Symposium on High Dimensional Complex Systems and Macroeconomic Risks
(Holders: Shiqi Ye and Hongyin Zhang)
October 12, 2022, 1st meeting:
- “Bayesian Dynamic Tensor Regression” (Speaker: Shiqi Ye) | Paper | Slides | Video🔒 |
October 26, 2022, 2nd meeting:
- “A Comparison of the Influence of Sino-US Economic Factors on Bilateral Exchange Rates” (Speaker: Linyan Chen) | Paper🔒 |
- “Estimation and Inference of Impulse Response by Local Projection” (Speaker: Hongyin Zhang) | Papers | Slides | Video🔒 |
November 9, 2022, 3rd meeting:
- “A Primer on Vector Autoregressions” (Speaker: Shiqi Ye) | Slides |
- “Global Trade Networks and the Influence of Stock Market Returns” (Speaker: Zhengwei Zou) | Paper | Video🔒 |
November 23, 2022, 4th meeting:
- “Community Detection in Partial Correlation Network Models” (Speaker: Xiaolong Fan) | Paper | Slides | Video🔒 |
December 15, 2022, 5th meeting:
- “Global Energy Market Connectedness and Dynamic Inflation at Risk” (Speaker: Lu Gong) | Slides |
- “The Term Structural of Growth-at-Risk” (Speaker: Shiqi Ye) | Paper | Slides | Video🔒 |
January 4, 2023, 6th meeting:
- “Basic Format Adjustments for Chinese Paper Writing” (Speaker: Tingguo Zheng) | Video🔒 |
- “COVID-19 and Housing Market Fluctuations” (Speaker: Mo Zhou) | Slides | Video🔒 |
- “QAP Method for Network Analysis” (Speaker: Zhengwei Zou) | Paper | Slides |
January 18, 2023,7th meeting:
- “Dynamics and Structural Features of China’s Monetary Policy Based on Interpretable Machine Learning” (Speaker: Xinyue Fan) | Slides 🔒 |
- “Local house-price vulnerability: Evidence from the U.S. and Canada” (Speaker: Mo Zhou) | Paper | Slides | Video🔒 |
February 8, 2023, 8th meeting:
- “How Connected is the Global Sovereign Credit Risk Network” (Speaker: Hengwei Yu) |Paper | Slides | Video🔒 |
- “On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness” (Speaker: Hengwei Yu)| Paper | Slides |
- “Growth at Risk from Climate Change” (Speaker: Hongyin Zhang) |Paper | Slides|
February 22, 2023, 9th meeting:
- “An Adjustment Method of Year-on-Year Series for Economic Indicators and Applications” (Speaker: Shiqi Ye) |Paper 🔒| Slides | Video🔒 |
- “Seasonal Adjustment of Chinese Daily Data” (Speaker: Shiqi Ye)| Paper 🔒| Slides |
March 8, 2023,10th meeting:
- “Risk Contagion and Source Analysis of Sino-US Stock Markets Based on HD-DCC-MIDAS Model” (Speaker: Xiaolong Fan) | Slides | Video🔒 |
- “State Space Models and Seasonal Adjustment Methods” (Speaker: Yuqian Yang) | Slides |
March 22, 2023, 11th meeting:
- “Risk Measurement and Risk Source Identification of Economic Growth
under Data-rich Environment” (Speaker: Shiqi Ye) | Slides | Video🔒 |
- “Analysis Based on Multi-Layer Networks: an Introduction” (Speaker: Shiqi Ye) | Paper |
April 3, 2023, 12th meeting:
- “Score-Driven Time Series Models” (Speaker: Yuqian Yang) | Paper | Slides | Video🔒 |
April 19, 2023, 13th meeting:
- “Research on the Global Trade Network Connectedness and China’s Import and Export Influence” (Speaker: Hengwei Yu) | Slides | Video🔒 |
- “Time-Varying Parameter Matrix Vector Autoregressive Model” (Speaker: Hengwei Yu) | Slides |
May 4, 2023,14th meeting:
- “Global Vector Autoregressive and Panel Vector Autoregressive Models” (Speaker: Shiqi Ye) | Slides | Video🔒 |
May 18, 2023, 15th meeting:
- “Identification of Bilinear Forms with the Kalman Filter” (Speaker: Hengwei Yu) | Paper | Slides | Video🔒 |
May 31, 2023, 16th meeting:
- “Risk Measurement and Risk Source Identification of Economic Growth
under Data-rich Environment” (Speaker: Xinyue Fan) | Slides | Video🔒 |
June 7, 2023, 17th meeting:
- “Quantile Co-Movement in Financial Markets: A Panel Quantile Model with Unobserved Heterogeneity” (Speaker: Lu Gong) | Paper | Slides |
- “The Structure and Dynamics of Multilayer Networks: Chapter 2” (Speaker: Mo Zhou) | Paper | Slides | Video🔒 |
June 28, 2023, 18th meeting:
- “The Multi-Layer Network Nature of Systemic Risk and Its Implications for the Costs of Financial Crises” (Speaker: Hengwei Yu) | Paper | Slides |
- “Matrix GARCH Model: Inference and Application” (Speaker: Hengwei Yu) | Paper | Slides | Video🔒 |
July 21, 2023, 19th meeting:
- “Estimating Global Inflation Risk Spillover Based on Time-varying Quantile VAR Model” (Speaker: Lu Gong) | Paper 🔒| Slides |
- “Real-time Monitoring of China’s Growth-at-Risk Based on Mixed-Frequency Regression Model” (Speaker: Linyan Chen) | Slides | Video🔒 |
August 11, 2023, 20th meeting:
August 23, 2023, 21th meeting:
- “Quantifying Macroeconomic Uncertainty in Norway” (Speaker: Mo Zhou) | Paper | Slides |
- “Tail Risks of Inflation in India” (Speaker: Lu Gong) | Paper | Slides | Video🔒 |
August 30, 2023, 22th meeting:
- “Time-Varying Parameter Dynamic Factor Models: From Novel Estimation To Macroeconomic Monitoring” (Speaker: Shiqi Ye) | Paper🔒 | Slides | Video🔒 |
September 13, 2023, 23th meeting:
- “A Multilevel Factor Model for Economic Activity with Observation-Driven Dynamic Factors” (Speaker: Yuexin Li) | Paper | Slides | Video🔒 |
September 20, 2023, 23th meeting:
- “Measuring Climate Transition Risk Spillovers” (Speaker: Hongyin Zhang) | Paper | Slides | Video🔒 |
October 11, 2023, 24th meeting:
- “Estimation and Influencing Factors of China’s Housing-Price-at-Risk under Data-Rich Environment” (Speaker: Mo Zhou) | Slides🔒 | Video🔒 |
November 22, 2023, 25th meeting:
- “Real-time Monitoring of China’s Growth-at-Risk Based on Mixed-Frequency Regression Model” (Speaker: Linyan Chen) | Slides🔒 | Video🔒 |
December 13, 2023, 26th meeting:
- “Monitoring Multicountry Macroeconomic Risk” (Speaker: Lo Gong and Hengwei Yu) | Paper | Slides | Video🔒 |
December 27, 2023, 27th meeting:
- “Measuring Climate Transition Risk Spillovers” (Speaker: Mo Zhou) | Paper | Slides | Video🔒 |
January 23, 2024, 28th meeting:
- “Sparse generalized Yule–Walker estimation for large spatio-temporal autoregressions with an application to NO2 satellite data” (Speaker: Hongyin Zhang) | Paper | Slides | Video🔒 |
February 21, 2024, 29th meeting:
- “Measurement and Influencing Factor Analysis of Chinese City Housing Price Vulnerability” (Speaker: Mo Zhou) | Slides | Video🔒 |
February 28, 2024, 30th meeting:
- “Mixture Matrix-valued Autoregressive Model” (Speaker: Shiqi Ye) | Paper | Slides | Video🔒 |
March 13, 2024, 31th meeting:
- “Measurement and Risk source Analysis of Inflation-at-Risk under Data-Rich Environment - Controlling the “Ebb” and “Flow”” (Speaker: Lu Gong) | Slides | Video🔒 |
March 20, 2024, 32th meeting:
- “Forecasting and Stress Testing with Quantile Vector Autoregression” (Speaker: Biying Liu) | Paper | Slides | Video🔒 |
April 10, 2024, 33th meeting:
- “Summary of the Spirit of the 2024 Conference” (Speakers: Linyan Chen, Xinyue Fan, Lu Gong, Hongyin Zhang, and Mo Zhou) | Slides |
- “The Spirit of the “Government Work Report” of the Two Sessions in 2024 and the Major Topics of “Managing World”” (Speakers: Biying Liu) | Slides |
- “Interpretation of 2024 Policy Conference Documents” (Speakers: Yuexin Li) | Slides | Video🔒|
April 24, 2024, 34th meeting:
- “Time-Varying Parameter Matrix Autoregressive Model” (Speaker: Hengwei Yu) | Slides | Video🔒|
May 22, 2024, 35th meeting:
- “Climate Damage Projections beyond Annual Temperature” (Speaker: Hongyin Zhang) | Paper | Slides |
June 5, 2024, 36th meeting:
- “Dynamic factor models with time-varying parameters: Measuring changes in international business cycles” (Speaker: Shiqi Ye) | Paper | Slides | Video🔒|
June 12, 2024, 37th meeting:
- “Dynamic Mixture Vector Autoregressions with Score-Driven Weights” (Speaker: Hengwei Yu) | Paper | Slides | Video🔒|
July 18, 2024, 38th meeting:
- “Scenario-based quantile connectedness of the U.S. interbank liquidity risk network” (Speaker: Mo Zhou) | Paper | Slides | Video🔒|
July 24, 2024, 39th meeting:
- “Factor models for matrix-valued high-dimensional time series” (Speaker: Ziyang Chen) | Paper | Slides | Video🔒|
August 7, 2024, 40th meeting:
- “A component model for dynamic correlations” (Speaker: Hongyin Zhang) | Paper | Slides | Video🔒|
August 13, 2024, 41th meeting:
- “Modelling and Forecasting Macroeconomic Downside Risk” (Speaker: Shiqi Ye) | Paper | Slides | Video🔒|
August 28, 2024, 42th meeting:
- “Daily Tracking of Growth-at-Risk via Connectedness” (Speaker: Shuting Liu) | Paper🔒 | Slides | Video🔒|
September 5, 2024, 43th meeting:
- “Measurement of Regional House Prices at Risk and Economic Growth at Risk and Risk Source Identification” (Speaker: Mo Zhou) | Slides🔒 | Video🔒|
September 19, 2024, 44th meeting:
- “Time-Varying Matrix Factor Models” (Speaker: Ziyang Chen) | Paper | Slides | Video🔒|
September 26, 2024, 45th meeting:
- “Tracking the Slowdown in Long-Run GDP Growth” (Speaker: Shiqi Ye) | Paper | Slides | Video🔒|
October 17, 2024, 46th meeting:
- “Monitoring Multi-Country Macroeconomic Risk: A Quantile Factor-Augmented Vector Autoregressive (QFAVAR) Approach” (Speaker: Lu Gong and Hongyin Zhang) | Paper | Slides | Video🔒|
October 24, 2024, 47th meeting:
November 07, 2024, 48th meeting:
- “Advances in Nowcasting Economic Activity The Role of Heterogeneous Dynamics and Fat Tails.” (Speaker: Shiji Xin) | Paper | Slides | Video🔒|
November 14, 2024, 49th meeting:
- “Vector Error Correlation Models” (Speaker: Ziyang Chen) | Paper | Slides | Video🔒|
November 28, 2024, 50th meeting:
- “Resilience of China’s Industrial Chain: Measurement, Linkage, and Attribution” (Speaker: Shiqi Ye and Yu Zhao) | Slides | Video🔒|
Symposium on High Dimensional Probability and Statistics (Finished)
(Holders: Zhenghao Lyu and Weichao Xu) | Syllabus🔒 |
March 12, 2023, 1st meeting:
- “High Dimensional Probability and Statistics: Introduction” (Speaker: Zhenghao Lyu) | Slides🔒 | Video🔒 |
March 19, 2023, 2nd meeting:
- “Surprises in High-Dimensional Ridgeless Least Squares Interpolation” (Speaker: Zhenghao Lyu) | Paper| Slides🔒 | Vedio🔒 |
March 26, 2023, 3rd meeting:
- “Empirical Process I” (Speaker: Weichao Xu) | Slides🔒 | Vedio🔒 |
April 9, 2023, 4th meeting:
- “Basic Tail and Concentration Bounds” (Speaker: Meiting Zhu) |Vedio🔒 |
April 16, 2023, 5th meeting:
- “Empirical Process II” (Speaker: Weichao Xu) | Slides🔒 | Vedio🔒 |
May 7, 2023, 6th meeting:
- “Penalized Least Square in High Dimensional Linear Model” (Speaker: Weichao Xu) | Slides🔒 | Vedio🔒 |
May 14, 2023, 7th meeting:
- “Theoretical Properties of Lasso” (Speaker: Beilei Sun) | Slides🔒 | Vedio🔒 |
May 21, 2023, 8th meeting:
- “Decomposability and restricted strong convexity” (Speaker: Weichao Xu) | Slides🔒 | Vedio🔒 |
May 28, 2023, 9th meeting:
- “The Concentration Inequalities of Random Matrices and Covariance Estimation” (Speaker: Daowei Wang) | Slides🔒 | Vedio🔒 |
July 2, 2023, 10th meeting:
- “Minimax Lower Bound” (Speaker: Zhenghao Lyu) | Slides🔒 | Vedio🔒 |
Symposium on Python & CPython (Finished)
(Holders: Xiaolong Fan and Shiqi Ye)| Github| Video|
September 17, 2022, 1st meeting:
- “Function (A)” (Speaker: Ruoyu Lin)
- “Function (B)” (Speaker: Jing Gao)
September 24, 2022, 2nd meeting:
- “Class (A)” (Speaker: Hongyin Zhang)
- “Class (B)” (Speaker: Yi Sun)
October 1, 2022, 3rd meeting:
- “Magic Methods and Import” (Speaker: Jing Gao)
- “Instant Object” (Speaker: Yi Sun)
October 8, 2022, 4th meeting:
- “Operating System module and Global Interpreter Lock” (Speaker: Ruoyu Lin)
- “Function Definition and Coroutine” (Speaker: Yi Sun)
October 15, 2022, 5th meeting:
- “Multiprocessing” (Speaker: Xiaolong Fan)
- “Memory Management and Garbage Collection” (Speaker: Hongyin Zhang)
Group Works in USC
- Will Health Insurance Improve Health? | Report |
- Birth Rate in China: Small Sample Time Series Analysis. | Report |
- Using Causal Inference Model to Analyze Causal Effect of Contiguity on Trade Retaliation. | Report |
- Text Classification: Application of Logistic Regression Model
(with Oscar Ma and Chunyu Tian). | Report |
- Rental Pricing for Student Housing Around USC Using Hedonic Pricing Model
(with Oscar Ma, Rongwei Xu, Mengying Ge, Wei Zou, and Zhongni Zhu). | Report |