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CC = Vancouver Convention Centre   F = Fairmont Waterfront Vancouver
* = applied session       ! = JSM meeting theme

Activity Details

587 Wed, 8/1/2018, 2:00 PM - 3:50 PM CC-West 117
Risk Modeling — Contributed Papers
Section on Risk Analysis
Chair(s): Xin Cao, Merck
2:20 PM Inference on Multiple AUCs Based on the Combination of Multiple Biomarkers

Shu-Hui Lin, National Taichung University of Science and Technology
2:35 PM Variational EM Type Algorithm Using Divergences:Applications to Privacy Analytics

Lei Li, George Mason University; Anand N Vidyashankar, George Mason University
2:50 PM The Predictive Risk of Misspecified Quantile Regression

Alexander Giessing, University of Michigan; Xuming He, University of Michigan
3:05 PM A Coskewness Shrinkage Approach for Estimating the Skewness of Linear Combinations of Random Variables

Dries Cornilly, KU Leuven and VUB; Kris Boudt, Vrije Universiteit Brussel; Tim Verdonck, KU Leuven
3:20 PM Divergence-Based Risk Measures: a Discussion on Sensitivities and Extensions

Meng Xu, Sichuan University; José Miguel Angulo Ibáñez, University of Granada
3:35 PM Add Time Dimension to the Prediction: a Multi-Stage, Sequential Prediction Model

Zheng Zhang, Brown University