报告题目：Optimal Inference and Forecasting in High-Dimensional Time Series using Dense Linear Regression Models

主讲嘉宾：何易，阿姆斯特丹大学

Yi He is an Associate Professor in the Quantitative Economic Section at the University of Amsterdam. He earned his master’s degree from the University of Cambridge and his PhD from Tilburg University in 2016. Prior to returning to the Netherlands, he served as a tenured Assistant Professor in the Department of Econometrics and Business Statistics at Monash University in Australia. His research focuses on high-dimensional econometrics, random matrix theory, extreme value statistics, bootstrapping, and machine learning. His work has been featured in prestigious journals, including the Journal of the American Statistical Association, The Annals of Statistics, Journal of the Royal Statistical Society - Series B, Journal of Business & Economic Statistics, and Journal of Econometrics. Yi's breakthroughs in extreme value statistics have earned him a nomination for the 2025 Van Dantzig Award in Statistics and Operations Research in the Netherlands. His current research explores dense time series models with complex network interactions in high-dimensional econometrics.

报告时间：2024年10月08日(周二)，16:30-18:00

地 点：

厦大线下分会场：经济楼N302

腾讯会议 ID：107 694 240