de Janeiro, Brazil, February 2008.

7. Choleski stochastic volatility, Talk ministered at the XXVI Brazilian Colloquium of Matehmatics, IMPA, Rio de Janeiro, Brazil, July 2007. slides in PDF.

8. Dynamic spatial factor models, Talk ministered at the 2007 International Meeting of the Psychometric Society, Tokyo, Japan, July 2007. slides in PDF.

9. Choleski time-varying volatility models, Talk ministered at the V Workshop on Bayesian Inference in Stochastic Processes, Valencia, Spain, June 2007.

10. Time-varying joint distributions through copulas, Talk ministered at the Seminar on Bayesian Inference in Econometrics and Statistics, Washington University in St. Louis, Missouri, May 2007. slides in PDF.

11. Dynamic spatial factor models, Talk ministered at the 32th Spring Lecture Series, University of Arkansas Spatial and Spatio-Temporal Statistics Fayetteville, April 2007.

12. Dynamic spatial factor models, Talk ministered at the Workshop on Stochastic Processes and Spatial Statistics, University of Sao Paulo, Sao Paulo, October 2006. slides in PDF.

13. Dynamic spatial factor models, Talk ministered at the Joint Statistical Meetings, Seattle, August 2006. slides in PDF.

14. Factor stochastic volatility time-varying loadings and switching regime, Talk ministered at the VI Brazilian Meeting of Finance, Vitoria, Brazil, July 2006. slides in PDF.

15. Dynamic factor model with space-time varying loadings, Talk ministered at the XVII Brazilian Symposium of Probability and Statistics (SINAPE), Caxambu, Minas Gerais, July 2006. slides in PDF.

16. Time-varying variances through copulas, Talk ministered at the XVII Brazilian Symposium of Probability and Statistics (SINAPE), Caxambu, Minas Gerais, July 2006. slides in PDF.

17. Discussion of the paper Sequential Monte Carlo for Bayesian Computation by Del Moral, Doucet and Jasra. Valencia/ISBA Eighth World Meeting on Bayesian Statistics, Benidorm, Spain, June 2006.

18. Time-varying covariances: a Cholesky decomposition approach, Talk ministered at the Seminar on Bayesian Inference in Econometrics and Statistics Iowa City, April 2006.

19. Time-varying covariances: a Cholesky decomposition approach, Talk ministered at the Joint Statistical Meetings, Minneapolis, August 2005.

20. Time-varying covariances: a Cholesky decomposition approach, Talk ministered at the XI School of Time Series and Econometrics, Espirito Santo, Brazil, August 2005. slides in PDF.

21. Factor Stochastic Volatility Time-varying loadings and switching regime, Talk ministered at the XI School of Time Series and Econometrics, Espirito Santo, Brazil, August 2005.

22. Factor Stochastic Volatility Time-varying loadings and switching regime, Talk ministered at the IV Workshop on Bayesian Inference in Stochastic Processes, Varenna, Italy, June 2005. slides in PDF.

23. Time series mean level and stochastic volatility modeling by smooth transition autoregressions: a Bayesian approach, Talk ministered at the II Congreso Bayesiano de America Latina, Los Cabos in San Jose del Cabo, Baja California, Mexico, February 2005. slides in PDF.

24. Stock return and trading volume: a bivariate Bayesian Markov switching stochastic volatility analysis by MCMC and SMC, Talk ministered at the International Workshop/Conference on Bayesian Statistics and its Applications, Varanasi, India, January 2005. slides in PDF.

25. Time series mean level and stochastic volatility modeling by smooth transition autoregressions, Talk ministered at the III Annual Advances in Econometrics Conference Econometric Analysis of Economic and Financial Time Series, Louisiana State University, November 2004. slides in PDF.

26. Bayesian Inference and Model Assessment for the Analysis of Smooth Transition Autoregressive Time Series Models, Talk ministered at the 82th Symposium of the Behaviormetric Society of Japan on Recent Developments in Latent Variables Modelling, Tokyo University, August 2004.

27. Analise Bayesiana de Eventos Extremos com Estimacao do Limiar, Talk ministered at the XVI Brazilian Symposium of Probability and Statistics (SINAPE), Caxambu, Minas Gerais, July 2004.

28. Bayesian Model Assessment in Factor Analysis, Talk ministred at the ISBA 2004 World Meeting, Hotel Del Mar Convention Center, Viña Del Mar, Chile, May 23-27. slides in PDF.

29. Factor Stochastic Volatility through Smooth Transition autoregressions, Talk ministred at the VII Brazilian Meeting of Bayesian Statistics, Sao Carlos, Brazil, February 8-11, 2004. slides in PDF.

30. Model Assessment in Factor Analysis, Talk ministred at the Statistical Analysis of the Structure with the Latent Variable Model, Kobe University, Japan, December 19-20, 2003. slides in PDF.

31. Discussion of the paper Compound Markov Mixture Models with Applications in Finance by John Geweke and Giovanni Amisano. 2003 NBER/NSF Time Series Conference. In Honor of George Tiao's Retirement, September 19-20, 2003, Chicago.

32. Simulation-based sequential analysis of Markov switching stochastic volatility models , Talk ministred at the X Escola de Séries Temporais e Econometria, Hotel Fazenda Fonte Colina Verde, São Pedro, august 2003. slides in PDF

33. Bayesian Analysis of Extreme Events with Threshold Estimation, Talk ministred at the XIV Colóquio Brasileiro de Matemática, IMPA, Rio de Janeiro, July 2003. slides in PDF

34. Bayesian Inference and Selection in Smooth Transition Autoregressive Models Talk ministred at the X Simpósio de Estatística Aplicada à Experimentação Agronômica and XLVIII Reunião Anual da Região Brasileira da Sociedade Internacional de Biometria, Universidade Federal de Lavras, July 2003. slides in PDF

35. Univariate Stochastic Volatility through WinBugs. Talk ministred at the Workshop on Volatility, Graduate School of Economics, Fundação Getúlio Vargas, Rio de Janeiro, May 2003. slides in PDF

36. Aplicações de Modelos Longitudinais em Farmacocinética. Talk ministred at the "Celebração do Dia do Estatístico", Federal University of Rio de Janeiro, Rio de Janeiro, May 2003.

37. Factor Stochastic Volatility: Portfolio Allocation, Financial Contagion and Regime Switch. Invicted Talk, Stochastic Computation Meeting, SAMSI, Research Triangle Park, NC, October 2002. slides

38. Bayesian Meta-analysis for longitudinal data models using multivariate mixture priors. Talk ministred at XV Simpósio Nacional de Probabilidade e Estatística (SINAPE), Águas de Lindóia, São Paulo, July 2002.

39. Simulation-based sequencial analysis of Hidden Markov dynamic model. Talk ministred at the I Congresso Bayesiano da América Latina (I COBAL), Ubatuba, São Paulo, February 2002.
40. Comovements and Contagion in Emergent Markets: Stock Indexes Volatilities. Talk ministred at the XXIII Brazilian Meeting of Econometrics, Salvador, December 2001.

41. Simulation-based Sequential Analysis of Hidden Markov Dynamic Models. Talk ministred at the IX Brazilian Meeting of Time Series and Econometrics, Minas Gerais, August 2001.

42. Bayesian Inference and Forecast in Univariate and Multivariate Latent Structure Models. Conference talk ministred at the VII Brazilian School of Regression Models, São Carlos, São Paulo, Brazil, February, 12-14, 2001.

43. Time-Varying Covariance Structures in Currency Markets. Conference Talk ministred at the XXII Brazilian Meeting of Econometrics, Campinas - São Paulo, Dezember 2000.

44. Recent developments in Bayesian Factor Analysis. Conference talk ministred at the 14th Brazilian Symposium of Probability and Statistics (SINAPE), Caxambú, Minas Gerais, Brazil, July 24-28, 2000.

45. Meta-analysis for longitudinal data models using multivariate mixture priors. Conference talk ministred at the 45th meeting of the Brazilian Chapter of the Biometry International Society, São Carlos, Brazil, São Paulo July 20-21, 2000. With Peter Mueller and Gary Rosner.

46. Dynamic factor models: Time-varying loadings and stochastic volatility. Talk presented at the workshop on "Inference and Prediction in Financial Risk Management" - Tirano (Italian Alps), 9-12 september 1999. With Omar Aguilar and Mike West.

47. Some developments in Bayesian Factor Models. Invited talk. XXIII Coloquium of Mathematics, held at the Institute of Pure and Applied Mathematics (IMPA), Rio de Janeiro, july/1999.

48. Model Uncertainty in Factor Models. Invited talk at the Highly structured stochastic systems workshop on Structural learning in graphical models, Tirano, September, 1998. With Mike West.

49. Hyperparameter Estimation in Forecasting Models. Sixth Brazilian meeting of time series and econometrics. Canela, RS, aug/1997. With Alexandra Schmidt and Ajax Moreira.