Daily Schedule

December 17 (Tuesday):

Opening Remarks [08:50 – 09:20]: Location: HSS International Conference Hall Speaker: Vice President Fan-Sen Wang, Academia Sinica Chair: Ching-Shui Cheng, Kamhomn Kan, and Ruey S. Tsay

Plenary Session 1 [09:20 – 10:10]: Location: HSS International Conference Hall Title: An appreciation of Professor George C. Tiao from Across the Ocean Speaker: Howell Tong, London School of Economics Chair: Wen-Jang Huang, National University of Kaohsiung

Plenary Session 2 [10:10 – 11:00]: Location: HSS International Conference Hall Title: ARIMA Model Based Seasonal Adjustment at Work: Automatic Large-scale Performance Speaker: Agustin Maravall, Bank of Spain Chair: Chung-Shu Wu, Academia Sinica

Photo Session / Break [11:00 – 11:20]:

Parallel Sessions [11:20 – 12:30]: Session 1A (Seasonal adjustment and Functional time series) Location: HSS 1st Conference Room Chair: Jin-Lung Henry Lin, National Dong Hwa University 11:20 a.m. Comparing ARIMA Model-Based and Census X-11 Seasonal Adjustment William Bell, U.S. Census Bureau 11:55 a.m. Convolution Autoregressive Models for Functional Time Series Rong Chen, Rutgers University

Session 1B (Credit risk) Location: HSS 2nd Conference Room Chair: Shih-Ti Yu, National Tsing-Hua University 11:20 a.m. Measuring Credit Risk of Individual Corporate Bonds and Deriving Term Structures of Default Probabilities Takeaki Kariya, Kyoto University 11:55 a.m. The Forecast of the Systemic Credit Risk of Taiwan’s Banking System and Its Use in Implementing Basel III Capital Requirement Ching-Fan Chung, National Tsing Hua University

Lunch break [12:30 – 13:30]:

Parallel Sessions [13:30 – 15:15]: Session 2A (Factor models) Location: HSS 1st Conference Room Chair: Rouh-Jane Chou, National Tsing Hua University 1:30 p.m. Dynamic Principal Components in Time Domain Daniel Peña, Carlo de III, Spain 2:05 p.m. Monitoring Structural Stability of Dynamic Factor Models Wen-Jen Tsay, Academia Sinica 2:40 p.m. Recent Developments in High-Dimensional Time Series Ruey S. Tsay, University of Chicago

Session 2B (Biostatistics and inference) Location: HSS 2nd Conference Room Chair: Chen-Hsin Chen, Academia Sinica 1:30 p.m. Characterization of hESC Transcriptome by Hybrid Sequencing Wing Hung Wong, Stanford University 2:05 p.m. Revitalizing Clinical Trial Methodology and Translational Statistics Lee-Jen Wei, Harvard University 2:40 p.m. Coverage-based Rarefaction and Extrapolation: Standardizing Samples by Completeness Rather Than Size Anne Chao, National Tsing-Hua University

Break [15:15 – 15:30]:

Parallel Sessions [15:30 – 17:15]: Session 3A (China study) Location: HSS 1st Conference Room Chair: Ray Yeutien Chou, Academia Sinica 3:30 p.m. Prospect of China’s Economic Growth and Reform Weiying Zhang, Peiking University 4:05 p.m. Preliminary Analysis on Mainland China’s Inflation Data Songxi Chen, Peiking University and Iowa State University 4:40 p.m. Analysis of Chinese Inter-industry Spillover Effect of R&D Pinfang Zhu, Shanghai Academy of Social Sciences

Session 3B (Time series and dependent data) Location: HSS 2nd Conference Room Chair: Mong-Na Lo Huang, National Sun Yat-sen University 3:30 p.m. Multivariate Stochastic Regression: Sparsity, Singular Value Decomposition and Time Series Applications Tze Leung Lai, Stanford University 4:05 p.m. Estimating Social Inter-correlation with Samples Network Data Hansheng Wang, Peiking University 4:40 p.m. On Recent Developments of Nonstationary and Long-Memory Time Series Ngai-Hang Chan, Chinese University of Hong Kong

Banquet [18:00 – 20:30 ]- The Butterfly Dining: Location: No 297-1 Zhongxiao East Road, Section 5, Taipei, Taiwan Buses leave Humanity and Social Sciences Center at 17:30 Statistica Sinica Dinner Speech: Chair: Ruey S. Tsay Speakers: Kung-Yee Liang, National Yang-Ming University Jeff Wu, Georgia Institute of Technology

Daily Schedule

December 18 (Wednesday):

Plenary Session 3 [09:20 – 10:10]: Location: HSS International Conference Hall Title: Prequential Testing of Time-Series Models Speaker: Philip Dawid, Cambridge University Chair: Jeff Wu, Georgia Institute of Technology

Plenary Session 4 [10:10 – 11:00]: Location: HSS International Conference Hall Title: Beyond Statistics: The Legacy of George Tiao on Environmental Science Speaker: Donald J. Wuebbles, University of Illinois, Urbana-Champaign Chair: Norden E. Huang, National Central University

Break [11:00 – 11:20]:

Parallel Sessions [11:20 – 12:30]: Session 4A (Environment) Location: HSS 1st Conference Room Chair: Jane-Ling Wang, University of California, Davis 11:20 a.m. George Tiao and the Issue of Ozone Change Alvin (Jim) Miller, Climate Prediction Center/NCEP/NWS/NOAA 11:55 a.m. Association of Cardiovascular Responses with Source-Apportioned Fine Particle Air Pollutions in Beijing Jing-Shiang Hwang, Academia Sinica

Session 4B (Finance) Location: HSS 2nd Conference Room Chair: Sheng-Cheng Hu, Academia Sinica 11:20 a.m. Local-Momentum Autoregression for Modeling Interest Rate and Term Structure Jin-Chuan Duan, National University of Singapore 11:55 a.m. On Buffered GARCH Processes Wai Keung Li, Hong Kong University

Lunch break and poster session [12:30 – 14:00]:

Parallel Sessions [14:00 – 15:45]: Session 5A (Bayesian inference) Location: HSS 1st Conference Room Chair: Dennis K.J. Lin, The Pennsylvania State University 2:00 p.m. Being an Informed Bayesian: Assessing Prior Informativeness and Prior-Likelihood Conflict Xiao-Li Meng, Harvard University 2:35 p.m. Bayesian Inference on Smoothed Lexis Diagrams with Applications to Lung and Breast Cancer Trends Chao Agnes Hsiung, National Health Research Institutes 3:10 p.m. Combination of Forecasts and Bayesian Prediction Bounds for Operating Room Durations, Even for Procedures with Few or No Historical Data Johannes Ledolter, University of Iowa and Vienna University of Economics and Business

Session 5B (Parsimony and model selection) Location: HSS 2nd Conference Room Chair: Hung Chen, National Taiwan University 2:00 p.m. Aspects of Dimension Reduction and Variable Selection from Forward, Backward, and Parsimonious Modeling Perspectives Ker-Chau Li, Academia Sinica 2:35 p.m. Parsimony Inducing Priors for Large Scale State-Space Models Hedibert Freitas Lopes, George Washington University 3:10 p.m. A Misspecification-Resistant Information Criterion Ching-Kang Ing, Academia Sinica

Break [15:45 – 16:00]:

Parallel Sessions [16:00 – 17:10]: Session 6A (Dependent data) Location: HSS 1st Conference Room Chair: Yi-Ching Yao, Academia Sinica 4:00 p.m. Estimation of Extreme Quantiles for Functions of Dependent Random Variables Qiwei Yao, London School of Economics 4:35 p.m. Time Evolution of Income Distribution Yi-Ting Chen, Academia Sinica Session 6B (Finance) Location: HSS 2nd Conference Room Chair: Shin-Kun Peng, Academia Sinica 4:00 p.m. Risk Measures Based on First Four Moments and Resulting Trading Strategies Chung-Ming Kuan, National Taiwan University 4:35 p.m. Forecast of Portfolio Returns and Trading Strategies Hwai-Chung Ho, Academia Sinica

Closing Remark [17:10 – 17:25]: Location: HSS International Conference Hall Speaker: George C. Tiao Chair: Ching-Shui Cheng , Kamhon Kan, and Ruey S. Tsay

Dinner (Invited Speakers) [18:00 – 20:30] - Shin Yeh: Shin Kong Mitsukoshi Xinyi Branch Location: 8F, No. 9, Songshou Rd., Xinyi Dist., Taipei, Taiwan (A9 of Shin Kong Mitsukoshi Xinyi Place Branch, 8F) Buses leave Humanity and Social Sciences Building at 17:40