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
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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
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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
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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
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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 |