31st (EC)^2 Conference on “High dimensional modelling of time series”


Website: http://ec2.essec.edu/ contains general information, program, registration form, instructions

Organizers: ENSAE-CREST (Labex ECODEC funding) & ESSEC Business School. Local organizers: Francesco Violante (ENSAE-CREST) and Guillaume Chevillon (ESSEC) and Jeroen Rombouts (ESSEC)

 

Format: fully online and registration is free of charge. Registration via the conference website is mandatory (for security reasons, registration is mandatory to obtain the Zoom links to the conference). registration will remain open until the conference date. The conference sessions will be recorded and left available after the conference (to facilitate access to people in different time zones) registration is required also to access the recorded sessions.

 

Program: 4 Keynote Speakers:

Monica Billio, Universitá di Venezia (Italy): Bayesian Dynamic Tensor Regression

Francis X. Diebold, University of Pennsylvania (US): On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities

Gary Koop, University of Strathclyde (UK): Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs

Alexey Onatskiy, University of Cambridge (UK): Some recent results on high-dimensional integrated time series.

 

– 12 presentations divided in 6 plenary sessions

– 26 posters divided in 2 sessions

Few numbers on the response so far:

– 105 attendants

– 19 countries (by nationality of their institutions) and 4 continents

– 20% of the participants is from outside Europe

– 10% of the participants is from non academic institutions (mostly public, e.g. central banks (FED, Bank of Canada, Bank of Italy), national statistical institutes etc, but also some private companies)