Category: 2021 Conference

GC2021

The 7th gretl Conference took place on June 3-4, 2021 and was held as an online event.

Keynote speaker: Mark Steel, University of Warwick

Schedule:

DAY 1 (3.6.2021)

Time (CEST)TitlePresenter
15:00Welcome addressSven Schreiber
15:10 – 15:45Gretl downloadsRiccardo “Jack” Lucchetti
15:45 – 16:30LASSO, ridge and elastic nets in gretl: the “regls” packageAllin Cottrell
16:30 – 17:15Advanced gretl buildingDirk Eddelbuettel
17:15 – 18:00Reconciling TEV and VaR in Active Portfolio Management: A New FrontierGiulio Palomba
18:10 – 19:30The future of gretl – open discussionModerator: Sven Schreiber
Causal-inference
Graphics
Machine-learning

DAY 2 (4.6.2021)

Time (CEST)TitlePresenter
15:00 – 16:00Keynote speech: Bayesian Model AveragingMark Steel
16:15 – 17:00Presentation of BMA related gretl packagesMarcin Błażejowski, Jacek Kwiatowski, Luca Pedini
17:15 – 18:00Working with gretl and the sublime editor to boost productivityArtur Tarassow
18:15 – 19:00“LocalProjection“: Estimating IRFs with local projectionsGerardo Sebastián Díaz Muro

GC2021 – Videos

More materials soon…

Giulio Palomba – Reconciling TEV and VaR in Active Portfolio Management: A New Frontier
The-future-of-gretl-–-open-discussion.mp4

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