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제목 [학술세미나] SEED 세미나 안내(18.09.13)
작성일 2018-09-14 14:43:37
내용 SEED Seminar Announcement


We cordially invite you to attend the SEED seminar by Prof. Tomaso Aste (UCL) on Thursday, 13 Sep 2018@5-6PM (UTC+8 note time difference).

* Title: Filtering information with networks: understanding market structure and predicting market changes
* Speaker: Tomaso Aste, UCL
* Time: 17:00-18:00 (Singapore), Thu, 13 Sep 2018
* Virtual seminar room: 
  webconf.vc.dfn.de/optimization<http://webconf.vc.dfn.de/optimization>
* Room Passcode: seed

Abstract: We are witnessing interesting times rich of information readily available for us all. Using, understanding and filtering such information has become a major activity across science, industry and society at large. Networks are excellent tools to represent and model complex systems such as the human brain or the financial market.  Sparse networks constructed from observational data of complex systems can be used to filter information by extracting the core interaction structure in a simplified but representative way [1,2]. I will show how information filtering networks built from similarity measures, both linear and non-linear, can be used to process information while it is generated reducing complexity and dimensionality while keeping the integrity of the dataset [1-3].  I’ll describe  how predictive probabilistic models can be associate to such networks [3,4].  I will show how reliable, predictive and useful these models are to describe financial market structure and to predict regime changes [5,6].

Reference Publications
[1] Tumminello, Michele, Tomaso Aste, Tiziana Di Matteo, and Rosario N. Mantegna. "A tool for filtering information in complex systems." Proceedings of the National Academy of Sciences of the United States of America 102, no. 30 (2005): 10421-10426.
[2] Aste, Tomaso, Tiziana Di Matteo, and S. T. Hyde. "Complex networks on hyperbolic surfaces." Physica A: Statistical Mechanics and its Applications 346, no. 1-2 (2005): 20-26.
[3] Massara, Guido Previde, Tiziana Di Matteo, and Tomaso Aste. "Network filtering for big data: triangulated maximally filtered graph." Journal of complex Networks 5, no. 2 (2016): 161-178.
[4] W Barfuss, GP Massara, T Di Matteo and T Aste, "Parsimonious modeling with information filtering networks" Physical Review E, 94(6), (2016): p.062306.
[5] Aste, Tomaso, W. Shaw, and Tiziana Di Matteo. "Correlation structure and dynamics in volatile markets." New Journal of Physics 12, no. 8 (2010): 085009.
[6] PF Procacci & T Aste, "Forecasting market states", arXiv preprint arXiv:1807.05836 (2018).



The SEED seminar series is jointly organized by researchers from National University of Singapore, Zuse Institute Berlin, The Institute of Statistical Mathematics, Academia Sinica, University College London, Seoul National University and the Hong Kong University of Science and Technology. SEED stands for Statistics maschinElEarning Datascience. Motivated by the availability of big complex data and the fast development of new techniques in machine learning and data science, SEED aims to provide an online research platform for seminars focusing on important and timely interdisciplinary research topics on Statistics, Machine learning, Data Science, Mathematics, Operation Research, Computer Science, and Engineering. The online seminar series are co-hosted and organised by several research institutes in different countries. The mission is to exchange research ideas, educate young researchers, and promote international research and education collaborations.For more information, please visit the SEED website https://seed.stat.nus.edu.sg/index.php

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We look forward to seeing you at the events!

Best regards

SEED Organisation Committee

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Confirmed seminars will be given by the following researchers:


Speaker Title   Date and Time   Host
Hong Kong, Singapore and Taiwan (UTC +8)        Japan and Korea
(UTC +9)        Germany
(UTC +1)        U.K.
(UTC)
Hideitsu Hino<https://researchmap.jp/read0143154/?lang=english> Current Dipole Localization from EEG with Birth-Death Process<https://seed.stat.nus.edu.sg/index.php/events#Hino>       Wed, 9 Jan 2019
16:00 - 17:00   Wed, 9 Jan 2019
17:00 - 18:00   Wed, 9 Jan 2019
09:00 - 10:00   Wed, 9 Jan 2019
08:00 - 09:00   ISM
Guido Germano<http://www.cs.ucl.ac.uk/people/G.Germano.html/>   Integral transform methods and spectral filters for the pricing of exotic options<https://seed.stat.nus.edu.sg/index.php/events#Guido>  Fri, 14 Dec 2018
17:30 - 18:30   Fri, 14 Dec 2018
18:30 - 19:30   Fri, 14 Dec 2018
10:30 - 11:30   Fri, 14 Dec 2018
09:30 - 10:30   UCL
Simone Righi<http://www.cs.ucl.ac.uk/people/S.Righi.html/>      Social closure and the evolution of cooperation via indirect reciprocity <https://seed.stat.nus.edu.sg/index.php/events#Simone>         Fri, 16 Nov 2018
18:00 - 19:00   Fri, 16 Nov 2018
19:00 - 20:00   Fri, 16 Nov 2018
11:00 - 12:00   Fri, 16 Nov 2018
10:00 - 11:00   UCL
Shuhei Mano<https://researchmap.jp/mano_shuhei/?lang=english>   A Direct Sampler from Log-affine Models with Aid of Computational Algebra<https://seed.stat.nus.edu.sg/index.php/events#Mano>   Wed, 31 Oct 2018
16:00 - 17:00   Wed, 31 Oct 2018
17:00 - 18:00   Wed, 31 Oct 2018
09:00 - 10:00   Wed, 31 Oct 2018
08:00 - 09:00   ISM
Giacomo Livan<http://www.cs.ucl.ac.uk/people/G.Livan.html/>     Reciprocity and success in academic careers<https://seed.stat.nus.edu.sg/index.php/events#Giacomo>      Thu, 11 Oct 2018
17:00 - 18:00   Thu, 11 Oct 2018
18:00 - 19:00   Thu, 11 Oct 2018
11:00 - 12:00   Thu, 11 Oct 2018
10:00 - 11:00   UCL
Ostap Okhrin<https://www.researchgate.net/profile/Ostap_Okhrin> Flexible HAR Model for Realized Volatility<https://seed.stat.nus.edu.sg/index.php/events#Ostap> Fri, 28 Sep 2018
16:30 - 17:30   Fri, 28 Sep 2018
17:30 - 18:30   Fri, 28 Sep 2018
10:30 - 11:30   Fri, 28 Sep 2018
09:30 - 10:30   NUS
Xuan Leng<https://lengxuan.weebly.com/> Bias correction for the maximum likelihood estimator of the extreme value index<https://seed.stat.nus.edu.sg/index.php/events#Xuan>     Fri, 14 Sep 2018
15:00 - 16:00   Fri, 14 Sep 2018
16:00 - 17:00   Fri, 14 Sep 2018
09:00 - 10:00   Fri, 14 Sep 2018
08:00 - 09:00   NUS
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