Second Stern-Wharton Statistics Conference
Friday, May 2nd, 2008
Sponsored by the
Department of Statistics
The Wharton School of Business,
University of Pennsylvania
Cosponsor
Department of Information, Operations and Management Sciences
Leonard N.
Stern School
of Business, New York University
Abstract
This conference brings together the statistics departments
of the Stern and Wharton
Schools of Business to
share research in methodologies and applications of statistics. All interested researchers and practitioners
are welcome.
Each speaker will present for 35 minutes followed by a 10 minute discussion
period.
All
interested attendees must register in advance by Friday, April 18. In order to register, please
e-mail name, title, affiliation and address to Adam Greenberg, gadam@wharton.upenn.edu. The registration fee of $15, which
includes continental breakfast, refreshments, a box lunch, and an evening
reception, is waived for students, faculty, and staff
of
New York
University
and of the
University
of
Pennsylvania.
If you
are not a Penn or NYU student, staff or faculty member please mail a check for
$15 made out to University of Pennsylvania Department of Statistics to Adam
Greenberg, Department of Statistics, 3730 Walnut St., Philadelphia, PA
19104.
Conference Coordinators:
Edward I. George, Professor of Statistics, Wharton School of Business
Dylan Small, Assistant Professor of Statistics, Wharton School of Business
Gary Simon, Professor of Statistics, Stern School of Business
For additional information:
phone: (215)-898-8222
E-mail: Adam Greenberg, gadam@wharton.upenn.edu
FRIDAY, May 2, Jon M. Hunstman Hall, Room 250
8:15am Registration and Continental Breakfast
8:50am Welcome, Abba Krieger and Ed George
SESSION 1: Chair, Jeff Simonoff, The Stern School
9:00am Rebecca Sela, The Stern School
Computationally Efficient Gaussian Maximum Likelihood Methods for Vector ARFIMA Models
9:45am Abhishek Gupta, The Wharton School
Unsupervised Learning of Distance Metrics Using Predictability
10:30am Refreshment Break
SESSION 2: Chair, Dylan Small, The Wharton School
10:45am Avi Giloni, Sy Syms School of Business, Yeshiva University
Information Sharing in a Multi-Stage Supply Chain Under ARMA Demand
11:30am Tony Cai, The Wharton School
Large-Scale Multiple Testing: Finding Needles in a Haystack
12:15pm Lunch Break
Box lunch in the conference room, Huntsman Hall 250.
SESSION 3: Chair, Ed George, The Wharton School
1:30pm Chaitra Nagaraja, The Wharton School
From California to Connecticut: Examining House Price Models for the USA
2:15pm Yufeng Ding, Moody’s
An Investigation of Missing Data Methods for Classification Trees (with Extension to Logistic Regression)
3:00pm Refreshment Break
SESSION 4: Chair, Gary Simon, The Stern School
3:15pm Larry Brown, The Wharton School
In-Season Prediction of Batting Averages: A Field-test of Basic Empirical Bayes and Bayes Methodologies
4:00pm Robert Engle, The Stern School
Dynamic Equicorrelation
COCKTAIL RECEPTION
5:30pm The Drinker House, home of Edward George
241 Pine St., Philadelphia, PA 19106
All sessions will be held in Room 250 on the second floor of Jon M. Hunstman Hall, 3730 Walnut St.
Directions to the University of Pennsylvania are available here http://www-stat.wharton.upenn.edu/statweb/Information/Direction.html
The location of Hunstman Hall is shown here http://www-stat.wharton.upenn.edu/Images/pennmap.gif
An interactive campus map is here http://www.facilities.upenn.edu/mapsBldgs/view_map.php3?id=1
There is a public parking garage across the street from Huntsman Hall at the corner of 38th & Walnut Sts.
A hotel near the University of Pennsylvania is the University City Sheraton http://www.philadelphiasheraton.com/.
Discounted rooms are available to conference participants if reservations are made by April 1st.
Participants should identify themselves as attendees of the Stern-Wharton conference to receive the discount.
Reservations can be made by calling 1-877-459-1146.
