Time Series and Forecasting Symposium
2024 Symposium
TSF2024 is the sixth 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 Thursday 28 November - Friday 29 November 2024.
For full details and registration, see the TSF2024 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 Wai Keung Li, Education University of Hong Kong, Hong Kong, China
Title: On threshold nonlinear time series with a buffer zone
Australian Keynote Speaker
Professor Mike Smith, Melbourne Business School, The University of Melbourne, Australia
Title: Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Invited Speakers
Professor Roberto Renò, ESSEC Business School, France
Professor Qihe Tang, School of Risk and Actuarial Studies, UNSW, Australia
- Boris Choy (Chair), Discipline of Business Analytics, The University of Sydney
- Simon Kwok, School of Economics, The University of Sydney
- Mengheng Li, Economics Discipline Group, UTS Business School, University of Technology Sydney
- Hanlin Shang, Department of Actuarial Studies and Business Analytics, Macquarie University
- Nuttanan Wichitaksorn, Department of Mathematical Sciences, Auckland University of Technology
- Yuning Zhang, Discipline of Business Analytics, The University of Sydney
Past symposiums
The fifth Time Series & Forecasting Symposium was held on Monday 20 November and Tuesday 21 November 2023.
The keynote speakers were Professor Professor Yongmiao Hong, Chinese Academy of Science and University of Chinese Academy of Science, China; Professor Rob Hyndman, Monash University, Australia; Professor Jiti Gao, Monash University, Australia.
Best Three-Minute Presentation Awards: Winner: Rajan Shanker, University of Sydney. Runners-up: Taiga Saito, Monash University and Shiqi Ye, Xiamen University and Chinese Academy of Sciences
Best Poster Awards: Winner: Taiga Saito, Monash University. Runners-up: Arezoo Orooji, Macquarie University, Lin Deng, University of Melbourne
Download the program booklet (PDF, 590KB)
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.