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.
I will flight (if my flight is not cancelled because of the strike) this Friday to go to Bath, to visit Victor Rivero (invited there for a year). It will be nice !… I will spend almost 10 days in the U.K.
Monday, we really had a great conference in London.
It was a great pleasure since I did learn a lot of things. And also a great honor to be the last speaker. Tuesday morning, I wanted to go to Thomas Bayes’grave, which is the the graveyard next to the CASS Business School. I had a good a apriori about where the grave should be,
but to be honest, it was not possible to get close enough to be able to read the name on it (even if I now know that it is the large one in the right lower corner of the picture)
Actually, on the internet, you can find some picture where the stone is clean, so you can learn that the grave is the “cotton” one – at least, you can easily read that name.
It was actualy more simple to see William Blake’s grave, as well as Daniel Defoe’s.
Then, with Leo, we’ve been to the Lloyd’s to see some friends, as well as Richard Rogers’s building.
At the 11th floor, you have a lot of rooms for meetings, as well as old paintings, to tell a bit more about the history of the company,
The building is just amazing. Unfortunately, to get in, there is a dress code. A sort of strict one actually. Leo is working for RBC, so he casually wears a suit. But I don’t. I mean, I did have a shirt, but as someone mentioned, “there is no collar !” (I don’t want to put my friend into trouble for helping me getting in).
So, after going throught the basement, we’ve been able to reach the elevator, and go on top.
The building is not exactly located where Edward Lloyd got his coffee shop (even after moving at the end of 1691 on Lombard street), but the Lloyd’s is still a legend for anyone interested in the history of insurance, and more generally, the history of risk modeling (and management).