2022
Big Data and Machine Learning in Econometrics, Finance, and Statistics
Through October 8, 2022 William Eckhardt Research Center (ERC), Room 161
Organized by the University of Chicago Stevanovich Center for Financial Mathematics.
No registration needed.
SCIENTIFIC ORGANIZING COMMITTEE
Rina Foygel Barber, University of Chicago, Chao Gao, University of Chicago, Roger Lee, University of Chicago, Per Mykland, University of Chicago, Niels Nygaard, University of Chicago, Rebecca Willett, University of Chicago, Dacheng Xiu, University of Chicago, Lan Zhang, University of Illinois at Chicago.
Statistics Colloquium: Chao Gao
4:30–5:30 pm Jones 303
CHAO GAO, Department of Statistics, The University of Chicago
“Detection and Recovery of Sparse Signal Under Correlation”
CAM Colloquium: Christof Sparber
4:00–5:00 pm Jones 303
CHRISTOF SPARBER, Department of Mathematics, Statistics & Computer Science (MSCS), University of Illinois Chicago
“Nonlinear Ground States and The Long-time Behavior of Nonlinear Schrödinger Equations”
Student Seminar: Andrew Goldstein
12:00–2:00 pm Jones 304
Dissertation Presentation and Defense
ANDREW GOLDSTEIN, Department of Statistics, The University of Chicago
“A Variational Bayesian Approach for Combining Weak Learners into a Strong Learner in Regression Problems”
DSI Summer Lab Presents: Data & Democracy, From the Experts
4:30–6:30 pm Keller Center
Leveraging data science is essential to understanding—and developing innovative solutions to—the challenges facing democracy in the digital age. Through a partnership between the Data Science Institute and Center for Effective Government, UChicago’s Data & Democracy initiative is bringing together world-class talent from scholars across academic disciplines and practitioners on the front lines of our democracy to advance this important work.
Student Seminar: Rebecca Scurlock
11:30 am–12:30 pm Via Zoom
Master’s Thesis Presentation
REBECCA SCURLOCK, Department of Statistics, The University of Chicago
“Bayesian Meta-Analysis with Rare-Event Data: A Survival Modeling Approach”
Student Seminar: Yang Liu
1:00–2:00 pm Via Zoom
Master’s Thesis Presentation
YANG LIU, Department of Statistics, The University of Chicago
“Efficient Conditional Permutation Test via Grouping and Weighting”
Student Seminar: Zhengyan Xu
9:00–10:00 am Via Zoom
Master’s Thesis Presentation
ZHENGYAN XU, Department of Statistics, The University of Chicago
“A Comparison of Value-at-Risk Forecasting Approaches”
Student Seminar: Peter Laurin
11:00–11:30 am Via Zoom
Master’s Thesis Presentation
PETER LAURIN, Department of Statistics, The University of Chicago
“Genetic Interactions Underlie Time to Flowering in a Worldwide Collection of Arabidopsis Thaliana”
DSI Summer Lab Speaker Series: Dan Nicolae
11:00 am–12:00 pm JCL 390
Dan Nicolae, DSI Faculty Co-Director, Professor, Department of Statistics and the College, and Professor in the Departments of Human Genetics and Medicine, will present on his work in genomics and data science education.