Workshop on Big Data in Economics and Finance
The Janeway Institute and the Cambridge Endowment for Research in Finance (CERF) are sponsoring a Workshop on Big Data in Economics and Finance. The event will be held in the Winstanley Theatre at Trinity College, University of Cambridge from 15th - 16th May 2023, times TBC.
Click here to view the Programme
Enquiries: Marion Reusch
Jianqin Fan (Princeton University)
"FAST-NN for Big Data Modeling in Economics and Finance"
Degui Li (University of York)
"Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series"
Edgar Dobriban (The Wharton School, University of Pennsylvania)
"A framework for statistical inference via randomized algorithms"
Zhentao Shi (Department of Economics, The Chinese University of Hongkong)
"The Boosted Hodrick-Prescott Filter"
Richard Samworth (University of Cambridge)
“Optimal nonparametric testing of Missing Completely At Random, and its connections to compatibility”
Heather Battey (Imperial College London)
"Inducement of population-level sparsity"
Anna Bykhovskaya (Duke University)
"High-dimensional canonical correlation analysis"
Alexander Aue (UC Davis, Department of Statistics)
"Bootstrapping linear spectral statistics in high dimensions"
Weiguang Liu (University of Cambridge)
“High-dimensional covariance estimation with structural information”