Last week, I was in France, after almost a month in Canada and in the U.S. Unfortunately, the university was closed… yes, closed, no way to get in. So I had to work from home, to finish (and submit) some papers, write some codes to get simulations to work on when I’ll get back… But now, it’s time for a 10 day break, in the Alps…
I will then get back to work a little bit (yes, even if the university is still closed in the beginning of August – French style), and then, there will be another week off…
Time for a break, with the family…
After a short trip to Detroit and St Louis, I will spend some time in Boston, to work with Ewen, and some colleagues, at Harvard and MIT.
Today, I am at the University of Michigan, Ann Arbor (next to Detroit). I will be giving a talk at the financial and actuarial mathematics seminar (and try to visit Detroit, too) in the morning, on “actuarial pricing games”. Slides are now online.
Now that my daughter is back with a friend of her in Montréal, I will start a (short) trip in the US, starting in St Louis, Missouri.
I will visit Ahmed in Saint Louis, Ahmed works for Wells Fargo. For French speaking people, Wells Fargo is very famous, because of Lucky Luke, the comics series.
I will then move to Detroit, to give a talk at the seminar at Ann Arbor (University of Michigan).
Avant de descendre aux États-Unis, je serais pour quelques jours à Montréal. Ca sera l’occasion de revoir plein de monde… Je serais de retour en juillet. A oui, et toute la semaine prochaine, je squatterais sur Twitter le compte , et j’en suis pas peu fier… Ca sera l’occasion de parler un peu du quotidien d’un enseignant-chercheur (plus chercheur qu’enseignant en cette periode de l’annee…). A suivre sur twitter uniquement…
This week, I will be in Rotterdam, at the Workshop ‘Statistical Learning and Data Science‘, with Trevor Hastie (Stanford University), Jason Roos (RSM-Erasmus University Rotterdam), David Martens (University of Antwerpen ), Didier Nibbering (ESE-Erasmus University Rotterdam) and Gérard Biau (Université Pierre et Marie Curie).
I will give a talk on quantile and expectile regressions. Slides are online.
Time for a break… I will be back in 2017 (or maybe a little bit before). Merry Christmas….
I will be in London, UK, at the Centre for Central Banking Studies, invited as a keynote speaker for a major conference. For my talk, on Econometric Models and Statistical Learning Techniques, the agenda is the follownig
- introduction on High Dimensional Data and Modeling
- foundations of econometric models, and probabilistic aspects
- machine learning techniques, with a discussion on boosting, cross validation
- classification, from the logistic regression to trees and random forest
- machine learning tools that can be used in econometrics, such as bootstrap, principal component analysis / partial least squares, and instrumental variables and variable selection
Slides are avaible (as usual, the pdf version is more informative than the one on slideshare where animations are missing)
I will be in London this week, invited at the Centre for Central Banking Studies, as a keynote speaker, with Michael Lo and Andrew Gelman, at the Bank of England. I will give a talk on econometrics and machine learning. Slides will be online soon.
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 spirit of Varian (2013). I will upload the slides within the next ten days….
This week, I will be in Barcelona. I will give two talks. One on Tuesday afternoon on data science, for risk managers, and one on Wednesday, more technical on machine learning and data science for actuaries.
Lundi et mardi, je serais à Niort où la MAIF organise un Data Day avec plusieurs conférences (tables rondes) autour de la donnée
L’arrivée du digital créée de nouvelles opportunités, de nouveaux besoins, et de nouveaux risques. Dans ce contexte fortement évolutif et très complexe comment les personnes que nous sommes vont-ils évoluer autour de l’information de son usage et de sa gouvernance ? Quelles tendances peut-on observer ? Quelles compétences à quels horizons et pour quelles attentes ?
This week, I will be in Buenos Aires, invited at the workshop on Big Data & Environment, at the Instituto Franco-Argentino sobre
Estudios de Clima y sus Impactos
The slides of my talk will be uploaded soon on the blog