Friday, 16. September 2022

08:30 – 09:00 Welcome Address
Stephan Schumann, Department of Economics

Session 1
Chair: Jana Mareckova (University of St. Gallen)

09:00 – 09:30 Sikandar Siddiqui (Deloitte Audit Analytics, Frankfurt)
A Data-Driven Approach to Multivariate Monte Carlo Simulation

09:30 – 10:00 Joachim Inkmann (University of Melbourne), online
Aggregate Portfolio Choice

10:00 – 10:30 Stefan Klotz (vif-klotz consulting, Munich)
Non-Interference: Prime or Fail Directive? Some Remarks on Sustainable Finance 

Coffe Break

Session 2
Chair: Laura Wichert (Deutsche Bundesbank)

11:00 – 11:30 Valeri Voev (LEGO Group)
Applications of ML and AI at the LEGO Group

11:30 – 12:00 Olga Kolokolova (Alliance Manchester Business School, The University of Manchester)
Do hedge funds still manipulate stock prices?

12:00 – 12:30 Nikolaus Hautsch (University of Vienna)
Market Response to a VIX Impulse


Session 3
Chair: Gerhard Fechteler (Credit Suisse)

14:00 – 14:30 Selver Derya Uysal (LMU Munich)
Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment

14:30 – 15:00 Roxana Halbleib (University of Freiburg)
From Zero to Big: How the Times have Changed

15:00 – 15:30 Roman Liesenfeld (University of Cologne) & Fabian Krüger (KIT)
Predicting the Global Minimum Variance Portfolio

Panel Discussion Econometrics in Practice: How should the academic programs change?
Chair: Bertrand Koebel (University of Strasbourg)

Discussants: Frank Gerhard (McKinsey & Company), Sebastian Bayer (Robert Bosch GmbH), Remi Piatek (Ørsted)​​, ​Hao Liu (UBS) and Magdalena Ramada Sarasola (Willis Towers Watson)

16:15 Walk together to Isle of Mainau

19:00 Conference dinner (Mainau, Kastaniengarten)

Saturday, 17. September 2022

Session 4
Chair: Sandra Nolte (University of Lancaster)

08:30 – 09:00 Phillip Heiler (University of Aarhus)
Estimating Heterogeneous Bounds for Treatment Effects under Sample Selection and Non-response

09:00 – 09:30 Ekaterina Kazak (University of Manchester), online
Bagged Value-at-Risk Forecast Combination

09:30 – 10:00 Anna Zaharieva (University of Bielefeld)
Parental Networks, Wage Expectations, and Intergenerational Educational Mobility

Coffee Break

Session 5
Chair: Lyudmila Grigoryeva (University of Warwick)

10:30 – 11:00 Namhyun Kim (University of Exeter)
Varying Coefficient Model with Correlated Error Components and its Application to Disparities between Mental Health Service by Councils in England

11:00 – 11:30 Livia Shkoza (University of Konstanz)
Peer effects: How social interactions determine outcomes

11:30 – 12:00 Audrone Virbickaite (CUNEF Universidad, Madrid)
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models 


13:00 University of Konstanz guided tour

16:00 Guided tour of the historical center of Konstanz (Meeting point: Hafenuhr, near Konzil Group 1/ Niederburgweinstube Group 2)

18:00 Dinner in Brauhaus Joh. Albrecht, Konradigasse 2, 78462 Konstanz