报告题目:Data-Driven Policy Learning for a Continuous Treatment
招生宣讲硕士项目:香港中文大学(深圳)经管学院-深圳高等金融研究院2025全日制理学硕士项目
报告人:艾春荣 教授
时间:11.06星期三(16:00 – 17:30)
地点:新主楼 A618
讲座系列: 经济统计
摘要:
This paper examines policy learning for continuous treatments under unconfoundedness. The continuous-treatment scenario presents greater challenges compared to the discrete case because welfare estimation becomes a nonparametric issue, even with a known propensity score. This leads to the interaction between two nonparametric stages in policy learning: welfare estimation and policy design, and their respective tuning parameters. Specifically, the bandwidth for welfare estimation must be selected simultaneously with the sieve class for policy space approximation. We contribute by considering two types of policy estimators: semi- and fully-data-driven. In the semi-data-driven approach, we manually set the bandwidth-policy class relationship and optimize the choice of sieve class through structural risk minimization. In the fully-data-driven approach, this relationship is determined adaptively based on data. For both methods, we derive oracle inequalities for the welfare of the procedures. All these procedures can be implemented using the double robustness method, reducing bias. Additionally, we identify other issues unique to the continuous treatment case, such as the theoretical properties of different penalization methods that were not prominent in the discrete case.
汇报人简介:
艾春荣博士是香港中文大学(深圳)经管学院经济学教授和校长讲座教授,担任深圳市大数据研究院社会行为大数据实验室主任和深圳高等金融研究院副院长。之前,他是美国佛罗里达大学经济学教授和Florida Term讲席教授,是中国人民大学统计与大数据研究院建院院长,上海财经大学统计与管理学院建院院长、高等研究院常务副院长、商学院副院长。
艾春荣博士的研究领域是计量经济学、实证产业组织、实证金融和中国经济。近来,他专注于大数据技术在行为大数据中的分析和应用研究,他的研究成果发表在国内外一流期刊。
招生宣讲概要:
硕士项目宣讲将整体概括性介绍香港中文大学(深圳)经管学院的六大硕士项目及特色,也将从教授视角中看未来人才培养的发展方向(复合型),宣讲会将向同学们介绍为什么来我校就读,来此读书的区位、师资、课程、培养、选拔、就业等优势。该硕士项目隶属于香港中文大学(深圳)经管学院、深圳高等金融研究院。目前开放申请的硕士项目有:金融学、经济学、会计学、数据科学、市场学和信息管理与商业分析。香港中文大学(深圳)经管学院硕士为标准海外申请制,无需参加研究生全国统一考试,毕业颁发“香港中文大学”学位,申请我院硕士项目对本科专业不限,有意向的任何专业的同学都可以申请,接受跨专业申请。