Activity day:2021-05-28
Published At:2021-05-06
Views:333
2021-05-24 updated
【CRETA Seminar】
日期:2021 年 05 月 28 日 (週五) 下午2:00~3:30
地點:國立臺灣大學管理學院二號館三樓304教室
講者:蘇俊華老師 (中央研究院經濟研究所)
演講主題:
Optimization Methods in Econometrics
講題摘要:
We will review some optimization methods, including gradient descent, mirror descent, and mixed integer programming. We will also study their convergence properties. If time permits, we will discuss their applications in econometrics such as regression trees with gradient boosting, best subset binary prediction, and forecast combination puzzle.