The Fime Lab Summer School on Big Data & Finance
12-16 Jun 2023 Aussois (France)
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Planning
Week
Mon. 12
Tue. 13
Wed. 14
Thu. 15
Fri. 16
List
Mon. 12
Tue. 13
Wed. 14
Thu. 15
Fri. 16
09:00
10:00
11:00
12:00
13:00
14:00
15:00
16:00
17:00
18:00
Lecture #1 High Dimensional Econometrics
9:00 - 10:30 (1h30)
Lecture #1 High Dimensional Econometrics
Coffee break
10:30 - 11:00 (30min)
Coffee break
Lecture #1 High Dimensional Econometrics
11:00 - 12:30 (1h30)
Lecture #1 High Dimensional Econometrics
Lunch
12:30 - 14:30 (2h)
Lunch
Paper session Time series #1
14:30 - 16:00 (1h30)
Paper session Time series #1
Coffee break
16:00 - 16:30 (30min)
Coffee break
Market Microstructure of Energy Markets - A Mini Course
16:30 - 18:00 (1h30)
Market Microstructure of Energy Markets - A Mini Course
Lecture #1 High Dimensional Econometrics
9:00 - 10:30 (1h30)
Lecture #1 High Dimensional Econometrics
Coffee break
10:30 - 11:00 (30min)
Coffee break
Lecture #2 Differential Privacy
11:00 - 12:30 (1h30)
Lecture #2 Differential Privacy
Lunch
12:30 - 14:30 (2h)
Lunch
Spare time
14:30 - 16:00 (1h30)
Spare time
Coffee break
16:00 - 16:30 (30min)
Coffee break
Spare time
16:30 - 18:00 (1h30)
Spare time
Lecture #2 Differential Privacy
9:00 - 10:30 (1h30)
Lecture #2 Differential Privacy
Coffee break
10:30 - 11:00 (30min)
Coffee break
Lecture #2 Differential Privacy
11:00 - 12:30 (1h30)
Lecture #2 Differential Privacy
Lunch
12:30 - 14:30 (2h)
Lunch
Paper session Time series #2
14:30 - 16:00 (1h30)
Paper session Time series #2
Coffee break
16:00 - 16:30 (30min)
Coffee break
Paper session Optimal Strategies
16:30 - 18:00 (1h30)
Paper session Optimal Strategies
Lecture #3 Market Microstructure
9:00 - 10:30 (1h30)
Lecture #3 Market Microstructure
Coffee break
10:30 - 11:00 (30min)
Coffee break
Lecture #3 Market Microstructure
11:00 - 12:30 (1h30)
Lecture #3 Market Microstructure
Lunch
12:30 - 14:30 (2h)
Lunch
Spare time
14:30 - 16:00 (1h30)
Spare time
Coffee break
16:00 - 16:30 (30min)
Coffee break
Spare time
16:30 - 18:00 (1h30)
Spare time
Lecture #3 Market Microstructure
9:00 - 10:30 (1h30)
Lecture #3 Market Microstructure
Coffee break
10:30 - 11:00 (30min)
Coffee break
Paper session Statistics of Processes
11:00 - 12:30 (1h30)
Paper session Statistics of Processes
Lunch
12:30 - 14:30 (2h)
Lunch
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