Legend:
CC = Baltimore Convention Center, H = Hilton Baltimore
* = applied session ! = JSM meeting theme
Activity Details
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49 * !
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Sun, 7/30/2017,
4:00 PM -
5:50 PM
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CC-331/332
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Statistical Inference for Large-Scale Financial Data — Invited Papers
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IMS , Business and Economic Statistics Section , Society for Risk Analysis , Statistics in Business Schools Interest Group
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Organizer(s): Yingying Li, Hong Kong University of Science and Technology
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Chair(s): Yingying Li, Hong Kong University of Science and Technology
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4:05 PM
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Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model
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Jianqing Fan, Princeton University ; Donggyu Kim, Princeton University
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4:30 PM
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Solve Financial Problems by Quantum Computing
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Yazhen Wang, University of Wisconsin Madison
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4:55 PM
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Inference on Risk Premia Without a Fully Specified Factor Model
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Dacheng Xiu, University of Chicago ; Stefano Giglio, University of Chicago
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5:20 PM
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Testing and Scoring High-dimensional Covariance Matrices When Heteroscedasticity is Present
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Xinghua Zheng, HKUST ; Xinxin Yang, HKUST ; Jiaqi Chen, Harbin Institute of Technology ; Hua Li, Chang Chun University
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5:45 PM
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Floor Discussion
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