How to make sense of complex data sets – Stephan Smeekes

How much will financial stocks go up or down tomorrow? If the European Central Bank changes the interest rate, what will be the effect on economic growth? Which products should I recommend to my webshop’s customers, based on their history? All very different questions, but with one common theme: data. We need to analyse a lot of data to be able to answer these questions.

Stephan Smeekes, Associate Professor in Econometrics at Maastricht University School of Business and Economics, researches how to extract complex information from large datasets gathered over time. In this video, Stephan shares his insights on how a combination of econometrics, statistics and machine learning can provide the tools to help organisations find data-driven answers to their questions.

Video produced by https://www.concreet.media/
--
Interested in this topic?

- Smeekes, S. and E. Wijler (2021). An automated approach towards sparse single-equation cointegration modelling. Journal of Econometrics 221 (1), 247-276.

- Smeekes, S. and E. Wijler (2020). Unit Roots and Cointegration. In P. Fuleky (Ed.), Macroeconomic Forecasting in the Era of Big Data, Chapter 17, pp. 541-584. Advanced Studies in Theoretical and Applied Econometrics, vol. 52. Springer.

- Adámek, R., S. Smeekes and I. Wilms (2020). Lasso inference for high-dimensional time series. arXiv e-print 2007.10952.

- Smeekes, S. and E. Wijler (2018). Macroeconomic forecasting using penalized regression methods. International Journal of Forecasting 34 (3), 408-430.

You can also check out Stephan's personal website to learn more about his work: https://www.stephansmeekes.nl/homepage
--
This video is part of our series ‘Talking Business and Economics’ in which experts share their insights and knowledge on different topics in the field of business and economics.
Check out the rest of the series: link to the playlist
--
Follow us on Instagram: https://bit.ly/39BPTgt
Follow us on Facebook: https://bit.ly/2VkIgCq
Follow us on LinkedIn: https://bit.ly/3fVdZUk
Follow us on Twitter: https://bit.ly/3wkd5Yh

Видео How to make sense of complex data sets – Stephan Smeekes канала School of Business and Economics