This week-end, the Canadian Econometric Study Group will organise a conference in Montréal, on Machine Learning Econometrics. Since I was in the scientific committee, I’ve read some of the papers that will be presented, and it will be extremely interesting. There will be two invited speakers, Gregory Duncan (Amazon and University of Washington) and Dacheng Xiu (University of Chicago).I will be around at the poster session on Friday, and I should chair a session on Saturday ! See you there !
This week, The Society for the Study of Economic Inequality (ECINEQ) organised the Eighth ECINEQ Meeting 2019 in Paris, hosted by the Paris School of Economics and the World Inequality Lab. Emmanuel Flachaire was there to present our joint work on Pareto Models for Top Incomes. Slides are also available
The paper is still available on hal, and the package (TopIncomes) is also available from github,
Mid-May, I will be in Chicago for the Risk Analytics Symposium,
Just a quick post to mention that an Insurtech Summit will be organized in May 2019, on Friday 3rd, by Mike Ludkovski, and I will be there, with Francois Millard (Vitality Group), Adam Tashman (Carpe Data, Santa Barbara), Emil Valdez (University of Connecticut), and Howard Zail (Elucidor, LLC, New York City). That will be nice… I will actually also give a talk on the Monday before at the actuarial seminar !
Tomorrow afternoon, I will fly to Switzerland.
I will attend the workshop on “Natural Catastrophe Prevention and Insurance: Market and Policy Issues” at ETH Zürich.
Lundi et mardi, je serais a Beaune, en Bourgogne, pour les premières rencontres mutualistes. On m’a demande d’intervenir en ouverture de la seconde journée, sur le thème “segmentation et mutualisation”.
Les slides sont dès à présent en ligne. Comme j’ai peu de temps, je reviendrais sur les grands principes de la tarification et du rôle de l’actuaire. J’ai ensuite pense qu’une discussion autour du graphique suivant pourrait être intéressante, en particulier sur les deux bornes, inférieure (‘average pricing‘) et supérieure (‘perfect pricing‘)
On finira avec un rapide retour sur les pricing games, pour conclure.
New week, I will be in France for a few days. On Monday and Tuesday, I will be in Beaune, in Burgundy, at the first “Rencontres Mutualistes” (I will upload the slides of my talk soon). And on Wednesday, I will be in Paris, at ESCP Europe Business School. I will be giving a two hour lecture on “Big Data and Artificial Intelligence”, to use some buzzwords, as asked. More honestly, it will be on (new) data and (new) algorithms for predictive modeling. Slides are now online.
From Wednesday, June 19, 2019 to Saturday, June 22, in will be in Manizales, Colombia, for the Third International Congress on Actuarial Science and Quantitative Finance. I have been invited to go there to give a talk… There will be more information next year…
This week, I will be at the XXIX International Biometric conference, in Barcelona, to give a talk on massive collaborative data to study mortality (in an invited session, on Tuesday afternoon). Slides are available online.
Cette fin de semaine, les 7emes rencontres R sont organisées a Rennes. Ewen fera une (courte) présentation vendredi matin de nos travaux en démographie… Les slides sont en ligne (et l’article aussi).
Next week, we organize in Rennes a two day workshop on inequalities, with Olivier l’Haridon and Benoit Tarroux.
Stéphane Zuber, Frank Cowell, Emmanuel Flachaire, Kirsten Rohde, Nicolas Gravel, Brice Magdalou, Alain Chateauneuf and many other will be around. The program is now online…
Next week, we will have our two-day conference in Paris, on Insurance, Actuarial Science, Data and Models.
Enora (who started her PhD under my supervision last September) will present a poster on agregated data (in the context of anonymity, GDPR, etc) with two focus: econometric regression on compositional data (when an explanatory variable is defined on the simplex, and classical Euclidean geometry cannot be used) and ecological inference.
Ewen (who is enjoying a postdoc position with me) will present a poster also, on our recent work on genealogical data
Our research chaire ACTINFO, with our colleagues from Lyon, at the DAMI chaire, PREVENT’HORIZON chaire & ACTUARIAT DURABLE chaire, will organize a 2 day conference in Paris, on Insurance, Actuarial Science, Data & Models, in ten days.
We invited Katrien ANTONIO (KU Leuven), Alexandre BOUMEZOUED (Milliman Paris), Alfred GALICHON (New-York University), Pierre-Yves GEOFFARD (Paris School of Economics), Meglena JELEVA (University of Paris Nanterre), Julie JOSSE (Ecole Polytechnique), Florence JUSOT (Paris Dauphine University), Michael LUDKOWSKI (University of California Santa Barbara), François PANNEQUIN (CREST and ENS Paris-Saclay), Florian PELGRIN (Edhec Business School), Dylan POSSAMAI (Columbia University) and Julien TRUFIN (ULB Brussels). More information (including the program) is online.
Wednesday, I will give a talk at the European R Users Meeting about our recent work (with Ewen Gallic) on the use of collaborative data in demography. Slides (actually a longer version of the slides) are now online (including a 16:9 version that should fit better to the screen actually).