Mardi 29 septembre, le matin (heure canadienne), je donnerai un exposé au groupe de travail
modcov19, du CNRS, en France, pour présenter notre article COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability
Je mettrais les slides (et si possible l’enregistrement) en ligne très bientôt.
est sorti, en France, cette semaine. L’application que je propose pour montrer la modélisation par copules (par opposition aux modèles GARCH multivariés en particulier) est basée sur un vieux billet Méthodes de prévision en finance sur le blog (ou les codes permettent de reproduire l’analyse que j’en fait), remis en forme dans un court article, Prévision avec des copules en finance
In two weeks (Wednesday, 13th) I will be giving a talk at the
risk and actuarial seminar, at UNSW, in Sydney. I will have one hour to present our work, with Olivier Cabrignac and Ewen Gallic, on “ Modeling Joint Lives within Families”. Slides are now available
In July, I gave a lecture at the summer school on
machine learning for economists and applied social scientists. It was an ( online) lecture on machine learning for insurance
This week is organized the summer school on
machine learning for economists and applied social scientists. I will be giving an ( online) lecture this Thursday, on Machine Learning in Actuarial Science & Insurance, with a great program,
10am – 10:55am :
: Machine Learning in Macroeconomics Juri Marcucci 11am – 11:55am :
: Machine Learning in Actuarial Science & Insurance Arthur Charpentier 12pm – 12:55pm :
: Machine Learning in Embeddings Representations Arthur Spirling 1pm – 1:55pm :
: Machine Learning in Agricultural Economics Kathy Baylis 2pm – 2:55pm :
: Machine Learning in Causal Inference Stefan Wager 10am – 10:55am :
: Machine Learning and Data Privacy Stan Matwin 11am – 11:55am :
: Machine Learning in Econometrics Mehmet Caner 12pm – 12:55pm :
: Machine Learning in Model Selection Anders Bredahl Kock 1pm – 1:55pm :
: Machine Learning in Education and Development Economics Dario Sansone 2pm – 2:55pm:
:Temperature and Temperament: Evidence from Twitter Patrick Baylis
slides are now online,
Just a brief post to mention that was invited as a keynote speaker to give a talk at the
Summer School on Machine Learning for Economists, in one month,
I will give a talk on machine learning and insurance. More to come, soon…
Our recent article, “
Personalization as a Promise: Can Big Data Change the Practice of Insurance?” with Larence Barry just got published in “ Big Data & Society” (but a working paper version is still available online)
The purpose of this paper is to measure the impact of technologies from the Big Bang. data on thehe pricing ofhe products car insurance. The first part describes how the aggregated view buildsuit by statistics enables highlighting invisible regularities at the individual level. Despite a very granular segmentations in automobile insurance, the approach remained classificatory, hypothesizing the risk identity of individuals from the same class. The second part highlights the reversal of big data-induced perspective in the’analysis ofgiven ; awith theur volume and the new algorithms, the aggregate viewpoint is questioned.. The hypothesis of class homogeneity is becoming increasingly difficult to test. maintain, especially since predictive analysis boasts the ability to predict the rs results at the individual level. The third part is studying the’influence of telematics boxes able to import the new pinsurance aradigm automobile. However, a reading of the most recent research articles on a pricing automobile including this new monter that the epistemological leap, at least for now, has not taken place.
Ce vendredi, lancement des
activités du groupe en épidémiologie et en santé publique du centre de recherches mathématiques de Montréal. D’autres évènements seront à venir…
By the end of July, a group of colleagues from Dalhousie and Saint Mary’s Universities in Halifax will host a series of online lectures on
machine learning for economists and applied social scientists. I will be giving a talk on machine learning and insurance.
I will give a 30min talk at IACS in Toronto
tomorrow, to present our recent State-of-the-Art of Reinforcement Learning, in Economics and Finance. The paper is online on ArXiv. and the slides are available online too,
Wednesday, I will be giving a talk at the
seminar at the European Network for Business and Industrial Statistics ( ENBIS), to present our model on COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability. The slides can be downloaded from here.
Friday, I will be giving a talk at the seminar at Ecole Polytechnique, on our model on
COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability. The slides can be downloaded from here.
This Wednesday, I will be presenting at the Paris Machine Learning Meetup our recent work on
optimal control and COVID-19.
The slides can be downloaded from
After almost two months, with
Romuald Elie, Chi (Tran Viet Chi) and Mathieu Laurière, we finally have a draft of the paper related to our recent work, entitled “ COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability” (available on HAL ArXiv and MedrXiv)
Our model is an extention of the classical SIR model, but more realistic for the COVID-19 (pronounded “cider”)
We use scenarios to see the impact on various quantities
but also optimal control to see the best strategy, when it comes to lockdown, and testing. All comments are welcome…