Date: 22 April 2024
Time: 11am - 5:15pm
Place: University of Liverpool School of Law and Social Justice, Chatham Street, L69 7ZR - Event space (ground floor)
The event
Hosted by the Liverpool Advanced Methods for Big Data Analytics (LAMBDA) Research Cluster, this workshop aims to explore cutting-edge methodologies rooted in Machine Learning and High-Dimensional Analysis, with the goal of extracting meaningful patterns and insights from datasets characterised by a large number of variables and/or observations.
Given the increasing complexity and dimensionality of modern data, these methodologies primarily focus on designing algorithms capable of effectively handling high-dimensional information, particularly prevalent in fields such as finance, economics, marketing, etc.
The objectives of the workshop encompass refining machine learning models to enhance predictive accuracy and interpretability in high-dimensional settings.
Researchers aim to address challenges related to model overfitting, feature selection, and computational efficiency, ultimately advancing the understanding and application of machine learning techniques in scenarios where traditional methods may be limited.
The overarching goal is to contribute to the development of robust and efficient tools for improved decision-making.
Academics, students, alumni, business leaders and policymakers, with a special emphasis on the relevance for PhD students in social sciences are welcome to join the event.
Participating in this workshop offers a unique opportunity to discover first-hand insights from experts from academia and the latest research developments in this area.
Agenda
Keynote speakers
- Jeroen Rombouts, Professor at the IDS Department (Information Systems, Decision Sciences and Statistics) at ESSEC Business School ESSEC Business School
- Anders Kock, Professor of Economics, University of Oxford
- Valentina Corradi, Professor of Econometrics, University of Surrey
- Roberto Renò, Professor at the IDS Department (Information Systems, Decision Sciences and Statistics) at ESSEC Business School
Timetable
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11:00 - 11:30 |
Registration and refreshments Welcome - Professor Abderrahim Taamouti, LAMBDA Research Cluster Lead |
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11:30 - 12:30 |
Keynote 1: Monitoring Machine Learning Forecasts for Platform Data Streams
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| 12:30 - 13:45 |
Lunch |
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13:45 – 14:45 |
Keynote 2: A Remark on Moment-Dependent Phase Transitions in High-Dimensional Gaussian Approximations
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14:45 - 15:45 |
Keynote 3: A Semiparametric Approach to Monitoring Joint Tail Risks: An Application to Stagflation
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15:45 - 16:15 |
Break and refreshments |
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16:15 - 17:15 |
Keynote 4: How to Detect Trend in High Frequency Data
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