International Workshop on
High-Dimensional Dependence and Copulas:
Theory, Modeling, and Applications

January 3-5, 2014, Beijing, China

Workshop History:

This international workshop is evolved from the four workshops that were successfully held in various parts of the world. The first two workshops on vine copulas were held in Delft in November 2007 and in December 2008 respectively. The third workshop was held in Oslo in December 2009. The fourth workshop in the series was held in Munich in May 2011. The current workshop, which we have re-branded as "International Workshop on High-Dimensional Dependence and Copulas: Theory, Modeling, and Applications", focuses on the theoretical aspect and practical applications of the high-dimensional dependence models. This is a much broader theme compared to the previous workshops in order to reflect the recent advances in dependence and copulas. Additional resource on the high-dimensional copulas can be found at http://vine-copula.org


Pre-Workshop Short Courses:

Two short courses (vine copula inference and implementation, and multivariate extremes, etc.) will be arranged on January 3, 2014. The targeted audience includes advanced PhD students and junior faculty.


Submission Instruction:

In addition to keynote speeches and invited talks, the workshop will arrange several contributed sessions. The contributed papers within the theme of the workshop are welcome and the presentation abstracts can be submitted to dependence@cias-cufe.org and the deadline for submission is extended to December 10, 2013. The organizers of the workshop will make arrangements with two journals to publish special issues for the papers selected by workshop participants.


Current List of Confirmed Invited Speakers:


Current conference: one 2014         Past conferences: one 2014