讲座题目:Low-Rank and Sparse Network Regression
主讲嘉宾:Weining Wang
布里斯托大学经济学教授
讲座时间:2025年5月19日(周一)15:00
讲座地点:金融学院116教室
嘉宾简介
Dr Weining Wang is currently a professor in economics in University of Bristol. Dr Weining Wang was a chair professor in econometrics at the University of Groningen, faculty of economics and business. Dr. Weining Wang was a chair professor of financial econometrics in department economics and related studies at the University of York, UK. She received a Doctor Degree in Economics from Humboldt University in Berlin. Her research fields mainly include non-parametric and semi-parametric econometrics,high-dimensional econometrics, network models, time series. She published in several top journals in the areas, including “Annals of Statistics, Journal of Business and Economic Statistics , Journal of Econometrics, Journal American Statistics Association, Econometric Theory, and others. Her research mainly focuses on panel data, high-dimensional time series models, and other applied econometrics methods. The goal is to address specific economic and financial research questions, such as system risk model analysis, financial derivatives asset pricing, and social network analysis.