„How to win Econometric Game” - seminar by QFRG & DSLab [29.05.2023]

We kindly invite you to join the coming seminar organised jointly by the Quantitative Finance Research Group and Data Science Lab.

During the coming meeting Mateusz Buczyński, Michał Woźniak and Michał Kunstler will talk about the Econometric Game - the annual world championships in econometrics and discuss this year's winning solution of the team from the Faculty of Economic Sciences, University of Warsaw.

The meeting will be held on May 29th 2023 at 5 p.m. via Zoom platform.

Link to the meeting: https://uw-edu-pl.zoom.us/j/93267837692

The meeting will be conducted in English. Please log in the latest at 4:50 p.m.

Joining a meeting implies consent to recording. Please turn off cameras and microphones during the presentation and send the questions to the speaker in the chat.

Presentation abstract:

Econometric Game is an annual international competition in the field of econometrics and data analysis organized in the University of Amsterdam since 1999. Due to its prestige, the event is often called the world championships in econometrics. Four person groups of master and PhD students invited from best universities around the world compete for two days to solve a real economic task. In 2023 edition the team from the Faculty of Economic Sciences, University of Warsaw (Mateusz Buczyński, Michał Woźniak, Michał Kunstler and Mateusz Kijewski) won the game competing against 30 other universities. The case topic this year focused on predicting malnutrition in Africa. Our team utilized expertise in machine learning, econometrics, and data analysis, employing machine learning algorithms such as LightGBM, CatBoost, and NBEATS to predict malnutrition. The solution included comprehensive data analysis and recommendations for decision makers using explainable AI features. We will present the path that led us to victory, including data that we used, deep-dive into algorithms applied and XAI techniques employed.