Time Series and Forecasting Symposium
2023 Symposium
TSF2023 is the fifth annual research event of the Time Series and Forecasting Research Group at the University of Sydney Business School to be held at the Business School's CBD Campus on Monday 20 November -Tuesday 21 November 2023.
For full details and registration, see the TSF2023 page.
This symposium aims to promote time series analysis and forecasting in business and other areas. The main themes of the event are, but not limited to:
- time series econometrics
- volatility modelling and risk forecasting
- risk assessment and management
- high-dimensional modelling and forecasting
- computational methods
- robust inferences
- machine learning and deep learning
International Keynote Speaker
Professor Yongmiao Hong, Chinese Academy of Science and University of Chinese Academy of Science, China
Title: Forecasting Inflation Rates: A Large Panel Micro-Level Data Approach
Australian Keynote Speakers
Professor Rob Hyndman, Monash University, Australia
Title: Forecast reconciliation: a brief overview
Professor Jiti Gao, Monash University, Australia
Title: Estimation and Inference for Vector Time Series Models with Time-Varying Parameters
Invited Speakers
Prof Peter Phillips, Yale University, USA
Title: 1984 Revisited with Curved Autoregression
Prof Timo Teräsvirta, Aarhus University, Demark
Title: The effect of the North Atlantic Oscillation on monthly precipitation in selected European locations: A nonlinear time series approach
Prof Shuping Shi, Macquarie University, Australia
Title: TBA
- Boris Choy (Co-Chair), Discipline of Business Analytics, The University of Sydney
- Simon Kwok (Co-Chair), School of Economics, The University of Sydney
- Fong (Alex) Lam, Discipline of Business Analytics, The University of Sydney
- Shelton Peiris, School of Mathematics and Statistics, The University of Sydney
- Ken Siu, Department of Actuarial Studies and Business Analytics, Macquarie University
- Nuttanan Wichitaksorn, Department of Mathematical Sciences, Auckland University of Technology
Past symposiums
The fourth Time Series & Forecasting Symposium was held on Thursday 1 December and Friday 2 December 2022.
The keynote speakers were Professor Gael Martin, Monash University, Australia and Professor Rodney Strachan, University of Queensland, Australia.
Best student paper awards: Yunyun Wang, Monash University (Winner); Jianjie Shi, Monash University(Runner-up)
Download the program booklet (PDF, 540KB)
The third Time Series & Forecasting Symposium was held on Monday 11 November and Tuesday 12 November 2019.
The international keynote speaker was Professor Morten Nielsen from Queen's University, Canada.
Download the program outline (pdf, 374KB).
The international keynote speaker was Professor Andrew J. Patton.
Download the 2018 program (pdf, 4.5MB)
The Sydney Time Series & Forecasting Symposium (TSF2017), held on Thursday 30 November 2017 and Friday 1 December 2017, was the inaugural annual research meeting of the Time Series and Forecasting Research Group of the University of Sydney Business School.
The international keynote speaker was Professor Javier Hidalgo, London School of Economics, UK.