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2023 Symposium for High Dimensional Econometric and Machine Learning

2023-06-28 10:07
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2023 Symposium for High Dimensional Econometric and Machine Learning


Time: June 29, 2023 (Thursday)

Venue: Room 508, Weilun Building, SEM, Tsinghua University

Zoom ID:861 0471 3315,  Password:067655

   

8:00-8:30: Registration

8:30-8:45: Opening Remarks

Speaker: Chong-En Bai, Dean of the School of Economics and Management, Tsinghua University

8:45-10:15: Invited Session 1

Chair: Liangjun Su, Tsinghua University


[1] “STEEL: Singularity -- Aware Reinforcement Learning”

Xiaohong Chen, Yale University

[2]  “Econometric Learning: A Selected Review”

Chunrong Ai, Chinese University of Hong Kong, Shenzhen

[3] “Learning Before Testing: A Selective Nonparametric Test for Conditional Moment Restrictions”

Zhipeng Liao, University of California, Los Angeles


10:15-10:45: Tea Break

10:45-12:15:Invited Session 2

Chair: Sainan Jin, Tsinghua University


[1]“ Regularized GMM for Time-Varying Models with Applications to Asset Pricing”

Yongmiao Hong, University of Chinese Academy of Sciences

[2] “Causal Inference with Convex Clustering”

Xiaoxia Shi, University of Wisconsin, Madison

[3] “Machine Learning Algorithm for Fingerprint-based Indoor Localization: A Structural Approach”

Haiqing Xu, University of Texas, Austin


12:15-13:30: Lunch

13:30-15:00: Invited Session 3  

Chair: Hongjun Li, Tsinghua University


[1] “Robust Quantile Factor Model”

Songnian Chen, Zhejiang University

[2]  “Estimation of Heterogeneous Panel Data Models with an Application to Program Evaluation”

 Xun Lu, Chinese University of Hong Kong

[3] “Control Interactive Fixed effects with Diversified Projections”

Kunpeng Li, Capital University of Economics and Business


15:00-15:30: Tea Break

15:30-17:00: Invited Session 4  

Chair:  Yingjie Feng, Tsinghua University


[1] “Stochastic Arbitrage with Market Index Options”

Brendan Beare,  University of Sydney

[2] “Unconfoundedness with Network Interference”

Michael Leung,  University of California, Santa Cruz

[3] “A Unifying Framework for Testing Shape Restrictions”

Zheng Fang, Emory University


17:30-19:30:Dinner(By invited )

Local Organizing Committee

Chair

Liangjun Su, School of Economics and  Management, Tsinghua University

Co-Chair

Sainan Jin, School of Social Sciences & School of Economics and Management, Tsinghua University

Member

Hongjun Li, School of Social Sciences, Tsinghua University

Yingjie Feng, School of Economics and Management, Tsinghua University