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
Confirmed Speakers:
Jianqin Fan (Princeton University)
"FAST-NN for Big Data Modeling in Economics and Finance"
https://fan.princeton.edu/
Degui Li (University of York)
"Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series"
https://www.york.ac.uk/maths/staff/degui-li/
Edgar Dobriban (The Wharton School, University of Pennsylvania)
"A framework for statistical inference via randomized algorithms"
https://statistics.wharton.upenn.edu/profile/dobriban/
Zhentao Shi (Department of Economics, The Chinese University of Hongkong)
"The Boosted Hodrick-Prescott Filter"
https://www.econ.cuhk.edu.hk/econ/en-gb/people/faculty?view=faculty&id=ztshi
Richard Samworth (University of Cambridge)
“Optimal nonparametric testing of Missing Completely At Random, and its connections to compatibility”
http://www.statslab.cam.ac.uk/~rjs57/
Heather Battey (Imperial College London)
"Inducement of population-level sparsity"
https://www.imperial.ac.uk/people/h.battey
Anna Bykhovskaya (Duke University)
"High-dimensional canonical correlation analysis"
https://annabykhovskaya.com/
Alexander Aue (UC Davis, Department of Statistics)
"Bootstrapping linear spectral statistics in high dimensions"
https://statistics.ucdavis.edu/people/alexander-aue/
Weiguang Liu (University of Cambridge)
“High-dimensional covariance estimation with structural information”
https://www.econ.cam.ac.uk/people/phd/wl342/
