Where are the nuggets Wolfgang Karl Härdle

Where are the nuggets ? Wolfgang Karl Härdle 1

future research energy & real estate time varying stat brain and behavior dynamic curves demography social networks default intensities 2

Energy & real estate Electricity demand Real estate t = monthly temperature x 1, x 2, = linear effect x 3 - x 13 = mont dummy This needs to be done 1. for different cities, ocations 2. for different tail curves Hae Rit Son (2012) is not 3

time varying stat The parameter lambda varies with time it corresponds to the relative size of nonzero to zero coefficients SIM = single Index Models, they can be penalized as well in a Lasso or SCAD context. Applications to Co. Var time varying Lasso SIMs in high dim 4

Brain and behavior RPID tasks behavior location activity identification cross sections cross section of probands recording of actions FPCA 5

Dynamic Curves implied corr smile RC < MFIC realized correlation RHO_t Model free Implied Corr MFIX RHO_WIGGLE_t 6 Sell RV of Basket buy RV of constituents

growth and population adaptivity bootstrap many stat questions significance Demography China Asia Figure 2 presents the scatterplot of initial size of each age group against its change in the period 1960 -1990, together with a regression line. The negative slope of all estimated lines implies convergence within each age group across EU-15 countries. Those countries that started with low proportions of a given age group tended to increase the size of that group, while the opposite is true for countries that started with a high proportion, thus leading 7 trend? economic model

Lehmann Brothers Default Proba default intensities How many firms belly up? RMI Cooperation adaptive techniques data bases 8

Social Networks Quantlet topography Which code helps me? visualisation minimal spanning tree 9

Goldrush 10