FIRN Women Virtual Seminar -   Min Zhu, UQ

FIRN is the premier network of finance researchers and PhD students across Australia and recently New Zealand.  Researchers from all of the major schools, departments and universities who offer research programs across the various topic areas of finance are members of FIRN.The purpose of FIRN is to provide a strong, cohesive and fiscially efficient approach toward supporting research and advancements in the Australian finance academic community.  FIRN’s program of events and initiatives aims to develop better communication and networking across the sector, better research outcomes, better educated PhD students, better skilled academics, stronger international relationships and a stronger future.

FIRN

FIRN Women is hosting online seminars presented by female ECRs in a monthly seminar series.

FIRN Women is hosting online seminars presented by female ECRs in a monthly seminar series. The seminars will be via zoom and will be about an hour long, comprising presentation followed by moderated Q&A.   <h2>FIRN Women invites you to a virtual seminar presented by Min Zhu, UQ</h2>Title: Efficient detection in large-scale testingAbstract: Large-scale inference has become increasingly popular in financial economics nowadays. I explore an empirical Bayes approach for large-scale multiple testing. The proposed approach bases its inferences on the posterior probability that the null is true given the observed data. It establishes a data-driven t-statistic hurdle that can be associated with any pre-specified false discovery rate, or weighted combination of false discovery rate and false nondiscovery rate. Applying the method to meta-analysis of market anomalies, the factor zoo which is characterized by both multiple testing and p-hacking, and fund performance evaluation, I find that t-hurdles need to be raised substantially in all cases.Moderated by: Jacquie Humphrey, FIRN Women/UQAll FIRN members are welcome to this event.   Please register your interest and you will be sent an email the day before with the Zoom code and password.

Our {communityGuidelinesLink} describe the sort of content we prohibit on Eventbrite. If you suspect an event may be in violation, you can report it to us so we can investigate.

To report other categories of prohibited or illegal content, submit {link}

FIRN Women Virtual Seminar - Min Zhu, UQ

More events from FIRN

Follow organisers to get events picked for you

FIRN Women Virtual Seminar - Min Zhu, UQ

More events from FIRN

Follow organisers to get events picked for you

You might also like...

Sign in for personalised recommendations