[數量經濟學研討會]Macroeconomic Forecasting Methods with Big Data
發文時間:2016-06-12
數量經濟學研討會  
題目:Macroeconomic Forecasting Methods with Big Data
報告人:吳柏林 教授 
時間: 2016年6月17日(周五) 10:30-12:00
地點:明德樓主樓734會議室
Abstract:Economic forecasting mostly comes after economic model construction. Model construction are mainly based on historic data.  A fundamental drawback is that: with these well-constructed models people are still hesitated to predict future trends or market changes in practice. Since historical time series analysis has difficult to prove the relationship/causality with future events. Especially in the case of a structural change, the future is full of high uncertainty, ambiguity and unexpected. Construction of Big Data platform will be a new technique provides to solve the structured change and uncertain problem.  According to its artificial intelligence evolution and on line improvement to the market conditions, it will do a better response to prevailing future event. The object of this research is to construct macroeconomic forecasting in big data context, including consumer behavior, market information and structural changes, nonlinear pattern recognition, panel and spatial patterns, semantic processing mode of artificial intelligence. Empirical study will be illustrated in an efficient way with the entropy itself, the market behavior and forecasting trend.
Keywords: macroeconomic, forecasting methods, big data, entropy, art future intelligent
 
報告人簡介:臺灣政治大學教授,曾任斯坦福大學、早稻田大學、首爾大學、北京大學等多所大學客座教授。美國印第安納大學統計學博士。研究領域為時間序列分析與預測、模糊數學、人工智能以及應用統計。發表英文論文百余篇,中文論文50余篇,著作10余部。

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