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  • 2023-07-10 [Monday]
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  • Summer Garden

2023-07-11 Tuesday

Meeting Room No.16 (UTC+8) 2023-07-11 Local Time

11:00-12:40 (UTC+8) 11:00-12:40 Local Time | Contributed Session 2
President:
NO. Beijing Time (UTC+8) Local Time Type Presentation Topic Speaker Affiliation / Organization
1 11:00-11:20 11:00-11:20 Contributed Talk

Iterative Least Squares Algorithm for Large-dimensional Matrix Factor Model by Random Projection

Ran Zhao
2 11:20-11:40 11:20-11:40 Contributed Talk

Necessary and sufficient conditions for the Marcenko-Pastur law for sample correlation matrices

Zhaorui Dong
3 11:40-12:00 11:40-12:00 Contributed Talk

因子分析最小误差模型及其检验与应用

Li Shi
4 12:00-12:20 12:00-12:20 Contributed Talk

Matrix Kendall's tau in High-dimensions: A Robust Statistic for Matrix Factor Model

Yalin Wang
5 12:20-12:40 12:20-12:40 Contributed Talk

Quasi-maximum likelihood estimation of break point in high-dimensional factor models

Jiangtao Duan
14:00-15:40 (UTC+8) 14:00-15:40 Local Time | Contributed Session 5
President:
NO. Beijing Time (UTC+8) Local Time Type Presentation Topic Speaker Affiliation / Organization
1 14:00-14:17 14:00-14:17 Contributed Talk

分段非对称系统的随机共振及其在变转速旋转机械故障诊断中的应用

Qixiao Zhu
2 14:17-14:34 14:17-14:34 Contributed Talk

Early identification of 6- to 8-year-old children at risk of developing myopia:a comparison of machine learning and statistical approaches

Hongyu Lai
3 14:34-14:51 14:34-14:51 Contributed Talk

The integrated approach of learning Mycobacterium tuberculosis transmission within and outside households via random directed graph models

Tenglong Li
4 14:51-15:08 14:51-15:08 Contributed Talk

An embedding based kernel test: Does eyeglance matters prior to lane change?

Jingbin Xu
5 15:08-15:24 15:08-15:24 Contributed Talk

基于时间尺度指标建立个体生存时间的动态预测模型——应用到原发性胆汁肝硬化疾病进展研究

Chengfeng Zhang
6 15:24-15:40 15:24-15:40 Contributed Talk

肾功能对急性小卒中或短暂性脑缺血发作患者中替格瑞洛联合阿司匹林及氯吡格雷联合阿司匹林的疗效及安全性影响

Anxin Wang
16:00-17:40 (UTC+8) 16:00-17:40 Local Time | Contributed Session 8
President:
NO. Beijing Time (UTC+8) Local Time Type Presentation Topic Speaker Affiliation / Organization
1 16:00-16:20 16:00-16:20 Contributed Talk

High-frequency Anticipatory Trading and Its Influences: Small Informed Trader vs. Front-runner

Ziyi Xu
2 16:20-16:40 16:20-16:40 Contributed Talk

Robust Backtests for Expected Shortfall

Zaichao Du
3 16:40-17:00 16:40-17:00 Contributed Talk

Breaking the Factor Zootopia: Factor Selection Using Significant Tests of Multi-Task Lasso

Chaoyi Zhao
4 17:00-17:20 17:00-17:20 Contributed Talk

Bias-corrected realized covariation in presence of price staleness

Haibin Zhu
5 17:20-17:40 17:20-17:40 Contributed Talk

Network transitions in the cryptocurrency market: Evidence from military conflict

Jeffrey Chu Renmin University of China