Econometrics: Learning from Statistical Learning Techniques

In two weeks, I will be invited as a keynote speaker in London, to give a talk on what can central bank policymakers learn from other disciplines. Which is an interesting question. Initially, I wanted to give a talk on actuarial science, large risks, and connexion with finance, but I will finally give a talk on connexions between Econometrics and Machine Learning, and how we can - as Econometricans - actually learn a lot from people coming from the Statistical Learning community - in the spir.