The 15th International Conference on Computational and Financial Econometrics (CFE 2021) invites oral and poster presentations containing computational or financial econometric components. Due to the COVID-19 pandemic, the conference will be hybrid. The keynote talks, the special invited sessions, the hybrid organized sessions, and the virtual sessions will be live-streamed for all the conference participants.
You need to register. Participation is paid. Link here.
Saturday 18.12.2021 11:10 - 12:50
High dimensionality, regime shifts and robust inference
Session CO032 Room: Virtual R28
Chair: Artem Prokhorov Organizer: Artem Prokhorov
- A1217: D.M. Drukker, D. Liu
Using BIC-based forward stepwise instead of Lasso for Neyman-orthogonal estimation
- A1298: V. de la Pena
On the expectation and bias of the Gini coefficient under grouping
- A1443: A. Semenov, A. Skrobotov, A. Prokhorov
Change point detection in time series using mixed integer programming
- A1276: R. Tabri, S. Dahmann, B. Beare
On the compatibility of experts' Lorenz curves with plausible assumptions on unit nonresponse in household surveys
Sunday 19.12.2021 10:25 - 12:30
Structural shocks and their propagation
Session CO038 Room: K2.31 Nash (Hybrid 07)
Chair: Rustam Ibragimov Organizer: Rustam Ibragimov
- A0780: M. Karamysheva, B. Craig, D. Salakhova
Do market-based network reflect true exposures between banks?
- A0832: A. Pestova, M. Mamonov
Credit supply shocks and household defaults
- A1116: A. Skrobotov
On robust testing for trend
- A1716: R. Ibragimov, W. Distaso, A. Semenov, A. Skrobotov
COVID-19: Tail risk and predictive regressions
- A1398: P. Kattuman, A. Harvey
Time series models for tracking and forecasting epidemics
More info here.