TALKS GIVEN AT CONFERENCES, SEMINARS, AND WORKSHOPS

The Fifth International Conference of the Thailand Econometric Society, invited speaker, Chiang Mai, January 12-13, 2012

Kyoto Symposium on Recent Development in Statistics, Empirical Finance and Econometrics, invited speaker, , November 29 - December 1, 2011, Kyoto University, Japan.

Wakayama Symposium on Theory and Applications for Empirical Likelihood and Discriminant and Cluster Analysis, invited speaker, December 2 - 4, 2011, Wakayama, Japan.

Waseda University Symposium - Theory and Applications for Time Series Analysis & Atami Seminar, invited speaker, March 1-4, 2011, Japan.

Workshop on Recent Advances in Nonlinear Time Series Analysis in Singapore, invited speaker, February 7-18, 2011. National University of Singapore, Singapore.

The 4th Conference of Thailand Econometric Society, invited speaker, invited speaker, January 13 - 14, 2011, Chiang Mai, Thailand.

The 4th International Conference on CFE 10 (Computational and Financial Econometrics) and ERCIM (European Research Consortium for Information and Mathematics), invited speaker, December 10-12, 2010, London, UK.

19^th International Conference on Computational Statistics, invited speaker, August 22-27, 2010, Paris, France.

The 2010 Spring Conference of the Korean Statistical Society held jointly with the Asia Regional Section of the International Association for Statistical Computing, invited speaker, May 21-22, 2010, Daejeon, Korea.

International Workshop on Bayesian Econometrics and Statistics, invited speaker, February 4-5, 2010, University of Tokyo, Japan.

The 3^rd Conference of Thailand Econometric Society, invited speaker, January 7 - 8, 2010, Chiang Mai, Thailand.

The 3rd International Conference on CFE 09 (Computational and Financial Econometrics)  and 2nd ERCIM 09 (European Research Consortium for Information and Mathematics), Scientific Program Committee,  invited speaker, and two-session organizer, October 29-31, 2009, Limassol, Cyprus.

COMISEF (Computational Optimization Methods in Statistics, Econometrics and Finance), Tutorial on Statistical Model Selection, speaker, October 26-28, 2009,  Limassol, Cyprus.

2009 Meeting of Japanese Federation of Statistical Science Association (JFSSA), invited speaker, September 6-9,  2009, Doshisha University, Japan.

The 29^th Annual International Symposium on Forecasting (ISF) 2009,  invited speaker and two-session organizer, June 21-24, 2009, Hong Kong.

Department of Information Systems, Business Statistics and Operations Management, the Hong Kong University of Science and Technology, Hong Kong 6.19.2009, invited speaker.

Professor Yasuhiro Omori -”Multivariate Stochastic Volatility with Cross Leverage”

 Cathy Chen - "Bayesian Causal Effects in Quantiles: Accounting for Heteroscedasticity”

Conference on Statistical Models and Methods in Quantitative Finance and Related Topics, invited speaker, 1.5.2009-1.6.2009, Academia Sinica, Taipei, Taiwan.

The Joint Meeting of 4th World Conference of the IASC and 6th Conference of the Asian Regional Section of the IASC on Computational Statistics & Data Analysis, Invited speaker, Scientific Program Committee and two-session organizer, ,12.5.2008-12.8.2008, Yokohama, Japan.

The Fourth National Conference of Economists in the topic of "ASEAN Economic Development", keynote speaker, 10.24.2008, Chiang Mai, Thailand.

“Time Series Analysis and Bayesian Approach”, School of Economics, Chiang Mai University,  8.11.2008-8.15.2008, Plenary lecture, Chiang Mai, Thailand.

The 9^th International Society for Bayesian Analysis (ISBA) World Meeting, invited speaker and Program Committee, July 21-25, 2008, Hamilton Island, Australia.

The 2nd International Conference on Computational and Financial Econometrics (CFE08), invited speaker, Scientific Program Committee, and two-session organizer, June 19-21, 2008, Neuchâtel, Switzerland.

Spring Bayes 2007 (annual meeting of the Australasian Society for Bayesian Analysis),  Keynote speaker, September 26-28, 2007, Gold Coast,  Australia.

 Invited speaker, the International Workshop on Quantitative Finance and Risk, invited speaker, 7.15.2007, National Chung Hsing University, Taiwan.

Evaluating Three-regime Threshold Generalized Autoregressive Conditionally Heteroskedastic Models, the 2007 International Association for Statistical Computing – Asian Regional Section Special Conference, June 7-8 2007, Seoul, South Korea.

The Third Symposium on Econometric Theory and Applications, 4.13. -4.15.2007, HKUST, Hong Kong.

Bayesian Computation with Applications in Finance; invited tutorial speaker, the International Workshop on Scientific Computing Models Algorithms and Applications, December 7-9 2006, Hong Kong.

Bayesian Computation with Applications in Finance & Bayesian model selection for heteroskedastic models; Plenary lecture, the International Workshop on Scientific Computing Models Algorithms and Applications, December 7-9 2006, Hong Kong.

University of New South Wales, Department of Economics, seminar speaker, Sydney, Australia, November 17, 2006.

University of Sydney, Discipline of Econometrics and Business Statistics, seminar speaker, Sydney, Australia, September 22, 2006

Monash University, Department of Econometrics and Business Statistics, seminar speaker, Melbourne, Australia, September 8, 2006.

Chen, C. W. S. and Gerlach, R. (2006) Bayesian Inference and model comparison for asymmetric smooth transition heteroskedastic models, the Australian Statistical Conference/New Zealand Statistical Association Conference 2006, invited talk, 7.3.2006 – 7.6.2006, Auckland, New Zealand.

Academica Sinica, Department of Economics, seminar speaker, Taipei, Taiwan, May 9, 2006.

(a) On Asymmetric Smoothing Transition Heteroskedastic Models The 5^th IASC (International Association for Statistical Computing) Asian Conference on Statistical Computing, 12.15.2005 -12.17.2005, Hong Kong.

(b) Forecast Volatility from Threshold Heteroscedastic Range Models.  The 5^th IASC (International Association for Statistical Computing) Asian Conference on Statistical Computing, 12.15.2005 -12.17.2005, Hong Kong.

Chen, C. W. S., Gerlach, Richard, and So, M. K. P. (2005)  Comparison of Non-nested Asymmetric Heteroscedastic Models,  The 25th International Symposium on Forecasting 2005. 6.12.2005 - 6.15.2005, San Antonio, Texas, US.

Gerlach, R., Chen, C. W. S., Lin, S. Y., Huang, M. H.  (2005) Asymmetric reaction to trading volume: Evidence from major stock markets based on a double-threshold model, WEAI (Western Economic Association International) Pacific Rim Conference, 1.14.2005 - 1.16.2005, Hong Kong.

Chen, C. W. S., So, M. K. P., and, Gerlach, R. H.  (2004) Assessing and testing for threshold nonlinearity in stock returns, Workshop on Sequential Analysis, Time Series and Related Topics, 12.27.2004 - 12.28.2004, invited speaker, Academica Sinica, Taiwan.

Chen, C. W. S. and So, M. K. P. (2004) On a threshold heteroscedastic model and its applications to financial market. Symposium in Financial Econometrics 2004, invited speaker, 10.15.2004, Ling Tung College, Taichung.    

Chen, C. W. S. and So, M. K. P. (2004) On a threshold heteroscedastic model. Threshold Models and New Developments in Time Series, 7.12.2004 - 7.14.2004, invited speaker, University of Hong Kong, Hong Kong.     

Chen, C. W. S. , So, M. K. P., and Feng-Chi (2004) Best Subset Selection of ARX Models with Conditional Heteroscedasticity. 7.9.2004, University of Newcastle, Australia     

Chen, C. W. S., So, M. K. P., and, Gerlach, R. H.  (2004) An assessment of asymmetry in financial markets: evidence of asymmetric response to both the US and local market news. The 24th International Symposium on Forecasting 2004. 7.4.2004-7.7.2004, invited speaker, Sydney, Australia.         

Chen, C. W. S., So, M. K. P., J. Y. Lee, and Y. P. Chang (2003) Applications of fat-tailed distributions in financial time series. The Bernoulli Society EAPR Conference, 12.18.2003 - 12.20.2003, invited speaker, Hong Kong University of Science and Technology (HKUST), Hong Kong.  

Chen, C. W. S. (2003) Discussant, Space-Time Models for Count Processes with Application to Hurricane Activity Analysis (Xu-Feng Niu), 2003 NBER/NSF Time Series Conference In Honor of George Tiao's Retirement, 9.19.2003 - 9.20.2003, Chicago, USA

Chen, C. W. S., So, M. K. P., and Liu, Feng-Chi (2002) Best subset selection of ARX-GARCH models. The 22^nd, International Symposium on Forecasting 2002. 6.23.2002-6.26.2002, Dublin, Ireland.

Chen, C. W. S. and Chen, S.Y. (2001) Double TAR-GARCH Models for Financial Time Series, the 2^nd International Symposium on Business and Industrial Statistics, 8.20.2001 –8.21.2001, Yokohama, Japan.

Chen, C. W. S. (2001) On Estimation of Fractionally Integrated ARMA Models with Asymmetric Conditional Hetroscedasticity, the Fifth ICSA International Conference, 8.17.2001- 8.19,2001, Hong Kong.

Fourth International Conference on Monte Carlo And Quasi-Monte Carlo Methods in Scientific Computing.  Hong Kong Baptist University, Hong Kong, special session talk, 11.27.2000 - 12.1.2000

International Society for Bayesian Analysis Sixth World Meeting: ISBA2000. Heraklion, Crete Greece.  5.28.2000 - 6.1.2000.

Hong Kong International Workshop on Statistics in Finance, Hong Kong. 7.5.1999 – 7.8.1999

The 13^th International Workshop on Statistical Modeling, New Orleans, USA 7.27.1998 - 7.31.1998

1996 ASA Joint Statistical Meetings, Chicago, USA, invited speaker, 8.4.1996 - 8.8.1996

1995 ASA Joint Statistical Meeting,  Orlando, USA. 8.13.1995 - 8.17.1995

1994 ASA Joint Statistical Meeting, Toronto, Canada. 8.14.1994 - 8.18.1994

The Second North American Regional of the International Society for Bayesian Analysis (ISBA), Toronto, Canada. 8.12.1994 - 8.13.1994

1993 ASA Winter Conference, Fort Lauderdale, USA. 1.3.1993 - 1.5.1993