Machine Learning for Economics and Econometrics

Start date

Friday, 7 Jun 2019, 10:00

End date

Friday, 7 Jun 2019, 17:00

Room
M1-19 (Athene)
Building
Van der Goot Building
Location
Campus Woudestein
Location
Dinner at Euromast (by invitation only)
Spoken Language
English

Increasingly large, complex and nonstandard datasets have become widely available. This trend has triggered the development and proliferation of an interdisciplinary body of applied and theoretical work, commonly coined as 'machine learning', in all fields of science. The fields of economics and econometrics are no exception. 

This workshop explores how such methods perform and are used in a variety of economic environments characterized by multiple sources of heterogeneity, high-dimensionality of covariates, complex dependence structure and/or time instability. 

Programme

TimeWorkshopDocuments
10:00-10:30  Registration and Refreshments 
10:30 -11:30  

Keynote Talk: Serena Ng (Columbia):
“Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data” (joint with Rishab Guha)

 
11:30 - 12:15  Michael Mcmahon  (Oxford):
"Policymakers Uncertainty" (joint with Anna Cieslak and Stephen Hansen)
 
12:15 - 13:30 Lunch 
13:30 - 14:15

Svetlana Bryzgalova (LBS):
Forest through the Trees: Building Cross‐Sections of Stock Returns" (joint with Markus Pelger and Jason Zhu)

 
14:15-15:00

Dimitris Korobilis (Essex):
"High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms”

 
15:00-15:30  Coffee Break 
15:30-16:15

Elena Manresa (NYU):
"Artificial Intelligence for Structural Estimation" (joint with Guillaume Pouliot and Tetsuya Kaji)

 
16:15-17:00

Anders Kock (Oxford):
“Functional Sequential Treatment Allocation” (joint with David Preinerstorfer and Bezirgen Veliyev)

 
17:00-17:30

Closing Drinks

 
18:00  

Speakers’ Dinner at Euromast (by invitation only)

 

Registration

Deadline for the registration is 24 May 2019. The registration is closed.

Organisers

    More information

    For more information please contact Anneke Kop at eb-secr@ese.eur.nl