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LAMBDA's Roundtable: "AI: Benefits and Challenges for Business."

We just had the roundtable! I am grateful to all the speakers and attendees for their insightful contributions and participation, making this event a great success.

Stories - Management School - University of Liverpool

I am pleased to announce that Liverpool Advanced Methods for Big Data Analytics (LAMBDA) is organizing a Roundtable scheduled for June 7th. The theme for this second edition is "AI: Benefits and Challenges for Business." We have confirmed the following speakers:

Pauline Norstrom, Founder and CEO, Anekanta® Consulting and Anekanta® AI

Radhika Jakkula, Big Data & Analytics Prototyping Architect at Amazon

Michael O'Keefe, Data Scientist at Raytheon

Olivia Bridgewater-Smith, Data Scientist at Heimdal Satellite Technologies

Edgar Everardo Garcia Aguilar, Data Scientist at AXA

Please register online to guarantee a place at the event. You can do it using the following link:

'AI: Benefits and Challenges for Business' Roundtable 'AI: Benefits and Challenges for Business' Roundtable- Management School - University of Liverpool

Virtual Workshop for Junior Researchers in Time Series

We now have the program for the Virtual Workshop for Junior Researchers in Time Series on the 18 of April ready to circulate. It can be found here:

https://sites.google.com/view/vtss/workshop

Zoom link: Please register here. The same registration gives access to the workshop and all seminars.

You can follow the workshop and seminars updates on Twitter.

2024 LAMBDA’s Machine Learning and High-Dimensional Data Analysis Workshop, 22nd of April, Liverpool, UK

I am pleased to inform you that the LAMBDA centre is organizing a quantitative workshop on Machine Learning and High-Dimensional Data Analysis scheduled for the 22nd of April. We have a great list of speakers:

Professor Roberto Renò, ESSEC Business School

Professor Anders Kock, University of Oxford

Professor Valentina Corradi, University of Surrey

Professor Jeroen Rombouts, ESSEC Business School

The program can be found here: here

For the registration, please click here

Virtual Time Series Seminar, 2024 Winter-Spring Edition started! Please check here:

Virtual Time Series Seminar (google.com)

LAMBDA Workshop on Data Science, AI, and Social Sciences

November 30, 2023

Liverpool Advanced Methods for Big Data Analytics (LAMBDA) is organizing a workshop on Data Science, AI, and Social Sciences.

Time: 11h45AM to 5pm, November 30, 2023

For registration and place, visit:

'Data Science, AI and Social Science' workshop 'Data Science, AI and Social Science' workshop- Management School - University of Liverpool

Speakers:

Christophe Mues, Professor of Data Science and Info Systems, Southampton University

Talk’s title: Deep learning methods in credit scoring: empirical insights into when and how they can add value

Simon Rudkin, Senior Lecturer in Data Science, Social Statistics, University of Manchester

Talk’s title: Hidden in Plain Sight: The Messages in Social Science Data

Slava Jankin, Chair in Data Science and Government and Director of the Centre for the Centre for Artificial Intelligence in Government (CAIG) at the University of Birmingham

Talk’s title: Uncovering Causal Mechanisms in Political Texts: How Natural Language Processing Can Aid Social Science Research

Francisco Rowe, Professor in Population Data Science, University of Liverpool School of Environmental Sciences

Talk’s title: Unleashing the potential of digital footprint data to understand human mobility: Opportunities, challenges and practice

Fellow of Econometric Society

October 9, 2023

Extremely privileged and honored to have been elected as a Fellow of the Econometric Society:

Stories - Management School - University of Liverpool

https://www.econometricsociety.org/society/news/The-Econometric-Society-Announces-its-2023-Fellows.html#:~:text=The%20Society%20is%20pleased%20to,Fellows%20of%20the%20Econometric%20Society.&text=The%202023%20FNC%20consisted%20of,Michele%20Terlit%2C%20and%20Yaw%20Nyarko.

The Econometric Society Africa Training Workshop will be held on December 13-15, 2023 (fully remote).

APPLY AS SOON AS POSSIBLE: Before Oct. 15th!

For this second edition, the focus is on Computational Macroeconomics. Come and learn how to solve dynamic equilibrium models and improve your coding skills with two excellent instructors, Jesus Fernandez-Villaverde and Pablo Winant!

Financial support is available for Africa-based PHD students and scholars.

More info here: https://lnkd.in/dH3kFZss

Virtual Time Series Seminar series (VTSS):

We re-start again this week (week of September 12, 2023). Please register and check for the list of speakers here:

https://sites.google.com/view/vtss/home

LAMBDA Research Cluster: Big Data Analytics Roundtable

Date: 26 June 2023

Time: 3-5pm

Place: University of Liverpool Management School - Seminar Room 5 (first floor)

Keynote speakers:

Janet Bastiman, Chief Data Scientist, Chair of the RSS Data Science and AI Section, Napier AI

Matthew Whittle, Data Science Manager at Meta

Geoff Wainwright, Chief Operating Officer, Impact Data Metrics Ltd

Gary Leeming, Director, LCR Civic Data Cooperative.

Abderrahim Taamouti, Moderator

After the preliminary remarks and discussion, we will open the floor to questions from the audience.

The 10th Days of Econometrics for Finance jointly organized with The 12th Workshop on High Dimensional Data Analysis (HDDA-XII)

April 26-28th, 2023, Mohammed V University in Rabat (UM5R) and ESSEC Africa, Morocco

Please see the program here

The registration for this workshop is free. Everyone is welcome to attend!

Organizers:

Ejaz Ahmed, Brock University, Canada

Mohamed Amezziane, Central Michigan University, USA

Taoufik Bouezmarni, Université de Sherbrooke, Canada

Ahmed El Ghini, Mohammed V University in Rabat, Morocco

Christian Francq, ENSAE and Université de Lille, France

Mohamed Ndaoud, ESSEC Business School, France

Jeroen Rombouts, ESSEC Business School, France

Abderrahim Taamouti, University of Liverpool Management School, UK

Virtual Workshop for Junior Researchers in Time Series on 20 April 2023:

Please see the program here

The videos of all presentations can be found here

The registration for this workshop is free and access to it can be obtained by registering to the VTSS seminar here and joining the meeting at the listed time.

Organizers:

Majid Al-Sadoon, Durham University

Adriana Cornea-Madeira, ISEG, Lisbon

Dimitris Korobilis, Glasgow University

Alessandra Luati, Imperial College London and University of Bologna

Geert Mesters, Pompeu Fabra University

Michele Piffer, King's College London

Abderrahim Taamouti, University of Liverpool Management School

Economics Workshop 2023

17th and 18th of April, 2023, University of Liverpool Management School

Please see the program here

Celebrating the 20th anniversary of the University of Liverpool Management School (ULMS), the Economics group is organising a two-day Economics conference on Monday 17 - Tuesday 18 April at the ULMS Atrium.

Launching a Virtual Time Series Seminar series (VTSS):

With group of friends and colleagues, we are launching a new initiative: a Virtual Time Series Seminar series (VTSS). The new series starts on September 15 and takes place regularly on Thursday at 16:00 UK time. All info and registration are available at:

https://sites.google.com/view/vtss/home

We are all enjoying going back to in-person events. But online seminars can still help the community after the Covid era, since they keep the two sides of the Atlantic closer to each other.

Post-doc opportunity at Liverpool University Management School

Please check here:

Job Specification (corehr.com)

MMF Sponsored Workshop 2022

Econometric and Big Data Analyses of Global Economy, Financial Markets and Economic Policies

28-29 June, 2022

Liverpool University Management School

Day 1: Tuesday, 28 June

09:00 – 09:25 Coffee Reception

09:25 – 09:30 Welcome Address

09:30 – 10:30 Keynote 1

Meredith Crowley (University of Cambridge)

TBC

10:30 – 10:45 Coffee Break

10:45 – 12:45 Invited Session 1 (International Trade)

Jun Du (Aston Business School)

TCA, Non-tariff Measures and UK Trade

Yuan Tian (University of Nottingham)

Trade Disruptions along the Global Supply Chain

Dennis Novy (University of Warwick)

Urban-Biased Structural Change

13:00 – 14:00 Lunch Break

14:15 – 15:15 Keynote 2

Glenn Magerman (Université libre de Bruxelles, ULB, CEPR)

The Impact of Covid Rescue Policies on Productivity Growth and Reallocation

15:15 – 15:30 Coffee Break

15:30 – 17:30 Invited Session 2 (Productivity and Change)

Gert Bijnens (National Bank of Belgium)

Emissions and Carbon Pricing: Do Firms Strive or Shrink?

Joep Konings (Nazarbayev University Graduate School of Business, ULMS, CEPR)

FDI and Superstar Spillovers: Evidence from Firm-to-Firm Transactions

Balazs Murakozy (University of Liverpool)

Technological Change and Skill Demand in Non-Competitive Labor Markets

18:30 – 20:30 Conference Dinner (by Invitation)

Day 2: Wednesday, 29 June

09:30 – 10:30 Keynote 3

Sudipto Karmakar (Bank of England)

(Un-)Intended Consequences of Government Support Measures During Covid-19

10:30 – 10:45 Coffee Break

10:45 – 12:45 Invited Session 3 (Economic Policies)

Jiaqi Li (Bank of Canada)

Predicting the Demand for Central Bank Digital Currency: A Structural Analysis with Survey Data

Tim Jackson (University of Liverpool)

Optimal Central Bank Balance Sheets

Mingli Chen (University of Warwick)

Deep Reinforcement Learning in a Monetary Model

13:00 – 14:00 Lunch Break

14:15 – 15:15 Keynote 4

Caio Almeida (Princeton University)

Can a Machine Correct Option Pricing Models

15:15 – 15:30 Coffee Break

15:30 – 17:30 Invited Session 4 (Financial Markets and Risks)

Marco Bardoscia (Bank of England)

TBC

Shixuan Wang (University of Reading)

TBC

Michael Ellington (University of Liverpool)

Persistence in Economic Networks

Sponsors:

· Money Macro & Finance Society

· The Economics Group, ULMS

· Econometrics and Big Data Research Cluster, ULMS

Organizers:

· Ruijun Bu

· Oliver de Groot

· Lu Han

· Tim Jackson

· Joep Konings

· Balazs Murakozy

· Abderrahim Taamouti

Registration Details:

· Participation to the conference including coffee and lunches are free of charge. Please email Ruijun Bu at ruijunbu@liv.ac.uk to register your interest.

· MMF society members seeking financial support from the society, please indicate this in your email and also contact the society for more details.

Conference Venues:

· Welcome address and all presentations (ULMS SR6 at the University of Liverpool)

· Coffee reception and breaks (ULMS SR6 Breakout Area)

· Lunches and Dinners (TBC)

N.B. The programme and venues are provisional and may be subject to minor amendments. Please contact Ruijun Bu at ruijunbu@liv.ac.uk for queries.

QRFE - Econometrics and Big Data Cluster (University of Liverpool Management School) Workshop on Econometrics

June 6th, 2022

Venue: 405 MHL (Durham Business School)

To attend the workshop online, please register here

Preliminary program

09:00-09:45 Liangjun Su ( School of Economics and Management, Tsinghua University)

Estimation of Heterogeneous Panel Data Models with an Application to Program Evaluation

09:45-10:30 Hashem Pesaran (University of Southern California)

Trimmed Mean Group Estimator for Ultra Short T Panels with Correlated Random Coefficients

10:30-11:00 Coffee

11:00-11:45 Bas Werker (Tilburg University)

Ancillarity and Semiparametric Efficiency

11:45-12:30 Jean-Marie Dufour (McGill University)

Approximation bounds for conditional expectations and nonparametric regressions:

theory and inference

12:30-13:30 Lunch

13:30-14:15 Barbara Rossi (Universitat Pompeu Fabra & CREI)

TBA

14:15-15:00 Fabio Canova (Norwegian Business School)

Using Structural and Nonstructural Shocks in the Estimation of DSGE Models

15:00-15:30 Coffee

15:30-16:15 Lynda Khalaf (Carlton University)

Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds

16:15-18:00 Walk to Durham Cathedral

18:00-19:30 Dinner

Organizers:

Abderrahim Taamouti (Econometrics and Big Data Cluster at University of Liverpool Management School)

Majid Al Sadoon (QRFE at Durham University Business School)

Bo Zhou (Durham University Business School)

Please check the website of Econometrics and Big Data Cluster at University of Liverpool Management School and get in touch if you are interested in the research agenda/activities of the cluster:

Econometrics and Big Data - Management School - University of Liverpool

Very useful information: Econometric Society-Africa Region offers every year a limited number of sponsored Econometric Society membership to students and young scholars from low income regions who do not have financial support. To apply see here:

Econometric Society Membership | Africa Econ. Society (africaeconometricsociety.com)

See below some PhD scholarships at University of Liverpool Management School [Deadline 25 of March 2022]. Please get in touch if you are interested:

ULMS Economics PhD Funding Call: October 2022 entry at University of Liverpool (jobs.ac.uk)

QRFE seminars (Durham Business School) that I organized since 2014:

https://www.dur.ac.uk/business/research/economics/qrfe/seminars/

Forthcoming QRFE seminars: Autumn 2021/2022

Thursday, October 14, 2021, 3:00pm

Timothy Christensen (New York University)

Title: Robust Forecasting

Zoom link (To register):durhamuniversity.zoom.us/webinar/register/WN_fbe_9y8qQhG6EdQ_-OKoYA

Thursday, October 21, 2021, 3:00pm

Sophocles Mavroeidis (Oxford University)

Title: Testing the effectiveness of unconventional monetary policy in Japan and the United States

Zoom link (To register):durhamuniversity.zoom.us/webinar/register/WN_fbe_9y8qQhG6EdQ_-OKoYA

Thursday, 28 of October, 2021, 3:00pm

Laura Coroneo (York University)

Title: Testing the predictive accuracy of COVID-19 forecasts

Zoom link (To register): https://durhamuniversity.zoom.us/webinar/register/WN_grVi9mZXS2KJIsQJ-zqiOg

Thursday, 4 of November 2021, 3:00pm

Stefano Giglio (Yale School of Management)

Title: A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios

Zoom link (To register): https://durhamuniversity.zoom.us/webinar/register/WN_5yYNcNCIRj-iKU-oRGPiGw

Thursday, 11 November, , 2021, 3:00pm

Rasmus Tangsgaard Varneskov (Copenhagen Business School)

Title: Consistent Local Spectrum (LCM) Inference for Predictive Return Regressions

Zoom link (To register): https://durhamuniversity.zoom.us/webinar/register/WN_wGU9jWV2QHaPcJJCtCWH4w

Thursday, 18 of November 2021, 2021, 3:00pm

Stephane Bonhomme (University of Chicago)

Title: Estimating Individual Responses when Tomorrow Matters

Zoom link (To register): https://durhamuniversity.zoom.us/webinar/register/WN_vLZ2Xo_dTfe0lxnIiOtLgg

Thursday, November 25, , 2021, 3:00pm

Jia Li (School of Economics, Singapore Management University)

Title: Reading the Candlesticks: An OK Estimator for Volatility

Zoom link (To register): https://durhamuniversity.zoom.us/webinar/register/WN_63vwwbdPT06FE_GF9MOPGQ

Thursday, 2nd of December, 2021, 3:00pm

David Preinerstorfer (University of St. Gallen)

Title: Consistency of p-norm based tests in high dimensions: characterization, monotonicity, domination

Zoom link (To register): https://durhamuniversity.zoom.us/webinar/register/WN_EIc2SxoNR5WQMnBDXmKgIw

Past QRFE seminars/Workshops

Virtual QRFE Workshop on Financial Econometrics, June 14-15, 2021

Venue: Zoom

To attend the workshop and for the link to zoom, please register here:

Webinar Registration - Zoom

Program

June 14, 2021

16:25 - 16:30PM Opening remarks

16:30 - 17:15PM Torben Andersen (Kellogg School of Management)

On Measurement Errors and Inference for Option-Based Volatility Indices

17:15 - 17:20PM Break

17:20 - 18:05PM Dacheng Xiu (Booth School of Business, University of Chicago)

Test Assets and Weak Factors

18:05 - 18:10PM Break

18:10 - 18:55PM Giuseppe Cavaliere (University of Bologna and University of Exeter Business School)

Bootstrap Inference for Hawkes and General Point Processes

18:55 - 19:00PM Closing remarks

June 15, 2021

16:25 - 16:30PM Opening remarks

16:30 - 17:15PM Jesus Gonzalo (University Carlos III de Madrid)

Long-Term Climate Forecasts

17:15 - 17:20PM Break

17:20 - 18:05PM Christiane Baumeister (University of Notre Dame)

Advances in Structural Vector Autoregressions with Imperfect Identifying Information

18:05 - 18:10PM Break

18:10 - 18:55PM Domenico Giannone (Senior Principal Economist at Amazon.com)

Nowcasting with Large Bayesian Vector Autoregressions

18:55 - 19:00PM Closing remarks

Organizers: Bo Zhou, Majid Al-Sadoon, Abderrahim Taamouti

End of Workshop

QRFE seminars for 20/21 Academic Year

Thursday, 8 October, 3:00pm

Luca Fanelli (University of Bologne)