Big Data and Machine Learning in Econometrics, Finance, and Statistics, October 3-5, 2019, Chicago

This conference on Big Data and Machine Learning in Econometrics, Finance and Statistics will bring together academics from various fields to explore the questions of when, why and how to apply machine learning and big data to the fields of econometrics, finance and statistics. Speakers will discuss new developments related to the opportunities and challenges posed by very large datasets.

 

  • Registration to attend the conference is now closed!  Please note: Unregistered guests won’t be able to access the conference room as seats are limited.
  • View our Program (as of 10/1/2019)
  • Peruse the Abstracts (as of 10/1/2019)
  • For additional details on the conference, please visit our Logistics page.

 

SCIENTIFIC ORGANIZING COMMITTEE

Frank Diebold, University of Pennsylvania, Chao Gao, University of Chicago, Eric Ghysels, University of North Carolina, Roger Lee, University of Chicago, Per Mykland, University of Chicago, Niels Nygaard, University of Chicago, Dacheng Xiu, University of Chicago, Lan Zhang, University of Illinois at Chicago.

Jointly organized by the University of Chicago Stevanovich Center for Financial Mathematics, the University of North Carolina Rethinc.ML center and the University of Pennsylvania.

CONFIRMED SPEAKERS

Speakers are added as they confirm

Andrii Babii, Econometrics, University of North Carolina at Chapel Hill

Rina Foygel Barber, Statistics, University of Chicago

Peter Carr, Finance & Risk Engineering, New York University

Andrew Dai, Machine Intelligence, Google

Frank Diebold, Economics, Finance & Statistics, University of Pennsylvania

Kay Giesecke, Management Science & Engineering, Stanford University

Jiashun Jin, Statistics, Carnegie Mellon University

Tracy Ke, Statistics, Harvard University

Bryan Kelly, Finance, Yale School of Management

Po-Ling Loh, Statistics, University of Wisconsin-Madison

Robert McCulloch, Statistics, Arizona State University

Serena Ng, Economics, Columbia University

Richard Samworth, Statistical Science, University of Cambridge, UK

Erwan Scornet, Machine Learning, Ecole Polytechnique, Fr

Hans Skaug, Mathematics, University of Bergen, Norway

Allan Timmermann, Finance and Economics, University of California San Diego

Dacheng Xiu, Econometrics and Statistics, University of Chicago

Yi Yu, Statistical Science, University of Bristol, UK

Ming Yuan, Statistics, Columbia University

Local event manager: Sylvie Bendier Decety, sbendier@uchicago.edu, 773.834.8563