/Agenda M-Competition
Agenda M-Competition2018-11-23T10:23:51+00:00

M4-Conference Program

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8:00 AM – 9:00 AMBreakfast
9:00 AM – 9:15 AM Welcome / Opening Remarks
9:15 AM – 9:45 AM Invited Talk
Scott Armstrong (Wharton School, University of Pennsylvania) Data Models versus Knowledge Models in Forecasting
9:45 AM – 10:15 AM Keynote Speech
Nassim Nicholas Taleb (New York University) Forecasting and Uncertainty: The Challenge of Fat Tailedness
10:15 AM – 10:45 AM Coffee Break & Networking
10:45 AM – 12:00 PM The Three Most Accurate Forecasting Methods of the M4 Competition

  • Slawek Smyl (Uber Technologies, USA) A Hybrid Approach to Forecasting
  • Pablo Montero-Manso (University of A Coruña, Spain) Combining Statistical and ML Methods
  • Maciej Pawlikowski (ProLogistica, Poland) Combining Statistical Forecasting Methods
12:00 PM – 13:30 PM Buffet Lunch & Networking
13:30 PM – 14:45 PM Forecasting Challenges

  • Robert Winkler (Duke University) The Value of Combining Forecasting Methods
  • Tim Januschowski (Amazon) Statistical and ML Methods: Boundaries and Overlaps
  • Michael Harris (Price Action Lab) Reflexivity in Financial Market Forecasting
14:45 PM – 15:15 PM Coffee Break & Networking
15:15 PM – 17:00 PMPanel Discussion
ML Versus Statistical Forecasting Methods: Advantages and Drawbacks

Chairperson: Peter Carr (New York University)

  • Jocelyn Barker (Microsoft)
  • Chris Fry (Google)
  • Mike Gilliland (SAS)
  • Maciej Powlikowski (ProLogistica)
17:00 PM – 18:30 PM FREE TIME
18:30 PM – 19:00 PMInvited Talk
Forecasting at Uber: A survey
Andrea Pasqua (Head Intelligence Decisions Systems, Uber)
19:00 PM – 21:00 PMGala Dinner & Award Ceremony of the M4 Competition Prizes

8:00 AM – 9:00 AMBreakfast
9:00 AM – 9:15 AM Opening Remarks
9:15 AM – 10:00 AM Keynote Speech
Spyros Makridakis (University of Nicosia)
The contributions of the M4 Competition to the Theory and Practice of Forecasting
10:00 AM – 11:30 AMPanel Discussion
Can Deep Learning and ML Methods Improve Forecasting Accuracy?

Chairperson: Dimitris Drikakis (University of Nicosia)

  • Maria Kolitsida (Winningminds)
  • Slawek Smyl (Uber)
  • V. Assimakopoulos (NTUA)
  • Yael Grushka (Harvard Business School)
  • Jay Yonamine (Google)
11:30 AM – 11:45 AM Coffee Break & Networking
11:45 AM – 12:30 PMPanel Discussion
Incorporating Judgmental and Quantitative Forecasts
Chairperson: Antonis Polemitis (University of Nicosia)

  • Robert Winkler (Duke University)
  • Tao Hong (University of North Carolina)
  • Pablo Montero-Manso (University of A Coruña)
  • Warren Hatch (Good Judgement Superforecaster)
12:30 PM – 12:45 PM Closing Remarks and Announcing the M5 Competition
12:45 PM – 13:30 PMBuffet Lunch

M4 CONFERENCE ORGANIZERS