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                        經濟學院舉辦計量與統計workshop第一期
                        發布時間:2019年05月24日 16:20    編輯:wangyj    點擊:[]

                         

                        5月22日, 山東大學經濟學院在中心校區舉辦“山東大學計量與統計workshop第一期”研討會。山東大學經濟學院副院長王哲偉教授出席會議并致辭,任燕燕教授主持會議報告,嚴曉東副教授主持開幕式。


                        本次會議邀請了知名計量與統計專家作為特邀嘉賓,同時邀請優秀青年學者作大會報告。會議分為上下兩場舉行。上午,復旦大學大數據學院朱雪寧副研究員進行了題為“Portal nodes screening for large scale social networks”的專題演講,主要針對社交網絡分析和高維數據建模進行介紹,以社交媒體為例探討自相關模型的相關應用。山東大學金融研究院王漢超副教授對其研究論文“Non-asymptotical analysis for an independence test in high dimensional setting”進行了講演,詳細論述了獨立性檢驗的模型構建流程,并以Stein's method為基礎,構造獨立性檢驗的可交換對。山東財經大學統計學院何勇副教授展示了以“Robust Factor Number Specification for Large-dimensional Elliptical Factor Model”為題的研究報告,闡述了因子模型中因子個數的確定方法,并根據128個宏觀經濟變量的樣本峰度柱狀圖分布情況構建確定因子個數。


                        下午的研討會上,山東財經大學于淵副教授作了題為“Robust model-free feature screening based on modified Hoeffding measure”的報告,報告指出:在當代科學研究中超高維(其中維數??可以隨樣本量n呈指數增長)問題十分普遍。通過總結現有的文獻,報告旨在開發一種新的穩健的的無模型特征篩選程序,用于解決超高維降維問題。山東大學經濟學院博士生王緯報告優秀工作論文“Bi-integrative analysis for panel data model”,獲得與會專家的一致好評,借此機會得到了專家寶貴的意見。山東大學經濟學院嚴曉東副教授帶來“Kregression for integrative analysis”的報告,報告首先對大數據這一概念作了詳細介紹。在大數據背景下,數據來源往往是多方位的,比如數據來自于多個位置,或來自不同時間段,亦或利用不同數據收集方法采集數據,導致數據集(數據單元)的產生,并以大氣候數據、大金融數據、大犯罪數據、大醫療數據為例進行詳細介紹。報告通過改進普通的回歸模型,首次同時采用聚類和降維方法進行擬合數據。


                        山東大學計量與統計workshop第一期以計量經濟學、金融計量學和統計學為主題,議題涵蓋理論與應用研究,包括大數據統計分析、高頻金融數據、金融計量及計量經濟分析方法。旨在加強年輕計量與統計學者及青年教師之間的聯系,為計量與統計技術的青年學者提供一個相互交流學習的平臺,進一步促進青年計量與統計教師之間的交流合作。



                        文/韓赟、楊雄 圖/楊雄

                        上一條:山東大學第一屆反壟斷經濟理論與實踐國際研討會舉行 下一條:經濟學院舉辦“經英傳承,共話未來”主題團日活動

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