CityU Workshop in Econometrics and Statistics

Overview ​

The 2026 CityU Workshop in Econometrics and Statistics, co-organized by the Department of Decision Analytics and Operations, the Department of Economics and Finance, and the Fintech and Business Analytics Centre, of the College of Business, City University of Hong Kong, successfully took place on 8th and 9th January 2026 at the City University of Hong Kong campus. This event marked the second edition of the workshop series, following the inaugural workshop held in 2019.

The workshop featured two distinguished keynote speakers: Prof. Jianqing Fan from Princeton University and Prof. Xuming He from Washington University in St. Louis. Their insightful presentations present the deep insights and expansive vision of top scholars, and provide robust academic support for the conference. The workshop also featured 24 invited talks from prominent researchers in econometrics and statistics, covering a wide range of topics including but not limited to causal inference, high-dimensional and matrix/tensor data analysis, machine learning and interpretability methods, financial and risk econometrics, time series and panel data methods, network and spatial statistics, semiparametric and Bayesian methods. About 100 participants from various institutions around the world attended the workshop, including university faculty, students, and industry practitioners. They contributed rich academic discussions, cross-institutional exchanges of perspectives, and opportunities for future collaboration.

This overview page highlights the workshop's main achievements and includes a photo gallery of the event, featuring keynote speeches, invited talks, and other activities.

Welcome Speech ​

The welcome speech was delivered by Prof. Alan Wan, Associate Provost in Academic Affairs, Chair Professor of Business Statistics at City University of Hong Kong. After the welcome address, the keynote speeches were presented by Prof. Jianqing Fan and Prof. Xuming He. The workshop also received strong support from Prof. Pengfei Guo, Head of the Department of Decision Analytics and Operations.

Prof. Alan Wan

Keynote Speakers ​

Prof. Jianqing Fan focuses on estimating the average treatment effect (ATE) when covariates are high-dimensional, highly correlated, and may exhibit sparse nonlinear effects. He proposes combining the factor‑augmented deep learning estimator FAST‑NN with the Double Deep Learning framework. By using FAST‑NN to nonparametrically estimate both the response functions and propensity scores and constructing a new estimator called FIDDLE (Factor Informed Double Deep Learning Estimator) within the augmented inverse probability weighting (AIPW) framework, the method can automatically select important variables, learn low‑dimensional structures, remain consistent under model misspecification, and achieve semiparametric efficiency across a broad class of propensity and outcome models. Extensive simulations and empirical studies show that this method outperforms traditional approaches in high‑dimensional settings.

Prof. Jianqing Fan

Prof. Xuming He

Prof. Xuming He focuses on expected shortfall (ES) regression and its applications to financial risk and tail causal effects. He notes that ES cannot be expressed as the solution to a population-level expected loss function, creating computational and statistical challenges. To address this, he proposes a new optimization-based semiparametric estimator for conditional expected shortfall that adapts to data heterogeneity and requires relatively weak model assumptions. Theoretical and numerical results show the method has advantages in robustness and adaptability.

Invited Speakers ​

The workshop comprised four econometrics sessions and four statistics sessions, featuring invited talks by leading researchers in econometrics and statistics, including Prof. Yundong Tu (Peking University), Prof. Xinyu Zhang (Chinese Academy of Sciences), Prof. Giuseppe Cavaliere (University of Bologna), and 21 other distinguished scholars from institutions worldwide. Eight session chairs participated, including Prof. Yingying Li (Hong Kong University of Science and Technology) and others seven chairs.

Prof. Yundong Tu (E3)

Prof. Xinyu Zhang (S11)

Prof. Giuseppe Cavaliere (E10)

Prof. Yingying Li (Chair 4E)

Photo Gallery ​

Please find below a collection of photographs taken during the workshop, showcasing various moments including invited talks and interactive sessions.

View Photo Gallery

Prof. Xinghua Zheng (Chair Key2)

Prof. George Chu (Chair 1S)

Prof. Jan Podivinsky (S1)

Prof. Boris Choy (S2)

Prof. Tiejun Tong (S3)

Prof. Xu Han (Chair 1E)

Prof. Jing He (E1)

Prof. Bin Wang (E2)

Prof. Lilun Du (Chair 2S)

Prof. Liuhua Peng (S4)

Prof. Guanghui Wang (S5)

Prof. Bohai Zhang (S6)

Prof. Jingyu He (Chair 2E)

Prof. Haitian Xie (E4)

Prof. Jin Xi (E5)

Prof. Weichen Wang (E6)

Prof. Biao Cai (3S)

Prof. Yue Wang (S7)

Prof. Xinzhou Guo (S8)

Prof. Liyuan Cui (3E)

Prof. Liyu Dou (E7)

Dr. Wenhui Li (E8)

Prof. Ziwei Mei (E9)

Dr. Shakeel Gavioli-Akilagun (Chair 4S)

Prof. Binyan Jiang (S10)

Prof. Jia Chen (S12)

Prof. Leheng Chen (E11)

Prof. Ye Luo (E12)

Coffee Break

Question Time (1)

Question Time (2)

Question Time (3)

Building on this momentum, the workshop is poised to become a focal point for advancing methods and applications in econometrics and statistics. By fostering open collaboration, mentoring emerging researchers, and linking academic inquiry with practical challenges, the event seeks to shape future research agendas and amplify CityU's role in solving real-world problems.

At the end of the article, we would like to express our sincere gratitude to the committee members, Prof. Alan Wan, Prof. Gavin Feng, Prof. Baojun Dou, Prof. Biao Cai, Prof. Xu Han, and all staff for their invaluable support, tireless efforts, and steadfast dedication, which were essential to the success of this workshop. We look forward to the successful convening of the next workshop.