Estimation of Large Dynamic Precision Matrices with a Latent Semiparametric Structure
Jia Chen, University of Macau
(Venue: LAU 7-207)
Deep Autoencoders for Nonlinear Factor Models: Theory and Applications
Zhouyu Shen, University of Chicago
(Venue: LAU 14-221)
Inference for Two-Stage Experiments under Covariate-Adaptive Randomization
Jizhou Liu, University of Chicago
(Venue: LAU 6-207)
Statistical Analysis of Adversarial Training
Yiling Xie, Georgia Institute of Technology
Block Cross Fitting and Validation for Spatial Data
Jianfei Cao, Northeastern University
(Venue: LAU 7-208)
Quantile regression and consistent variable selection across multiple quantiles, a case study of equity premium predictability
Shaobo Li, University of Kansas
(Venue: LAU 6-208)
Can ChatGPT forecast stock price movements? Return predictability and LLMs
Alejandro Lopez Lira, University of Florida
(Venue: LAU 7-207)
Inference for Changing Periodicity, Smooth Trend and Covariate Effects in Time Series
Lucy Xia, Hong Kong University of Science and Technology
(Venue: LAU 6-208)
Bounded Rationality, Reinforcement Learning, and Market Efficiency
Hyun Soo Doh, Hanyang University
(Venue: LAU 6-208)
Deep Neural Newsvendor
Guohao Shen, The Hong Kong Polytechnic University
(Venue: LAU 6-208)