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【讲座告诉】“计量,金融和大年夜数据分析专题研究会”第11期

2019-12-17  

  【标题一】: 加密数字泉币的生长和交易机制

  【主讲人】: 饶一博 众米量化开创人&CEO

  【时间】:2019年12月20日(周五)9:00-10:30

  【地点】:北大年夜经济学院107室

  【主讲人简介】:饶一博,武大年夜数理金融本科,13级北大年夜国度生长研究院CCER硕士。福布斯U30创业精英,中国马会海南分会金融参谋。

  本科合股创业极验验证项目,担负副总经理,担任算法开辟及财务管理,项目取得IDG红杉等亿元融资。后在深圳创办众米量化,担负CEO,公司专注于量化科技,特别是人工智能在金融投资中的应用,是深圳高新技巧企业,前后取得英诺等6家有名VC切切级融资。饶一博有逾10年量化战略研发与交易经历,对数字泉币和国际证券二级市场微不雅构造和运作机理有深刻懂得,同时具有5年以上对深度强化进修应用于金融交易的研发经历。

 


 

  【标题二】: Advancements of Machine Learning in Econometrics (机械进修在计量经济学中的停顿 )

  【主讲人】:史震涛 助理传授 喷鼻港中文大年夜学

  【时间】:2019年12月20日(周五)10:30-12:00

  【地点】:北大年夜经济学院107室

  【摘要】:Machine learning stands at the frontier of today’s technological progress, and it influences the way we conduct economic research. Given the wide availability of statistical software, economic applications of machine learning methods are burgeoning. However, there remains a wide gap to fill until machine learning becomes mainstream and can be routinely employed in empirical research. The theory of machine learning is mostly established for generic statistical models, but not tailored for context of economic interest. In this talk, I will review my works with collaborators in bridging machine learning and econometrics. They are either innovative machine learning algorithms that shed light on empirical economic questions, or studies of existing machine learning methods’ properties in economic settings, in particular nonstationary time series and panel data. We work under standard econometric theoretical frameworks and make progress in asymptotic guarantee. We also develop open-source software to engage users.

  【主讲人简介】: Dr. Zhentao Shi is Assistant Professor at the Department of Economics, the Chinese University of Hong Kong. He obtained Ph.D. from Yale University, M.A. from CCER/NSD at Peking University, and B.A. from Zhejiang University. He specializes in econometric theory. He has published on top economic journals such as Econometrica, Journal of Econometrics, and Journal of Applied Econometrics.


  • 北京大年夜学经济学院

  • 北大年夜经院人

  • 经院校友办