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DTSTART;TZID=Asia/Kolkata:20250320T133000
DTEND;TZID=Asia/Kolkata:20250320T150000
DTSTAMP:20250319T022234Z
CREATED:20250317T001554Z
LAST-MODIFIED:20250319T022234Z
UID:75068-1742477400-1742482800@www.ashoka.edu.in
SUMMARY:Visual Arts Colloquium
DESCRIPTION:Dear Ashokans\, \nThe Department of Visual Arts cordially invites you to a colloquium on Thursday\, 20th March 2025 \nTime: 1:30 PM – 3:00 PM \nVenue: AC04 – 401 \nTitle: Shooting elephants and the Performance of Imperial Power \nAbstract: In 1826 a beloved show elephant from India\, Chunee\, who had performed at Covent Garden theatre was executed at the Exeter Change menagerie in London\, in a sensational event that caught the public imagination. Poison\, ten-foot long spears with double-edged blades\, a firing squad\, a harpoon and finally 152 musket barrels were marshaled to kill him – an account illustrated widely in several dramatic prints and narrated in grisly detail in the catchpenny press of the day. His death was then celebrated in a play\, his body dissected by medical students\, his bullet-ridden skull submitted for phrenology\, his hide auctioned\, and his skeleton exhibited for years after to large crowds\, so that one account noted wryly that Chunee dead had proved as profitable as Chunee alive (Altick\, 1978). Chunee’s life and death were emblematic of colonial attitudes that at once revered the elephant\, but were simultaneously implicated in a necropolitical visual economy that acquired exotic animals from overseas empires\, as ostentatious imperial tributes to service a burgeoning mass entertainment and exhibition industry. Not only were live animals acquired for viewing in menageries\, zoos\, circuses\, theatres and private collections but a vast industry coalesced around viewing dead animals – in dissection rooms\, taxidermy displays\, natural history collections\, trophies\, or even executions themselves which drew vast crowds of viewers. This paper explores how images and reportage of the killing and its aftermath fueled a visual economy of its own across the signature forms of media journalism of the 19 th century expressing a particular relationship between imperial power and colonial subjects wrought around the body of the elephant.  \nSpeaker's bio: Niharika Dinkar teaches art history at Boise State University and works on the intersections between art and technology in nineteenth century South Asia. She is the author of Empires of Light: Vision\, Visibility and Power in Colonial India (University of Manchester Press\, 2019). Her work has been published in several journals including Art History\, Oxford Art Journal\, Photographies and South Asian Studies as well as a number of edited collections. She is currently working on the intersections between environmental and media ecologies involving the animal in nineteenth century visual culture. \nWe look forward to your active participation and engaging discussion. \n  \nWarm regards\, \nDepartment of Visual Arts
URL:https://www.ashoka.edu.in/event/visual-arts-colloquium/
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BEGIN:VEVENT
DTSTART;TZID=Asia/Kolkata:20250320T134000
DTEND;TZID=Asia/Kolkata:20250320T150000
DTSTAMP:20250320T113357Z
CREATED:20250313T185009Z
LAST-MODIFIED:20250320T113357Z
UID:74926-1742478000-1742482800@www.ashoka.edu.in
SUMMARY:New backtests for forecast distributions with application to market risk modeling\, Michael Gordy (Federal Reserve Board\, USA)
DESCRIPTION:Joint Department of Economics and SCDLDS talk\n“New backtests for forecast distributions with application to market risk modeling“\nby Michael Gordy \n\nFederal Reserve Board\nUSA \n\nMichael Gordy is a 30-year veteran of the Federal Reserve Board in Washington DC. His current research focus is econometrics\, specifically in backtesting of forecast distributions and in machine learning. At the Fed\, Michael serves as chief of a research unit that provides expertise on systemic risks in derivative markets\, stress testing of dealer trading books\, Treasury market reform\, and market liquidity. He has held visiting appointments at Princeton and at Indian School of Business\, and has served as co-Editor-in-Chief of the Journal of Credit Risk and as an associate editor of the Journal of Banking and Finance and the International Journal of Central Banking. In recognition of his contributions to the Basel II Capital Accord\, Michael received Risk Magazine’s 2004 Quant of the Year and GARP’s 2003 Financial Risk Manager of the Year awards. Michael received his PhD in Economics from MIT in 1994. \nAbstract: In this talk\, we begin with a broad overview of risk management in the trading operations of large banks. At the heart of these management systems lies a forecast model for the distribution of profit and loss (P&L) over the next trading day. The empirical validity of this model is assessed by backtesting of the model’s out-of-sample historical performance. Such backtests play a key role in supervisory examination of trading operations and in setting capital requirements. \n  \nWe study a class of backtests in which the test statistic depends on a spectral transformation that weights exceedance events by a function of the modeled probability level. The weighting scheme is specified by a kernel measure which makes explicit the user’s priorities for model performance. We show how the class embeds a wide variety of backtests in the existing literature\, and further propose novel variants which are easily implemented\, well-sized and have good power. This framework is extended to allow general Lebesgue-Stieltjes kernel measures with unbounded distribution functions\, which brings powerful new tests into the spectral class. Moreover\, by considering uniform distribution preserving transformations of PIT values the test framework is generalized to allow tests that are focused on both tails of the forecast distribution. \n\nDate: Thursday\, March 20\, 2025\nTime: 1:40 PM IST\nVenue: AC-04-301\nFor details: ashoka-cdlds@ashoka.edu.in or call: +91-9136857558\nZoom link: https://zoom.us/j/97229899200?pwd=0jbrXUBeCbU3aOiXhyv7p8lERzaG9L.1
URL:https://www.ashoka.edu.in/event/scdlds-eco-t01/
LOCATION:AC04-301\, Ashoka University\, Sonipat\, Haryana\, 131029\, India
CATEGORIES:Online Event,Seminar,Offline
ORGANIZER;CN="SCDLDS":MAILTO:ashoka-cdlds@ashoka.edu.in
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BEGIN:VEVENT
DTSTART;TZID=Asia/Kolkata:20250320T134000
DTEND;TZID=Asia/Kolkata:20250320T150000
DTSTAMP:20250317T020806Z
CREATED:20250317T015715Z
LAST-MODIFIED:20250317T020806Z
UID:75090-1742478000-1742482800@www.ashoka.edu.in
SUMMARY:Dept of Economics and SCDLDS joint colloquium: Michael Gordy
DESCRIPTION:Dear Ashoka Community\, \nThe Department of Economics jointly with the Safexpress Centre for Data\, Learning and Decision Sciences\, announces a colloquium: \nTopic: New backtests for forecast distributions with application to market risk modeling\nSpeaker: Michael Gordy\, Economist\, Federal Reserve Board\, USA\nDate: Thursday\, March 20\, 2025\nTime: 1:30–3:00 PM\nVenue: AC-04-LR-301 \nAbstract:\nIn this talk\, we begin with a broad overview of risk management in the trading operations of large banks. At the heart of these management systems lies a forecast model for the distribution of profit and loss (P&L) over the next trading day. The empirical validity of this model is assessed by backtesting of the model's out-of-sample historical performance. Such backtests play a key role in supervisory examination of trading operations and in setting capital requirements.\nWe study a class of backtests in which the test statistic depends on a spectral transformation that weights exceedance events by a function of the modeled probability level. The weighting scheme is specified by a kernel measure which makes explicit the user’s priorities for model performance. We show how the class embeds a wide variety of backtests in the existing literature\, and further propose novel variants which are easily implemented\, well-sized\, and have good power. This framework is extended to allow general Lebesgue-Stieltjes kernel measures with unbounded distribution functions\, which brings powerful new tests into the spectral class. Moreover\, by considering uniform distribution-preserving transformations of PIT values\, the test framework is generalized to allow tests that are focused on both tails of the forecast distribution. \nSpeaker Bio:\nMichael Gordy is a 30-year veteran of the Federal Reserve Board in Washington\, DC. His current research focus is econometrics\, specifically in backtesting of forecast distributions and in machine learning. At the Fed\, Michael serves as chief of a research unit that provides expertise on systemic risks in derivative markets\, stress testing of dealer trading books\, Treasury market reform\, and market liquidity. He has held visiting appointments at Princeton and the Indian School of Business and has served as co-Editor-in-Chief of the Journal of Credit Risk and as an associate editor of the Journal of Banking and Finance and the International Journal of Central Banking. In recognition of his contributions to the Basel II Capital Accord\, Michael received Risk Magazine's 2004 Quant of the Year and GARP's 2003 Financial Risk Manager of the Year awards. Michael received his PhD in Economics from MIT in 1994. \nFor additional details\, visit: https://www.ashoka.edu.in/event/scdlds-eco-t01/ \n\nWe look forward to your participation. \nBest regards\,\nSumegh\nSCDLDS Team \n 
URL:https://www.ashoka.edu.in/event/dept-of-economics-and-scdlds-joint-colloquium-michael-gordy/
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