São Paulo School of Advanced Science on High Dimensional Modelling

São Paulo School of Advanced Science in High-Dimensional Modeling

Applications are open until January 24, 2025 (new date), for the São Paulo School of Advanced Science in High-Dimensional Modelling, which will be held from April 21 to April 30, 2025, at the São Paulo School of Economics at Fundação Getulio Vargas

(FGV EESP).

Supported by FAPESP through the São Paulo School of Advanced Science (ESPCA) program, the event will address key challenges related to forecasting in high-dimensional models, asset allocation using machine learning techniques, climate econometrics, cryptofinance, and the necessary tools to tackle these issues.

Between 30 and 40 students worldwide will be selected based on an assessment considering the applicant’s research area, academic history, CV, research projects, recommendation letter, and poster to be presented. The primary target audience includes undergraduate, master’s, doctoral, and postdoctoral students.

Additionally, between 30 and 40 early-career doctors (up to 5 years of PhD) or researchers(more  than 5 years of PhD), both Brazilian and international, will be selected based on an evaluation of their CVs and the article to be presented in poster format.  For recent PhD graduates and researchers, send your CV and article to be presented in poster format to the email: espca@fgv.br  

Lecture Topics include: “Autoregressive conditional betas: specification, estimation and selection",  "Estimation in high-dimensional linear regression: Post-Double-Autometrics as an alternative to Post-Double-Lasso", “Sparse Spanning Portfolios and Under-Diversification with Second-Order Stochastic Dominance,” “The Dynamic, the Static, and the Weak Factor Models and the Analysis of High-Dimensional Time Series,” “Tree-Based Bayesian Treatment Effect Analysis,” “Forecasting Realized Volatility: Does Anything Beat Linear Models?” and “Risk Budgeting Portfolio from Simulations.” For the event program, click here.

Participation in the advanced school is by invitation, requiring interested candidates to complete an application form, submit requested documents for review by the selection committee, and provide personal data and academic and research activities.

Travel and related expenses will be covered by FAPESP. All selected participants must present a poster of their ongoing research project.

For more information and registration, click here.

If you need to contact us, use the email: espca@fgv.br