AFTLab PhD Student Research Workshop

AFTLab Research Workshop

Business Decision Making

1:00pm-1:30pm Aldís Elfarsdóttir: Do Toxic Releases and Company Ratings Motivate Carbon Disclosures?

1:30pm-2:00pm: Yang Fan: Machine-Learning the Collection of Debt

Break (15min)

Inference with Large Data

2:15pm-2:45pm Junting Duan: Imputation-Powered Inference for Large Panels with General Missingness

2:45pm-3:15pm Frank Jirachotkulthorn: Computationally Efficient Feature Significance and Importance for Machine Learning Models

Break (15min)

Time-Series Models in Finance

3:30pm-4:00pm Elliot Epstein: The Set-Sequence Model for Time Series

4:00pm-4:30pm Florian Fiaux: Mutual Funds Holdings and Stock Returns Prediction

Break (15min)

Decision Making in Markets

4:45pm-5:15pm Devansh Jalota: Stochastic Online Fisher Markets: Static Pricing Limits and Deterministic Enhancements

5:15pm-5:45pm Chunlin Sun: Decoupling Learning and Decision-Making: Breaking the O(\sqrt{T}) Barrier in Online Resource Allocation with First-Order Methods