Meetings in
2023-2024

CREAR Events Calendar

Current Meetings

Meetings organized with the support of the ESSEC research center - IDS dpt, the LabEx MME-DII, the French Institute of Actuaries - Institut des Actuaires, and the group Risques AEF (Assurantiels, Economiques et Financiers) of SFdS (Société Française de Statistique). Organization: Marie Kratz; Jeremy Heng, Olga Klopp, Roberto Reno (for ESSEC), and Riada Djebbar (for the Singapore Actuarial Society - ERM)

Date

Topic

Speaker(s)

T3 (animated by Roberto Reno & Marie Kratz)

April 26, 2024
(12:30pm)

«Echo State Networks: a recurrent model for time series forecasting and clustering»

Abstract  

Talk

Prof. Miguel ATENCIA

University of Málaga, SPAIN

April 3, 2024
(12:30pm)

«Multifractal Cryptocurrencies»

Abstract  

Talk

Prof. Veronika CZELLAR

SKEMA Business School, FRANCE

Next seminars and events

Mai 14, 2024: Workshop on 'Climate, Risk, and Insurance' (ISFA, Lyon); see the program 

Mai 27, 2024: Session 'Risques Assuranciels, Economiques et Financiers', JdS 2024 (SFdS), Bordeaux; see the program

Mai 28, 2024:  Prof. Giuseppe BUCCHERI (Univ. Verona, Italy). Semiparametric Estimation of Volatility in the Presence of Intraday Drift Dynamics

June 14, 2024: Prof. Jean-Baptiste AUBIN (INSA, Lyon, France). An application of depth functions for social choice theory

June 26, 2024: Roel Oomen

T2 (animated by Olga Klopp)

March 20, 2024
(12:30pm)

«Alpha-divergence Variational Inference Meets Importance Weighted Auto-Encoders: Methodology and Asymptotics»

Abstract  

Talk

Prof. Kamelia DAUDEL

Department of Information Systems, Decision Sciences and Statistics
ESSEC BUSINESS SCHOOL, France

Feb. 28, 2024
(12:30pm)

“Sparse topic modeling via spectral decomposition and thresholding  ”

Abstract  

Talk

Prof. CLAIRE DONNAT

Department of Statistics

University of Chicago, USA

Feb. 15, 2024
(12:30pm)

“Sharp convergence guarantees for iterative (non)-convex empirical risk minimization with random data ”

Abstract  

Talk

Prof. KABIR VERCHAND

Statistical Laboratory

University of Cambridge, England

Jan. 18, 2024
(12:30pm)

“Online Matching in Random Graphs”

Abstract  

Talk

Prof. Flore Sentenac

Information Systems and Operations Management department 

HEC Paris, France


T1 (animated by Marie Kratz) - On geometric measures.  

Dec. 8, 2023
(12:30pm)

“Statistical depth: Geometry of multivariate quantiles”

Abstract  

Talk

Prof. Stanislav Nagy

Charles Univ., Prague, CZ

Nov. 22, 2023

at 3 pm (and not 12:30pm as usual)

«Lipschitz mass transport»

Abstract  

Talk


Dr. Dan Mikulincer

MIT, USA



Nov. 9, 2023


«Optimal transport-based inequality and risk measures»

Abstract  

Talk

Dr. Gilles Mordant

A. Munk’s research group 

at the University of Göttingen, Germany



Oct. 26, 2023


«Recent results on spatial/geometric quantiles and their extensions»

Abstract  

Talk

Prof. Davy Paindaveine

Department of Statistics, Université Libre de Bruxelles, Belgium



Sep. 28, 2023


Causal Inference and Counterfactuals with Optimal Transport With Applications in Fairness and Discrimination

Abstract  

Talk

Prof. Arthur Charpentier

UQAM, Montreal, Canada, and Université de Rennes


Sep.13-14, 2023

International Workshop on Cyber Risk @ Security

ESSEC La Défense & COVEA Paris

See the program on:

crear.essec.edu/crear-events/conferences-workshops/cyber-conference-2023