São Paulo School of Advanced Science in High-Dimensional Modeling opens for enrollment

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Agência FAPESP* –Agência FAPESP – Enrollment is open for the São Paulo School of Advanced Science on High-Dimension Modeling, which will take place at Getúlio Vargas Foundation’s School of Economics (EESP-FGV) on April 21-30, 2025.

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

Lecture topics include: “Sluggish News Reactions: A Combinatorial Approach for Synchronizing Stock Jumps,” “Sparse Spanning Portfolios and Under-Diversification with Second-Order Stochastic Dominance,” “Dynamic, Static and Weak Factor Models, and 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.”

Between 30 and 40 students from around the world will be selected on the basis of an assessment covering research area, academic history, CV, research projects, recommendation letter, and a poster session to be presented. Undergraduate, master’s, PhD and postdoctoral students will be prioritized.

Additionally, between 30 and 40 Brazilian and foreign early-career PhDs or researchers will be selected on the basis of an evaluation of their CVs and articles to be presented in poster format. Travel and related expenses will be covered by FAPESP. All selected participants must present a poster of their ongoing research projects.

Participation in the school is by invitation only. Applicants must complete the enrollment form and submit the required documents with personal data and information on their academic and research activities for review by the selection committee. 

Registration will remain open until January 17, 2025. The application form is at: sites.google.com/view/spsahdm/application?authuser=0. The list of selected participants will be published on January 31.

The main venue will be EESP-FGV: 
Rua Doutor Plínio Barreto, 365
Bela Vista
São Paulo 01313-905.

For more information, visit: sites.google.com/view/spsahdm/home.

<p><strong>Agência FAPESP</strong> – Enrollment is open for the <a href="https://espca.fapesp.br/school/sao_paulo_school_of_advanced_science_on_high_dimensional_modelling/121/" target="_blank"><strong>São Paulo School of Advanced Science on High-Dimension Modeling</strong></a>, which will take place at Getúlio Vargas Foundation’s School of Economics (EESP-FGV) on April 21-30, 2025.</p>

<p>Supported by FAPESP’s São Paulo School of Advanced Science<strong> </strong>(<a href="https://espca.fapesp.br/home/" target="_blank"><strong>SPSAS</strong></a>) Program, the event will address key challenges in forecasting with high-dimensional models, asset allocation using machine learning techniques, climate econometrics, cryptofinance, and the necessary tools to tackle these issues.</p>

<p>Lecture topics include: “Sluggish News Reactions: A Combinatorial Approach for Synchronizing Stock Jumps,” “Sparse Spanning Portfolios and Under-Diversification with Second-Order Stochastic Dominance,” “Dynamic, Static and Weak Factor Models, and 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.”</p>

<p>Between 30 and 40 students from around the world will be selected on the basis of an assessment covering research area, academic history, CV, research projects, recommendation letter, and a poster session to be presented. Undergraduate, master’s, PhD and postdoctoral students will be prioritized.</p>

<p>Additionally, between 30 and 40 Brazilian and foreign early-career PhDs or researchers will be selected on the basis of an evaluation of their CVs and articles to be presented in poster format. Travel and related expenses will be covered by FAPESP. All selected participants must present a poster of their ongoing research projects.</p>

<p>Participation in the school is by invitation only. Applicants must complete the enrollment form and submit the required documents with personal data and information on their academic and research activities for review by the selection committee. </p>

<p>Registration will remain open until January 17, 2025. The application form is at: <a href="https://sites.google.com/view/spsahdm/application?authuser=0" target="_blank"><strong>sites.google.com/view/spsahdm/application?authuser=0</strong></a>. The list of selected participants will be published on January 31.</p>

<p>The main venue will be EESP-FGV: <br />
Rua Doutor Plínio Barreto, 365<br />
Bela Vista<br />
São Paulo 01313-905.</p>

<p>For more information, visit: <a href="https://sites.google.com/view/spsahdm/home" target="_blank"><strong>sites.google.com/view/spsahdm/home</strong></a>. <br />
 </p>