Kejin Wu
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  • NBER-NSF Time Series Conference 2025, Rutgers University
    • Poster: Types of Distribution-free Methods forForecasting Financial Volatility
    • Co-authored talk: Bootstrap Prediction Inference of Non-linear Autoregressive Models
  • NeurIPS 2024 Workshop on Statistical Frontiers in LLMs and Foundation Models, Vancouver
    • Poster: Deep Limit Model Free Prediction
    • Poster: Scalable Subsampling Inference for Deep Neural Networks
  • Society Ambulatory Assessment 2023, Virtual
    • Co-authored talk: Extracting Dynamic Features from Irregularly Spaced Time Series

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