I will be in London, UK, at the Centre for Central Banking Studies, invited as a keynote speaker for a major conference. For my talk, on Econometric Models and Statistical Learning Techniques, the agenda is the follownig

• introduction on High Dimensional Data and Modeling
• foundations of econometric models, and probabilistic aspects
• machine learning techniques, with a discussion on boosting, cross validation
• classification, from the logistic regression to trees and random forest
• machine learning tools that can be used in econometrics, such as bootstrap, principal component analysis / partial least squares, and instrumental variables and variable selection

Slides are avaible (as usual, the pdf version is more informative than the one on slideshare where animations are missing)