Category Archives: Trip

In the Alps, for a break

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…



Short trip in St Louis, MO

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).

On my way to Montréal

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…

“Statistical Learning and Econometrics” Workshop at Erasmus University Rotterdam

This week, I will be in Rotterdam, at the WorkshopStatistical 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.

Econometrics and Machine Learning

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)


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 spirit of Varian (2013). I will upload the slides within the next ten days….

Niort, Data Day

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 ?