The topic of the conference concerns the large datasets becoming
available in Economics and Finance, and the techniques to treat
these data. Their treatments require both new structural economic
models, and new statistical tools.
This conference will bring together researchers in Economics/
Finance, specialists of the modelling of these new data, and
theoretical statisticians.
This event aims to facilitate the transfer of some statistical methods
and inference techniques such as statistics on manifolds, composite
likelihood approaches, sparse regressions, factor models, granularity
theory, to the needs of researchers in Economics and Finance.
Organizing Committee
Serge Darolles (Université Paris-Dauphine)
Christian Gouriéroux (U of Toronto / Crest)
Ismael Mourifié (U of Toronto)
Invited Speakers
Alberto Abadie (Harvard University) - Yves Atchadé (University of Michigan) - Jianqing Fan (Princeton)
Ivan Fernandez-Val (Boston University) - Stéphane Gaiffas (Polytechnique School, Paris) - Christian Gouriéroux
(U of Toronto) - Marc Hallin (Free University of Brussels) - Ivana Komunjer (UCSD) - Sanjog Misra (Chicago Booth school
of business) - Nancy Reid (University of Toronto) - Ronnie Sadka (Boston College)
To register, please visit the conference website registration page:
http://www.fields.utoronto.ca/activities/16-17/BigDataEcoFin
(or contact Ismael Mourifie at ismael.mourifie@utoronto.ca)