After a few years, I decided to put online some lectures notes I had from a graduate course I gave over one (long) day in 2014, in Leuven, entitled “an introduction to multivariate and dynamic risk measures”. The notes are now available on hal. I just hope that it might be usefull to someone…
This Tuesday, I will be in Leuven (in Belgium) at the ACP meeting to give a talk on Data Science: from Small to Big Data. The talk will take place in theFaculty Club from 6 till 8 pm. Slides could be found online (with animated pictures).