2021 Conference – gretl Conference

GC2021

Keynote speaker: Mark Steel, University of Warwick

DAY 1 (3.6.2021)

Time (CEST)	Title	Presenter
15:00	Welcome address	Sven Schreiber
15:10 – 15:45	Gretl downloads	Riccardo “Jack” Lucchetti
15:45 – 16:30	LASSO, ridge and elastic nets in gretl: the “regls” package	Allin Cottrell
16:30 – 17:15	Advanced gretl building	Dirk Eddelbuettel
17:15 – 18:00	Reconciling TEV and VaR in Active Portfolio Management: A New Frontier	Giulio Palomba
18:10 – 19:30	The future of gretl – open discussion	Moderator: Sven Schreiber
	Causal-inference
	Graphics
	Machine-learning

DAY 2 (4.6.2021)

Time (CEST)	Title	Presenter
15:00 – 16:00	Keynote speech: Bayesian Model Averaging	Mark Steel
16:15 – 17:00	Presentation of BMA related gretl packages	Marcin Błażejowski, Jacek Kwiatowski, Luca Pedini
17:15 – 18:00	Working with gretl and the sublime editor to boost productivity	Artur Tarassow
18:15 – 19:00	“LocalProjection“: Estimating IRFs with local projections	Gerardo Sebastián Díaz Muro

More materials soon…

Giulio Palomba – Reconciling TEV and VaR in Active Portfolio Management: A New Frontier

Keynote speech: Mark Steel – Bayesian Model Averaging

Riccardo Lucchetti, Luca Pedini – Parallelized BMA: the ParMA package

Marcin Błażejowski, Jacek Kwiatkowski – BMA related packages in gretl

Artur Tarassow – Working with gretl and the sublime editor to boost productivity

Gerardo Sebastián Díaz Muro – “LocalProjection“: Estimating IRFs with local projections