The 9th Days of Econometrics for Finance
(Neuvièmes Journées d’Économétrie de la Finance, JEF'2022)
Jointly organized with
The 11th Workshop on High Dimensional Data Analysis (HDDA-XI)
Dedicated to the memory of Professor Kjell Doksum, University of Wisconsin, Madison, USA.
Webinar version, March 17-19th, 2022
The 9th Days of Econometrics for Finance (JEF'2022) is jointly organized with The 11th Workshop on High Dimensional Data Analysis (HDDA-XI) on March 17-19th, 2022 as a webinar version. This scientific event, hosted by Mohammed V University in Rabat (UM5R), Morocco and the Brock University, Canada, aims to bring together academics, practitioners and policymakers sharing interest in applied economics, financial econometrics, risk management and Data Science. It provides a forum for presenting new research results as well as discussing current and challenging issues in econometrics and statistics for finance, Big Data analytics and other related topics. It is also an excellent avenue to obtain quality feedback and an important opportunity for networking among researchers, academics, consultants and industry executives working in finance, data science and allied areas.
This webinar, including plenary talks and training courses, will run over 3 days according to the following scientific program:
March 17th, 2022 (JEF'2022 Conference via Lifesize, local time in Rabat (GMT+1))*
14h30-15h00: Registration and Opening remarks:
Ahmed El Ghini, FSJES-Souissi, Mohammed V University in Rabat, Morocco.
15h00-16h00: Matias D. Cattaneo, Department of Economics, Princeton University, USA.
Moderator: Ejaz Ahmed, Brock University, Canada.
16h15-17h15: Richard A. Davis, Department of Statistics, Columbia University, New York, USA.
Moderator: Karim Abadir, Imperial College London, UK.
March 18th, 2022 (HDDA-XI Workshop via Lifesize, local time in Ontario (GMT-4))*
HDDA-XI Recording (Part 1) -------- HDDA-XI Recording (Part 2)
8h30-9h00: Registration and Dean Ejaz Ahmed commemorative speech
dedicated to the memory of Professor Kjell Doksum.
9h00-10h00: Anand N. Vidyashankar, Department of Statistics, George Mason University, Virginia, USA.
Moderator: Tianyu Guan, Brock University, Canada.
10h15-11h15: Yang Feng, School of Global Public Health , New York University, New York, USA.
Moderator: Pouria Ramazi, Brock University, Canada.
11h30-12h30: Vijay Nair, Corporate Model Risk Group, Wells Fargo, University of Michigan, USA.
Moderator: Yifeng Li, Brock University, Canada.
13h30-14h30: Shuangge Ma, Yale School of Public Health, Yale University, USA.
Moderator: Ali Emami, Brock University, Canada.
14h45-15h45: Arnoldo Frigessi, Department of Biostatistics, University of Oslo, Norway.
Moderator: Shengrong Bu, Brock University, Canada.
16h00-17h45: Panel discussion and Outlook for the future chaired by Ejaz Ahmed, Founding Chair of HDDA Workshop, Brock University, Canada.
*Each plenary talk includes 15 min of questions/discussion and followed by 15 min Break.
March 19th, 2022 (JEF'2022 Training courses via Lifesize, local time in Rabat (GMT+1)) JEF'2022 Day 2 Recording
14h30-15h00: Registration and Opening remarks:
Ahmed El Ghini, FSJES-Souissi, Mohammed University in Rabat, Morocco.
15h00-16h45: Qidi Peng, Claremont Graduate University, Los Angeles, USA.
Moderator: Mohamed Belalia, University of Windsor, Canada.
17h00-18h45: Mehdi Aharchaou, Houston, TX, USA.
Moderator: Adnane Moulim, OCP Solutions, Casablanca, Morocco.
The scientific program can be downloaded here in PDF format.
The training courses, JEF'2022 Conference and HDDA-XI Workshop language will be English.
Previous editions of the HDDA Workshop
HDDA-I HDDA-II HDDA-III HDDA-IV HDDA-V
HDDA-VI HDDA-VII HDDA-VIII HDDA-IX HDDA-X
Previous editions of the JEF Conference
Important Dates
- JEF'2022 Conference:
March 17th, 2022
- HDDA-XI Workshop:
March 18th, 2022
- Training courses:
March 19th, 2022
Organizers
