Adrian Schroeder, a PhD student with the Department of Economics won the Best Graduate Research Poster Award at the Canadian Econometrics Study Group (CESG) annual conference on October 25-27, 2024. Fifty-three researchers representing universities and monetary institutions in seven different countries including Belgium, France, and Australia presented posters over the weekend-long conference. Highly visual representations of methods and data, research posters are considered valuable presentation tools in econometrics, a field that applies theoretical models to datasets to evidence policy implementation and equip economists with new tools.
The poster is associated with Schroeder’s latest publication co-authored with Associate Professor Martin Burda, Recurrent Neural Network GO-GARCH Model for Portfolio Selection. The paper examines the modelling of multivariate financial asset volatility and how these play into financial portfolio management. The poster itself illustrated how the researchers combined the understanding of statistical properties that come from econometric theory with the versatility of machine learning.
“The research world has so many ups and downs that receiving this award has been a very grounding experience for me,” Schroeder said. “It’s feedback that I’m on the right track. I feel reaffirmed in my choice to pursue research in econometrics.”
Schroeder was one of the poster presenters at the conference while Professors Victor Aguirregabiria and Christian Gourieroux were invited as speakers during the conference’s second day.
“The Department of Economics has long been a major centre for the innovative use of econometrics and their applications,” said Professor Ettore Damiano, Chair of the department. “It is gratifying for faculty to see our PhD students achieve this kind of recognition. On behalf of the economics community here at the University of Toronto, I am very pleased to congratulate Adrian.”
Return to the Department of Economics website.
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