报告题目：Time-Varying Factor Selection: A Sparse Fused GMM Approach

主讲嘉宾：崔丽媛，香港城市大学

Cui Liyuan is currently an associate professor in the Department of Economics and Finance at the City University of Hong Kong. She graduated with a bachelor's degree in mathematics and applied mathematics from Wuhan University in 2010, and received a Ph.D. in economics from Cornell University in 2017. Her main research areas include financial econometrics, high-dimensional data analysis, high-frequency trading, non-parametric statistics, capital asset pricing, etc. She has published papers in journals such as International Economic Review, Management Science, Journal of Econometrics, Journal of Environmental and Economic Management, Cities, 《经济研究》, and 《中国软科学》, and has presided over several National Natural Science Foundation and Hong Kong UGC Research Fund projects.

报告时间：2024年11月12日(周二)，16:30-18:00

地 点：

厦大线下分会场：经济楼D136

腾讯会议 ID：463 380 380