2024
Student Seminar: Yichen Ji
2:30–3:00 pm Searle 236
Monday, May 1, 2024, at 2:30 PM, in Searle 236, 5735 S Ellis Avenue
Master’s Thesis Presentation
Yichen Ji, Department of Statistic, The University of Chicago
“Realized Volatility Forecasting with Machine Learning”
Student Seminar: Xiaoran Cheng
2:00–2:30 pm Searle 236
Thursday, May 1, 2024, at 2:00 PM, in Searle 236, 5735 S Ellis Avenue
Master’s Thesis Presentation
Xiaoran Cheng, Department of Statistic, The University of Chicago
“Large Language Models and Textual Analysis for Stock Return Prediction”
Student Seminar: Chad Schmerling
1:30–2:00 pm Searle 236
Wednesday, May 1, 2024, at 1:30 PM, in Searle 236, 5735 S Ellis Avenue
Master’s Thesis Presentation
Chad Schmerling, Department of Statistics, The University of Chicago
“A Granular Approach: Constructing and Evaluating Financial Factors at High-Frequency Intervals”
Student Seminar: Zhanpeng Song
11:00–11:30 am Jones 111
Wednesday, May 1, 2024, at 11:00 AM, in Jones 111, 5747 S. Ellis Avenue
Master’s Thesis Presentation
Zhanpeng Song, Department of Statistic, The University of Chicago
“Approaches to Spectral Estimation of Covariance for High-Dimensional Data Analysis”
Student Seminar: Yifang Zhang
10:30–11:00 am Jones 111
Wednesday, May 1, 2024, at 10:30 AM, in Jones 111, 5747 S. Ellis Avenue
Master’s Thesis Presentation
Yifang Zhang, Department of Statistic, The University of Chicago
“Volatility Forecasting and VaR Performance: Insights from Emerging Markets”
Student Seminar: Theodora Ko
3:00–3:30 pm Jones 111
Tuesday, April 30, 2024, at 3:00 PM, in Jones 111, 5747 S. Ellis Avenue
Master’s Thesis Presentation
Theodora Ko, Department of Statistics, The University of Chicago
“Minimizing Empty Truck Miles Driven via Decision-Theoretic Online Learning and Link Prediction on a Temporal Transportation Graph”
Student Seminar: Haoyuan Mao
2:00–2:30 pm Jones 111
Tuesday, April 30, 2024, at 2:00 PM, in Jones 111, 5747 S. Ellis Avenue
Master’s Thesis Presentation
Haoyuan Mao, Department of Statistics, The University of Chicago
“Apply Generalized Gamma Distribution in Two part MELS model”
Student Seminar: Yuqi Niu
1:30–2:00 pm Jones 111
Tuesday, April 30, 2024, at 1:00 PM, in Jones 111, 5747 S. Ellis Avenue
Master’s Thesis Presentation
Yuqi Niu, Department of Statistics, The University of Chicago
“The Application of a Hybrid Garch-type Model with Quantile Regression Neural Network on the Estimation of Value-at-Risk of Corporate Stocks”
Student Seminar: Ruiqin Li
1:00–1:30 pm Jones 111
Tuesday, April 30, 2024, at 1:00 PM, in Jones 111, 5747 S. Ellis Avenue
Master’s Thesis Presentation
Ruiqin Li, Department of Statistics, The University of Chicago
“Variance Estimation for the Calibration Estimator”
Student Seminar: Yibei Cai
12:30–1:00 pm Jones 111
Tuesday, April 30, at 12:30 PM, in Jones 111, 5747 S. Ellis Avenue
Master’s Thesis Presentation
Yibei Cai, Department of Statistics, The University of Chicago
“Examination on the effectiveness of Time Series Momentum”