Friday, December 9, 2022 (Hong Kong Time)

08:55 – 09:00

Xinyuan Song (The Chinese University of Hong Kong)

Opening Remarks and Introduction to Guest Speakers

09:00 – 09:40

Xiao-Li Meng (Harvard University)

Statistical Learning with Low-resolution Information: There is No Free Lunch

09:40 – 10:20

Grace Yi (University of Western Ontario)

Boosting Learning of Censored Survival Data

10:20 – 11:00

Yoonkyung Lee (The Ohio State University)

Predictive Model Degrees of Freedom in Linear Regression

11:00 – 11:40

Annie Qu (University of California, Irvine)

Query-augmented Active Metric Learning

11:40 – 12:20

Jianqing Fan (Princeton University)

Factor Augmented Sparse Throughput Deep ReLU Neural Networks for High Dimensional Regression

Saturday, December 10, 2022 (Hong Kong Time)

08:55 – 09:00

Hoi Ying Wong (The Chinese University of Hong Kong)

Opening Remarks and Introduction to Guest Speakers

09:00 – 09:40

Neil Shephard (Harvard University)

Some Properties of the Sample Weighted Median of an In-fill Sequence with an Application to High Frequency Financial Econometrics

09:40 – 10:20

Alain Bensoussan (The University of Texas at Dallas)

Stochastic Control and Limited Commitment

10:20 – 11:00

Ning Cai (The Hong Kong University of Science and Technology (Guangzhou))

Sensitivity Estimates with Computable Bias Bounds

11:00 – 11:40

Chi Seng Pun (Nanyang Technological University)

Bayesian Estimation and Optimization for Learning Sequential Regularized Portfolios

11:40 – 12:20

Huyên Pham (Université Paris Cité)

Actor-Critic Learning for Mean-field Control in Continuous Time

12:20 – 12:25

Phillip Yam (The Chinese University of Hong Kong)

Closing Remarks