From July 1 to 3, 2024, the “International Workshop on Econometrics with Its Application and Practice in Finance” was successfully held at Nankai University’s School of Finance. Organized by the School of Finance, the conference brought together renowned experts and scholars from the field of econometrics worldwide, along with outstanding graduate student representatives, for in-depth discussions on cutting-edge econometric theories and their applications in finance. The event aimed to promote academic exploration and innovative practice in this field.

The conference featured three main segments: keynote speeches, invited talks, and a graduate student forum. Six internationally renowned econometricians delivered keynote speeches: Professor Gao Jiti from Monash University, Professor Hong Yongmiao from the University of Chinese Academy of Sciences, Professor Li Kunpeng from Capital University of Economics and Business, Professor Su Liangjun from Tsinghua University, Professor Wang Shaoping from Huazhong University of Science and Technology, and Professor Xiao Zhijie from Boston College. 

Nineteen invited speakers represented prestigious universities both internationally and domestically, including the University of York, Nanyang Technological University, University of Exeter, Monash University, University of Sydney, and City University of London from abroad, as well as Peking University, Nankai University, Xiamen University, Fudan University, Renmin University of China, Hunan University, Shanghai University of Finance and Economics, and the University of Science and Technology of China from within China. Graduate student speakers came from Peking University, Monash University, and Nankai University. They presented remarkable academic reports, collectively exploring cutting-edge issues and the latest research outcomes in international econometric theory and application. 

On the morning of July 2, the opening ceremony of the conference was grandly held in the School of Finance’s Academic Lecture Hall. The event was attended by Professor Zhu Shoufei, Vice President of Nankai University; Zhang Yao, Party Secretary of the School of Finance; and Professor Chen Lu, Vice Dean of the School of Finance. The opening ceremony was hosted by Professor Fan Xiaoyun, Dean of the School of Finance. Professor Zhu Shoufei warmly welcomed all the experts and scholars attending the conference, introduced the history and academic achievements of Nankai University, and emphasized the importance of the workshop in promoting the university’s top-tier discipline development and the high-quality growth of the financial econometrics field.

On the morning of July 2, Professor Hong Yongmiao from the University of Chinese Academy of Sciences delivered a keynote speech titled “Time-Varying Factor Selection: A Sparse Fused GMM Approach,” followed by Professor Su Liangjun from Tsinghua University, who presented on “High Dimensional Conditional Factor Model.” The session was chaired by Professor Tu Yundong from Peking University.

On the afternoon of July 2, Professor Li Kunpeng from Capital University of Economics and Business gave a keynote speech on “One Binds All: Dimension Reduction with Single Factor,” with Professor Cheng Tingting from Nankai University chairing the session.

On the morning of July 3, Professor Wang Shaoping from Huazhong University of Science and Technology delivered a keynote speech on “Sieve Bootstrap for Fixed-b Phillips-Perron Unit Root Test,” followed by Professor Xiao Zhijie from Boston College, who spoke on “Distribution Estimation for Time Series via DNN-based GANs.” Professor Dong Zhaohua from Zhongnan University of Economics and Law chaired this session.

On the afternoon of July 3, Professor Gao Jiti from Monash University delivered a keynote speech titled “How Much Can Neural Network Methods Help Deal with the Curse of Dimensionality,” with Professor Pan Guangming from Nanyang Technological University chairing the session.

The invited speakers at the workshop included: Jia Chen, Degui Li, and Yuning Li from the University of York; Pipat Wongsa-art from City University of London; Namhyun Kim from the University of Exeter; Bin Peng from Monash University; Juan Yao from the University of Sydney; Qu Feng and Guangming Pan from Nanyang Technological University; Shaoran Li from Peking University; Xia Wang and Ying Wang from Renmin University of China; Zhonghao Fu from Fudan University; Bo Zhang from the University of Science and Technology of China; Shuyi Ge from Nankai University; Li Chen and Xiaoyi Han from Xiamen University; Deshui Yu from Hunan University; and Yayi Yan from Shanghai University of Finance and Economics. They all presented excellent academic reports. 

The conference aimed to foster high-level academic exchanges in the field of econometrics, promote discipline development and talent cultivation, and contribute to the development and internationalization of econometrics in China. We look forward to future workshops continuing to lead academic trends, promote interdisciplinary integration, and bring new vitality and inspiration to global econometrics research.