External Activity: 2019 Canadian Econometric Study Group Meetings

UQAM - Cœur des sciences

From Friday 18 Oct 2019 to 6PM
To Sunday 20 Oct 2019 to 6PM

36th Meeting of the Canadian Econometric Study Group 


Theme: Machine Learning Econometrics


Call For Papers


The Canadian Econometrics Study Group (CESG) invites the submission of papers for the 36th CESG Conference on October 18-20, 2019 in Montreal.

The conference is organized by the Departments of Economics at Université du Québec à Montréal (UQAM) and Concordia University and will be hosted at UQAM.

Submissions on econometric methods for large models and machine learning are encouraged, but submissions in any area of theoretical or applied econometrics will be considered.

Prospective contributors are invited to submit papers by May 31, 2019 online at: Notification of acceptance or rejection of submissions will be made by end-June. Please note that only completed papers (submitted in PDF format) will be considered. Submissions will be considered both for regular and for poster sessions.

All attendees are expected to register for the conference beforehand.

For more information, you contact the conference organizers at


Scientific committee:


Local committee:

Marine Carrasco (Université de Montréal)   Prosper Dovonon (Concordia)
Arthur Charpentier (UQAM)   Dalibor Stevanovic (UQAM)
Prosper Dovonon (Concordia)   Han Xintong (Concordia)
Debbie Dupuis (HEC, Montréal)    
Alain Guay (UQAM)    
Silvía  Gonçalves (McGill)    
Benoit Perron (Université de Montréal)    
Dalibor Stevanovic (UQAM)    
Victoria Zinde-Walsh (McGill)    










Keynote speakers:

Gregory Duncan (Amazon and University of Washington) and Brian Kelly (Yale University).

Gregory Duncan

University of Washington

A Seattle native and UW economics alumnus (BA '70), G. Duncan holds a PhD in economics and an MA in statistics from the University of California at Berkeley. With Amazon since 2012, G. Duncan has previously taught at a number of universities, including Northwestern and Berkeley; led a science group at Verizon Labs that included some of the leading lights in machine learning; and was a partner and practice head at a number of major consulting firms.
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Brian Kelly

Yale University

Bryan Kelly is Professor of Finance at the Yale School of Management, a Research Fellow at the National Bureau of Economic Research, Associate Director of SOM’s International Center for Finance, and works at AQR Capital Management, LLC. Professor Kelly’s primary research fields are asset pricing and financial econometrics. He is interested in issues related to volatility, tail, and correlation risk in financial markets, predictive methods in high dimensional systems, banking sector systemic risk, financial intermediation, and financial networks. His papers in these areas have been published in the American Economic Review, the Quarterly Journal of Economics, the Journal of Finance, the Journal of Financial Economics, and the Review of Financial Studies, among others. He is an associate editor at the Journal of Finance and the Journal of Business and Economic Statistics. Before joining Yale, Kelly was a tenured professor of finance at the University of Chicago Booth School of Business. He earned a bachelor’s degree in economics from the University of Chicago, a master’s degree in economics from University of California San Diego, and a PhD in finance from New York University’s Stern School of Business. Kelly worked in investment banking at Morgan Stanley prior to pursuing his PhD.
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