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DTSTART;TZID=Europe/London:20240916T091500
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SUMMARY:1st Conference on "Econometrics with Data Science"
DESCRIPTION:We are excited to announce that the 1st Conference “Econometrics with Data Science” is going to take place at London Road Campus\, University of Reading on 16th September 2024\, in an in-person format. The conference will bring together esteemed researchers in the fields of econometrics and data science\, featuring a keynote talk by Prof Lorenzo Trapani from the University of Leicester and the Università di Pavia\, along with presentations from eight speakers showcasing their latest work.\n\nSpeakers\n\n\nKeynote Speaker:\n\nProf Lorenzo Trapani (University of Leicester and Università di Pavia)\n\nSpeakers: \n\n\n\n\n\nSiddharth Arora (Saïd\, Oxford)\n\nStephen Kastoryano (Reading)\n\nShifan Yu (OMI\, Oxford)\n\nKaterina Chrysikou (Leicester)\n\n\n\nXiaohan Xue (Bath)\n\nJack Fosten (Bayes)\n\nAbhishek Pal Majumder (Reading)\n\nShixuan Wang (Reading)\n\n\n\n\n\n Program\n\n\nPreliminary Program*: \n\n\n\n09.15 – 09.45\nReception/Coffee\n\n\n09.45 – 10.00\nWelcome Speech\n\n\n10.00 – 11.00\nKeynote: Lorenzo Trapani (University of Leicester and Università di Pavia) \n“Inference in Matrix-valued Time Series with Common Stochastic Trends and Multi Factor Error Structure”\n\n\n11.00 – 11.40 \n \nSiddharth Arora (Saïd Business School\, University of Oxford) \n“Combining an Ensemble of Probability Distribution Forecasts”\n\n\n11.40 – 12.20\nStephen Kastoryano (Department of Economics\, University of Reading) \n“Causally Evaluating Selection: Biological\, Behavioural and Institutional Effects on the Kidney Transplant Waitlist”\n\n\n12.20 – 13.30\nLunch\n\n\n13.30 – 14.10 \n \nShifan Yu (Oxford-Man Institute\, University of Oxford) \n“Realized Candlestick Wicks” (SSRN)\n\n\n14.10 – 14.50\nKaterina Chrysikou (School of Business\, University of Leicester) \n“High Dimensional Generalised Penalised Least Squares”\n\n\n14.50 – 15.30\nXiaohan Xue (School of Management\, University of Bath) \n“The Likelihood Ratio Test for Changes in High-Dimensional Network”\n\n\n15.30 – 16.00\nCoffee Break\n\n\n16.00 – 16.30\nJack Fosten (Bayes Business School\, City\, University of London) \n“Autoregressive Difference-in-Differences”\n\n\n16.30 – 17.00\nAbhishek Pal Majumder (Department of Mathematics and Statistics\, University of Reading) \n“Rare Event Simulations for Regime-Switching Processes”\n\n\n17.00 – 17.30\nShixuan Wang (Department of Economics\, University of Reading) \n“Detecting Changes in GARCH(1\,1) Processes without Assuming Stationarity’’ (SSRN)\n\n\n\n*This version of program is preliminary and may be subject to change. \n\nDate and Venue\n\n\n\nAttendance:  In-person (free to attend)\nDate:              Monday\, 16th September 2024\nVenue:           Room G03\, Building L22\, London Road Campus\, University of Reading\, Reading\, RG1 5AQ.\n\nThe London Road Campus is approximately a 15-20 min walk or 5-10 min by taxi from Reading train station. Please kindly note that this is not the main campus. For google directions please click here. To find the building\, please check the map of London Road Campus. \n\n Registration\n\n\nPlease register your attendance by 13 Sept: here (closed) \nThis conference is open to academics and practitioners from all around the world. \nThere is no registration fee for this conference. \nRefreshments and lunch will be provided for all attendees throughout the conference. \n\nTravel\n\n\nThe beautiful town of Reading (of Berkshire county) is located very close to London. It takes about 25 minutes by taxi to arrive from London Heathrow airport\, and about 50 minutes by bus. There also are frequent direct trains connecting London Gatwick airport that takes about 90 minutes. Arriving from Central London is also easy\, since there are direct trains every 15 minutes from London Paddington station to Reading that can take about 25 minutes. Reading station is also connected with fast trains with other big cities of England with airport such as Bristol\, Birmingham\, Manchester etc. \nThere are many accommodation options available in Reading. The usual hotel websites would help. \nVery many tourist attractions such as the Windsor Castle\, Lego Land\, Ascot Racecourse\, the city of Oxford\, Winchester\, South Downs National Park\, are also within half an hour commute from Reading. \nUseful links: Taxi company in Reading\, Another taxi company in Reading\, Great Western Railways\, Bus from Heathrow\, things to do in Berkshire. \n\n Organisers and Sponsor\n\n\nThe conference is organised by Shixuan Wang (shixuan.wang@reading.ac.uk) and Stephen Kastoryano (s.p.kastoryano@reading.ac.uk)\, within Econometrics with Data Science (EwDS) research cluster at University of Reading. If you have any questions\, please feel free to contact them. \nThe conference is sponsored by the Centre for Economic Institutions and Business History. \n\n Group Photo
URL:https://research.reading.ac.uk/economics/event/1st-conference-on-econometrics-with-data-science/
LOCATION:Room G03\, Building L22\, London Road Campus\, University of Reading\, Reading\, RG1 5AQ
CATEGORIES:Conferences
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