From September 23 to 27, the international autumn school "Time Series, Random Fields and Beyond" takes place at Ulm University. 45 mathematicians from five European countries, the USA and Japan are guests in Ulm to discuss the latest developments in research. The event was organized in collaboration with three renowned Japanese universities and research institutions: Tohoku University, the University of Tokyo and the Institute of Statistical Mathematics (Tokyo).

"The German-Japanese Autumn School offers a unique opportunity for international scientific exchange and for networking between young mathematicians and leading experts in stochastics," explains Professor Evgeny Spodarev from the Institute of Stochastics, who organized the event together with the Ulm Institute for Mathematical Finance. Twelve scientists came from Japan alone. The organizers of the conference are particularly proud of the fact that they have succeeded in inviting a whole range of renowned speakers who are among the leading researchers in their field. The 20 lectures and 15 poster presentations will cover topics such as time series and random fields, extreme value theory and econometrics, spatial statistics and stochastic geometry.

Among the guests from Japan is Professor Tomonari Sei from the University of Tokyo and his doctoral student Issey Sukeda. The Japanese statistician is an expert in stochastic processes. In his lecture, he focused on so-called Markov chains. This powerful mathematical forecasting tool can predict future events with only a limited amount of known history. His doctoral student presented a project at the poster session that showed how certain spatial (torus) graphs can be used for data analysis, for example to better interpret EEG signals and brain waves. However, Issey Sukeda is also interested in artificial intelligence and is currently setting up a start-up that uses stochastic methods to develop large language models such as Chat GPT. Rei Iwafuchi, a master's student at Tohoku University, is working on econometrics. He presented a project that investigates how probability-based models can be used in conjunction with deep learning for multidimensional financial data analysis. The three examples demonstrate how diverse the fields of application for stochastics are. As the Autumn School shows, they range from physics to materials science and economics to medicine.

Scientific exchange and personal encounters

Felix Benning and Luca Lotz did not have a fourteen-hour flight to get here. The young scientists, who both presented a poster, are doing their doctorates at the University of Mannheim and the German Aerospace Center (DLR). Benning is researching optimization on random functions to improve machine learning processes, while Lotz is working on the concept of hyperuniformity, which plays an important role in materials science for the mathematical description of crystals, gases and fluids. They have also come to Ulm. "The international autumn school is a great opportunity to meet other young researchers. We discuss our work and also have the opportunity to get to know each other," they both emphasize. Issey Sukeda from Tokyo, who also welcomed the opportunity for scientific and personal exchange, agrees. The foreign guests at the conference come not only from Japan, but also from France, Italy, Luxembourg, Austria and the USA. On the last evening together, a conference dinner is planned in a historic brewery in the center of Ulm – with traditional German food and beer. Many of the conference guests are curious about this too.

The German-Japanese Autumn School "Time Series, Random Fields and Beyond" 2024 continues a series of conferences between the Faculty of Mathematics and Economic Sciences and several Japanese research institutions. Events have already taken place in Tokyo in 2018, in Ulm in 2019 and in Sendai in 2022. "Over the years, we have built very close relationships with our Japanese partners. This allows us to build a strong bridge from Ulm and Europe to the Far East. Young scientists are now also benefiting from this," says Spodarev.

Further information:
Prof. Dr. Evgeny Spodarev, Institute of Stochastics, E-Mail: evgeny.spodarev(at)uni-ulm.de
Prof. Dr. Alexander Lindner (alexander.lindner(at)uni-ulm.de) and Prof. Dr. Robert Stelzer (robert.stelzer@uni-ulm.de) from the Institute of Mathematical Finance

Information on the internet:
https://www.uni-ulm.de/mawi/mawi-stochastik/allgemeines/aktuelles/fall-school-time-series-random-fields-and-beyond-2024/

Caption:
Group picture (Photo: Andrea Weber-Tuckermann / Ulm University): Group photo of the German-Japanese Autumn School in Ulm, in the first and second row, the members of the scientific committee in the front

Conference guests (photo: Andrea Weber-Tuckermann / Ulm University): The guests at the conference included (from left to right): Felix Benning, Luca Lotz, Prof. Tomonari Sei, Issey Sukeda and Rei Iwafuchi

Text and media contact: Andrea Weber-Tuckermann