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Future Research Dynamics: Energy, Real Estate & Social Trends

Explore cutting-edge research topics including time-varying statistical methods, dynamic curves in finance, demographic trends, default intensities, and social network analysis. Investigate the correlation between energy demand and real estate prices, study behavior and brain functions, and understand the implications of changing default probabilities in financial markets. Utilize advanced statistical models like SIM (Single Index Models), Lasso, and SCAD for comprehensive analyses. Discover the dynamic nature of Lasso models and their applications in high dimensions. Analyze population growth patterns, adaptivity, and economic models, especially focusing on Asia and China. Uncover the interconnectedness within social networks through visualization techniques. Stay informed about the latest developments in finance, demography, and social sciences to navigate future research effectively.

jermaine-bonner
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Future Research Dynamics: Energy, Real Estate & Social Trends

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  1. Where are the nuggets ? • Wolfgang Karl Härdle

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

  3. Energy & real estate • Electricity demand • Real estate t = monthly temperature x1, x2, = linear effect x3- x13 = mont dummy This needs to be done 1. for different cities, locations 2. for different tail curves Hae Rit Son (2012) is not sufficient here

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

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

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

  7. Demography many stat questions significance trend? economic model • growth and population • adaptivity • bootstrap • 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 to a homogeneisation of the demographic structure across European nations.

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

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

  10. Goldrush

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