PROGRAM

The following is a list of scheduled talks.

Wed 9
Chair: Andreas H. Hamel (Free University of Bozen-Bolzano)

09:00 – 10:30
Andreas H. Hamel (Free University of Bozen-Bolzano)
Tutorial: From multi-utility representations to complete lattice-valued utility maximization problems

10:30 – 11:00 Coffee break

11:00 – 11:45
Cosimo Munari (University of Zurich)
Multi-utility representations of incomplete preferences induced by set-valued risk measures

11:45 – 12:30
Gianni Bosi (University of Trieste)
Bi-multi-objective optimization, scalarization and maximal elements of preorders and interval orders

12:30 – 14:00 Lunch

14:00 – 14:45
Daniel Kostner (Free University of Bozen-Bolzano)
Set-valued quantiles for multi-criteria decision making

14:45 – 15:30
Maria Arduca (University of Milano Bicocca)
Subjective pricing in markets with frictions

Thu 10
Chair: Davide Ferrari (Free University of Bozen-Bolzano)

09:30 – 10:15
Raffaella Calabrese (University of Edinburgh)
Sample selection bias in peer-to-peer lending market

10:15 – 11:00
Fabrizio Durante (University of Salento)
Dissimilarity functions for rank-based hierarchical clustering of continuous variables

11:00 – 11:30 Coffee break

11:30 – 12:15
Davide La Vecchia (University of Geneva)
Estimation and testing for multivariate time series models: a measure transportation approach

12:15 – 14:00 Lunch

Chair: F. Marta L. Di Lascio (Free University of Bozen-Bolzano)

14:00 – 14:45
Ioannis Kosmidis (Warwick University & Alan Turing Institute)
Improved estimation of partially-specified models

14:45 – 15:30
Roberta Pappadà (University of Trieste)
Clustering of ego-networks: An application to elderly singles in Italy

15:30 – 16:00 Coffee break

16:00 – 16:45
Giacomo Francisci (University of Trento)
Local depth and clustering

16:45 – 17:30 Round table

Fri 11
Chair: Francesco Ravazzolo (Free University of Bozen-Bolzano)

09:00 – 09:45
Roberto Casarin (University Ca’ Foscari of Venice)
Bayesian Dynamic Tensor Regression

09:45 – 10:30
Leif Anders Thorsrud (BI Norwegian Business School)
Climate risk and commodity currencies

10:30 – 11:00 Coffee break

11:00 – 11:45
Marco Lorusso (Newcastle University)
Oil and Fiscal Policy Regimes

11:45 – 12:30
Jan Ditzen (Free University of Bozen-Bolzano)
Identifying dominant factors in panel time series models with cross-sectional dependence using lasso

12:30 – 12:40 Closing remarks