The Symposium on Statistics and Risk Management 2022 was successfully held on 9 and 10 December 2022 via Zoom. On the occasion of celebrating the 40th anniversary of the Department of Statistics, the symposium gathered internationally renowned scholars to present state-of-the-art research topics in statistics and risk management in order to facilitate an exchange of ideas.
More than 100 participants from local and overseas institutions attended the virtual symposium, and 10 distinguished speakers shared their research output in the fields of statistics and risk management. Prof. Xinyuan Song, Department Chair, officiated the opening ceremony and delivered the welcome speech.
Invited Talks on 9 December 2022
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Speaker
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Title
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Prof Jianqing Fan
Princeton University
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Factor Augmented Sparse Throughput Deep ReLU Neural Networks for High Dimensional Regression
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Prof Yoonkyung Lee
The Ohio State University
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Predictive Model Degrees of Freedom in Linear Regression
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Prof Xiao-Li Meng
Harvard University
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Statistical Learning with Low-resolution Information: There is No Free Lunch
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Prof Annie Qu
University of California Irvine
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Query-augmented Active Metric Learning
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Prof Grace Yi
University of Western Ontario
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Boosting Learning of Censored Survival Data
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Invited Talks on 10 December 2022
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Speaker
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Title
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Prof Alain Bensoussan
The University of Texas at Dallas
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Stochastic Control and Limited Commitment
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Prof Ning Cai
The Hong Kong University of Science and Technology (Guangzhou)
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Sensitivity Estimates with Computable Bias Bounds
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Prof Huyên Pham
Université Paris Cité
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Actor-Critic Learning for Mean-field Control in Continuous Time
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Prof Chi Seng Pun
Nanyang Technological University
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Bayesian Estimation and Optimization for Learning Sequential Regularized Portfolios
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Prof Neil Shephard
Harvard University
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Some Properties of the Sample Weighted Median of an In-fill Sequence with an Application to High Frequency Financial Econometrics
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