On Friday February 4th, invited speaker Evgenii Vladimirov (PhD candidate at the University of Amsterdam and Tinbergen Institute) gave a talk. (Title of the article: Estimating Option Pricing Models Using a Characteristic Function-Based Linear State Space Representation, you can read the report in more detail here).
The seminar was held in English.
This week we are waiting for the CEBA Talk of Christian Brownlees (Associate Professors in Statistics at Universitat Pompeu Fabra). Title: Empirical Risk Minimization for Time Series: Nonparametric Performance Bounds for Prediction.
A YouTube stream and recording of the seminar will be available. We are looking forward to seeing you at the seminar!