5th Time Series and Forecasting Symposium (TSF2023)

 5th Time Series and Forecasting Symposium (TSF2023), 20 & 21 November 2023 

Dates: Monday, 20 November & Tuesday, 21 November 2023 Time: 9:00am – 5:00pm 

Venue: The University of Sydney Business School CBD Campus, Level 17, 133 Castlereagh
Street, Sydney, NSW 2000 

Map: Google search “The University of Sydney, CBD Campus” 

Call for Participation 

The Time Series & Forecasting Symposium is an annual research event of the Time Series
and Forecasting Research Group at the University of Sydney Business School.  This
symposium aims to promote time series analysis and forecasting in business and other
areas.  We welcome oral and poster presentations in all areas related to time series and
forecasting, and especially encourage contributions in the main themes: 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.  The Time Series & Forecasting Symposium 2023
(TSF2023) will be held in- person.  

International keynote speaker: 

Prof Yongmiao Hong, Chinese Academy of Science, China and University of Chinese Academy
of Science, China 

Australian keynote speakers: 

Prof Rob Hyndman, Monash University 

Prof Jiti Gao, Monash University 

Invited speakers: 

Prof Peter Phillips, Yale University 

Prof Timo Teräsvirta, Aarhus University 

Prof Shuping Shi, Macquarie University 

Registration fee (Full rate): A$250 (incl.  GST) for academic and industry participants
on or before 31 October ($300 after 1 November) Registration fee (Student rate): A$150
(incl.  GST) for full-time students on or before 31 October ($200 after 1 November) All
registrations include refreshments, lunches and symposium dinner 

Registration webpage: https://sydney.edu.au/business/our-research/research-groups/time-
series-and-forecasting/symposium.html 

Abstract submission: Please send to tsf.symposium@sydney.edu.au by email before 31
October 2023 Enquiries: tsf.symposium@sydney.edu.au or boris.choy@sydney.edu.au 

Symposium Dinner: 6.00pm-8.30pm on Tuesday, 21 November 2023 (Venue: Sky Phoenix, Level
6 Westfield Sydney, 188 Pitt Street, Sydney, NSW 2000) Best student poster competition:
All student presentations will be in the form of posters.  Students will deliver a
3-minute oral presentation on their work in an afternoon session on Tuesday, 21
November.  All the posters will be voted by participants with keynote speakers’ votes
carrying a 50% weightage.  A certificate and a prize will be awarded to the best paper
at the symposium dinner.  

Sponsors: Time Series and Forecasting Research Group, The University of Sydney Business
School, Discipline of Business Analytics, The University of Sydney Business School 

Local Organising Committee: 

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