{"id":3961,"date":"2024-09-04T15:53:00","date_gmt":"2024-09-04T14:53:00","guid":{"rendered":"https:\/\/research.reading.ac.uk\/economics\/?post_type=tribe_events&p=3961"},"modified":"2024-09-16T23:40:33","modified_gmt":"2024-09-16T22:40:33","slug":"1st-conference-on-econometrics-with-data-science","status":"publish","type":"tribe_events","link":"https:\/\/research.reading.ac.uk\/economics\/event\/1st-conference-on-econometrics-with-data-science\/","title":{"rendered":"1st Conference on “Econometrics with Data Science”"},"content":{"rendered":"
We are excited to announce that the 1st Conference “Econometrics with Data Science”<\/strong> is going to take place at\u00a0London Road Campus<\/i>, University of Reading on 16th September 2024, <\/strong>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<\/strong> from the University of Leicester and the Universit\u00e0 di Pavia, along with presentations from eight speakers showcasing their latest work.<\/div>\n
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Speakers<\/strong><\/h2>\n
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Keynote Speaker<\/strong>:<\/div>\n
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Prof Lorenzo Trapani (University of Leicester and Universit\u00e0 di Pavia)<\/figcaption><\/figure>\n<\/div>\n
Speakers:\u00a0<\/strong><\/div>\n
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Siddharth Arora (Sa\u00efd, Oxford)<\/figcaption><\/figure><\/td>\n
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Stephen Kastoryano (Reading)<\/figcaption><\/figure><\/td>\n
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\"Shifan
Shifan Yu (OMI, Oxford)<\/figcaption><\/figure><\/td>\n
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\"Katerina
Katerina Chrysikou (Leicester)<\/figcaption><\/figure><\/td>\n<\/tr>\n
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\"\"
Xiaohan Xue (Bath)<\/figcaption><\/figure><\/td>\n
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\"Jack
Jack Fosten (Bayes)<\/figcaption><\/figure><\/td>\n
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\"Abhishek
Abhishek Pal Majumder (Reading)<\/figcaption><\/figure><\/td>\n
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\"Shixuan
Shixuan Wang (Reading)<\/figcaption><\/figure><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n\n<\/div>

Program<\/strong><\/h2>\n
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Preliminary Program*:<\/strong><\/p>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
09.15 \u2013 09.45<\/strong><\/td>\nReception\/Coffee<\/strong><\/td>\n<\/tr>\n
09.45 \u2013 10.00<\/td>\nWelcome Speech<\/td>\n<\/tr>\n
10.00 \u2013 11.00<\/td>\nKeynote<\/strong>: Lorenzo Trapani (University of Leicester and Universit\u00e0 di Pavia)<\/p>\n

\u201cInference in Matrix-valued Time Series with Common Stochastic Trends and Multi Factor Error Structure\u201d<\/em><\/strong><\/td>\n<\/tr>\n

11.00 \u2013 11.40<\/p>\n

 <\/td>\n

Siddharth Arora (Sa\u00efd Business School, University of Oxford)<\/p>\n

\u201cCombining an Ensemble of Probability Distribution Forecasts\u201d<\/em><\/strong><\/td>\n<\/tr>\n

11.40 \u2013 12.20<\/td>\nStephen Kastoryano (Department of Economics, University of Reading)<\/p>\n

\u201cCausally Evaluating Selection: Biological, Behavioural and Institutional Effects on the Kidney Transplant\u00a0Waitlist\u201d<\/em><\/strong><\/td>\n<\/tr>\n

12.20 \u2013 13.30<\/strong><\/td>\nLunch<\/strong><\/td>\n<\/tr>\n
13.30 \u2013 14.10<\/p>\n

 <\/td>\n

Shifan Yu (Oxford-Man Institute, University of Oxford)<\/p>\n

\u201c<\/em><\/strong>Realized Candlestick Wicks<\/em><\/strong><\/span>\u201d (SSRN<\/span><\/a>)<\/em><\/strong><\/td>\n<\/tr>\n

14.10 \u2013 14.50<\/td>\nKaterina Chrysikou (School of Business, University of Leicester)<\/p>\n

\u201cHigh Dimensional Generalised Penalised Least Squares\u201d<\/em><\/strong><\/td>\n<\/tr>\n

14.50 \u2013 15.30<\/td>\nXiaohan Xue (School of Management, University of Bath)<\/p>\n

\u201cThe Likelihood Ratio Test for Changes in High-Dimensional Network\u201d<\/em><\/strong><\/td>\n<\/tr>\n

15.30 \u2013 16.00<\/strong><\/td>\nCoffee Break<\/strong><\/td>\n<\/tr>\n
16.00 \u2013 16.30<\/td>\nJack Fosten (Bayes Business School, City, University of London)<\/p>\n

\u201cAutoregressive Difference-in-Differences\u201d<\/em><\/strong><\/td>\n<\/tr>\n

16.30 \u2013 17.00<\/td>\nAbhishek Pal Majumder (Department of Mathematics and Statistics, University of Reading)<\/p>\n

\u201cRare Event Simulations for Regime-Switching Processes\u201d<\/em><\/strong><\/td>\n<\/tr>\n

17.00 \u2013 17.30<\/td>\nShixuan Wang (Department of Economics, University of Reading)<\/p>\n

\u201cDetecting Changes in GARCH(1,1) Processes without Assuming Stationarity\u2019\u2019 (SSRN<\/a>)<\/em><\/strong><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

*This version of program is preliminary and may be subject to change.<\/p>\n\n<\/div>

Date and Venue<\/strong><\/h2>\n
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