News Release

Applications open for School of Advanced Science on High-Dimensional Modeling

Minicourses and sessions featuring renowned researchers aim at enhancing specific aspects of data professionals’ training, such as machine learning applications in economics, finance, and business, as well as training in cryptofinanc.

Meeting Announcement

Fundação de Amparo à Pesquisa do Estado de São Paulo

Applications open for School of Advanced Science on High-Dimensional Modeling

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Registrations are due on January 17, 2025.

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Credit: FGV

The São Paulo School of Economics at Fundação Getulio Vargas (FGV EESP) / CEQEF, the Center for Quantitative Studies in Economics and Finance, opens applications for Undergraduate, master’s, doctoral, postdoctoral students and professionals to participate in the “São Paulo School of Advanced Science on High-Dimensional Modeling,” which will take place from April 21 to 30, 2025, in the city of São Paulo, Brazil, at the Fundação Getulio Vargas building.

Through a variety of minicourses and thematic sessions, the event will address key challenges related to forecasting in high-dimensional models, asset allocation using machine learning techniques, climate econometrics, cryptofinance, and the necessary tools to tackle these issues.

Reporters are invited to register for the scientific sessions and short courses, which will present state-of-art science and results of new research.

The School will benefit from a roster of speakers comprising highly regarded researchers in the field, such as:

  • Professor Marc Hallin, Emeritus Professor at the Université libre de Bruxelles, where he obtained his PhD in Mathematics and has been teaching Statistics and Mathematical Statistics at the Departments of Mathematics and Economics for more than thirty years. He is an elected member of the International Statistical Institute (ISI) and also Fellow of the Institute of Mathematical Statistics (IMS), the American Statistical Association (ASA), and the Journal of Econometrics. Prof. Hallin's research interest focus in mathematical statistics; he also had significant contributions in time series and time series econometrics, with special focus on factor models in the analysis of high-dimensional time series. Prof. Hallin has more than 13,800 citations in Google Scholar with h-index of 54.
  • Professor Olivier Scaillet is Professor of Finance and Statistics at the Geneva Finance Research Institute of the University of Geneva and has a senior chair at the Swiss Finance Institute. He is an elected fellow of the Society of Financial Econometrics, and a long-term advisor for the research teams of BNPParibas located in Paris and London. Fellow of the Society of Financial Econometrics, Prof. Scaillet research expertise is in the area of derivatives pricing, econometric theory and econometrics applied to finance and insurance. He has more than 7.300 citation in google scholar with a h-index of 38.
  • Sebastien Laurent, Professor of Financial Econometrics at the Institut d'Administration des Entreprises d'Aix-en-Provence (IAE Aix en Provence, France) and Fellow at GREQAM (Groupement de Recherche en Economie Quantitative d'Aix Marseille). He was more than 9.300 citation in Google Scholar with an index of 32.

The São Paulo Research Foundation (FAPESP) is supporting the event through its São Paulo School of Advanced Science Program (SPSAS http://espca.fapesp.br/home). 

Between 30 and 40 students worldwide will be selected based on an assessment considering the applicant’s research area, academic history, CV, research projects, recommendation letter, and poster to be presented. Additionally, between 30 and 40 early-career doctors or researchers, both Brazilian and international, will be selected based on an evaluation of their CVs and the article to be presented in poster format. Applications are open until November 19, 2024.

Participation in the advanced school is by invitation, requiring interested candidates to complete an application form, submit requested documents for review by the selection committee, and provide personal data and academic and research activities.

Travel and related expenses will be covered by FAPESP. All selected participants must present a poster of their ongoing research project.

Register: https://bit.ly/3NLqFPi

 


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