About the conference
Date: 3 - 5 November 2021
Advanced analytics techniques, such as the analysis of novel large and unstructured data sources, or the application of techniques from machine learning and artificial intelligence, offer new insights into problems in economics and finance. These approaches have now found their way into broad-based research programmes in academia and policy institutions. This conference was the latest in a series of events jointly organised by the Bank of England (BoE), the European Central Bank (ECB) and the Data Analytics for Finance and Macro Research Centre (DAFM) at King’s College London.
The conference aimed to connect leading researchers in academia and policy institutions to present and discuss the latest advances in the interdisciplinary field of advanced analytics. For example, how do these techniques best address pressing policy questions, and how do the resulting answers compare with conventional approaches? Could these novel approaches become the norm and how? We particularly focused on areas that apply advanced analytics techniques to the following topics:
- monetary policy transmission, policy interactions, heterogeneous effects, communication
- trade and capital flows networks, exchange rates
- macroprudential and supervisory analysis and policy
- assessing and addressing risks from shocks and structural economic change
Keynote speakers
- Jesús Fernández-Villaverde (University of Pennsylvania)
- Cynthia Rudin (Duke University)
Scientific Committee
- Andrew Blake (BoE)
- Mingli Chen (University of Warwick)
- Lukas Henkel (ECB)
- Andreas Joseph (BoE)
- George Kapetanios (DAFM)
- Christopher Kurz (Federal Reserve Board)
- Michele Lenza (ECB)
- Juri Marcucci (Banca d’Italia)
- Chiara Osbat (ECB)
- Fotis Papailias (DAFM)
- Galina Potjagailo (BoE)
- Diego Rodriguez Palenzuela (ECB)
- Arthur Turrell (Office for National Statistics)