Summer School 2018

Overview of previous editions of the UB School of Economics Summer School: 2014 | 2015 | 2016 | 2017

BIG DATA FOR ECONOMICS

July 2-6, 2018

The data revolution is having a profound effect on economic research. The availability of large-scale administrative data or private sector data challenge the way economists have traditionally conducted empirical analysis. Big data is likely to affect the types of questions economists pose, by allowing for more focus on population variation and the analysis of a broader range of economic activities and interactions. No economist can avoid acquiring a basic knowledge of the large-data statistical methods that have been developed in neighboring fields and that are likely to substitute most classical econometric techniques.

 

Academic Coordinator for the 2018 edition: Montserrat Guillen (Universitat de Barcelona & Riskcenter).

Lecturer

Arthur Charpentier holds a PhD in Applied Mathematics from KU Leuven. He teaches Predictive Modeling, Actuarial Science & Insurance, Financial Mathematics, Networks & Algorithms, Statistics & Econometrics at the University of Rennes 1, where he is a Full Professor. His research interests include Risk and Insurance, Statistics & Machine Learning, Mathematical Economics, Climate Modeling. He also runs de blog Freakonometrics.

 

Meet the lecturer: Twitter | Personal Webpage | Freakonometrics Blog

Course outline and schedule

The course will look at Big Data problems. We will first consider why it is an important issue for econometricians, and describe several computer Based Techniques.

 

Monday Tuesday Wednesday Thursday Friday
9:30 – 11:00 Introduction Lecture 1 Lecture 3 Lecture 5 Lecture 7
11:30 – 13:00 Introduction Lecture 2 Lecture 4 Lecture 6 Lecture 8

 

Day 1 | Lecturer: Lluís Bermudez (Universitat de Barcelona & Riskcenter)

R Programming Refresher Session

 

Day 2 to 5 | Lecturer: Arthur Charpentier (University of Rennes 1)

Lecture 1: Introduction : Why Big Data brings New Questions
Lecture 2: Simulation Based Techniques & Bootstrap
Lecture 3: Loss Functions : from OLS to Quantile Regression
Lecture 4: Nonlinearities and Discontinuities
Lecture 5: Cross-Validation and Out-of-Sample diagnosis
Lecture 6: Variable and model selection
Lecture 7: New Tools for Classification Problems
Lecture 8: New Tools for Time Series & Forecasting

Applications

Applications are open until June 17th, 2018 or until all placements are filled. Applications will be reviewed by the Summer School academic coordinator on a rolling basis throughout the entire application period. Resolutions will be notified by email.

Candidates to the Summer School programme at the UB School of Economics should ensure that they meet the requirements before applying to the course:

 

-Students should possess a solid background in Economics or related field. Being a Master or PhD student in a relevant area will be considered a plus in the admissions process.

-Although no language certificate is required, we expect all applicants to show full competency in English.

-Candidates also need to be familiar with the programming language (R, Python…).

Tuition Fees

 

General fee: 615 euros

Student fee: 415 euros

 

Fees cover: coffee breaks, the welcome dinner, the farewell cocktail, unlimited access to the UB Sports Centre and any material required for the course. They do not cover accommodation, transport or any other services.

 

Student fee eligibility: We will only consider you for the Student Reduced Fee if you are a full-time PhD or Master student enrolled at a university or college, or if you have just finished university or if you are starting university in the same year as the Summer School course. You will be asked to provide a proof of this status at the moment of the application.

 

Payments: Participants offered a place on the Summer School will receive an e-mail with (i) the admission letter and (ii) the payment instructions. Payments of the tuition fees are required to secure a place once offered.

 

Cancellation policy: All cancellations must be received in writing and sent in advance by email. Participants wishing to withdraw from the Summer School will have their tuition fees partially refunded according to the following policies: Prior to 15 days before the beginning of the course: full refund of the registration fee, less €100 of administrative costs.

 

Scholarships

 

Master and PhD students seeking financial aid may apply for one of the five scholarships available. Each scholarship covers the course tuition fees. Applicants should add (i) a cover letter and (ii) a support letter from their supervisor or professor to the online application form.

 

Deadline for registration including scholarship application is May 31st, 2018. Applications will be reviewed by the Summer School academic coordinator. Priority will be given to those working on a clearly related topic. The list of awarded participants will be published by June 15th, 2018.

 

Tuition fees already paid by participants awarded with one of the scholarships will be reimbursed as soon as possible.

 

List of awarded candidates

 

Attendance Certificates

 

Summer School at the UB School of Economics is accredited in accordance with the European Credit Transfer System and will be recognized by the University of Barcelona as 2 ECTS credits.

 

ECTS – a common language for academic recognition: ECTS, the European Credit Transfer and Accumulation System, was developed by the European Commission in order to provide common procedures to guarantee academic recognition of studies abroad. It provides a way of measuring and comparing learning achievements and transferring them from one institution to another. This is achieved through the use of common ECTS credit units and a common ECTS grading scale.