Meeting in 2019-2020

Coming Soon Meetings:

Meetings organized with the support of the ESSEC research center - IDS dpt, the LabEx MME-DIIthe French Institute of Actuaries - Institut des Actuaires, and the group BFA (Banque Finance Assurance) of SFdS (Société Française de Statistique)

Thanks to: the WG Risk assistant Melissa BagriMarcel Bräutigam (PhD) for his help, and also the IT teams on both La Défense and Singapore campuses.


Note: Special issue on 'Cyber Risk & Security' of the journal Risks 
Guest Editors:  Michel Dacorogna (Prime Re Solutions, Switzerland) and Marie Kratz (ESSEC CREAR) 
Deadline for manuscript submissions3 February 2020 

Calendar of the meetings  in 2019-2020:

Focus on Cyber Risk & Security or/and Data Analytics/Modelling/Science: seminars co-organized with Jeremy Heng (ESSEC CREAR) and Olga Klopp (ESSEC CREAR)

2nd Term : 
 
March 30, 2020   
 


Prof. Emmanuel Bacry
Ecole Polytechnique
Palaiseau
 

March 20, 2020
   
 

Trading Desk Behavior Modeling via LSTM 

for Fraud Detection

Abstract                                                                               

 
Marine NEYRET 
Data Lab - Inst. L. Bachelier 
 Jaouad OUAGGAG
Data Lab - Inspection Générale, Société Générale

February 26, 2020


Robust Tests for White Noise and Cross-Correlation


 Abstract                                                                              Talk

 
Prof. Liudas Giraitis
Queen Mary Univ.
London, UK
February 20, 2020 

Generative Models for Dynamic Graph Exploration

  Abstract                                                                             Talk
Prof. Fabrice Rossi
University Paris-Dauphine
Member of CEREMADE and MILES 

1st Term : 

 Seminars take place simultaneously at:
 
- Essec Asia Pacific
, at 6
:30 - 7:30pm
Essec La Défense (
Cnit) at 
12:30 - 1:30 pm
 
        
October 4, 2019
Essec La Défense 
Room 202
 


Conditional calibration and the sage statistician


 
Prof. Donald RUBIN
Yau Center
for Mathematical Sciences,
Tsinghua University,
China 
 October 21, 2019
 Essec La Défense 
Room 202

Is climate change making extreme rains
more frequent, or bigger, or more dangerous?


  Abstract                                                                                Talk                                                     
 
Prof. Holger ROOTZEN
Chalmers Univ. and 
Royal Sweedish Academy
of science,
Sweden
November 13, 2019
Essec La Défense 
Room 202
 
Spatial CART Classification Trees

 
 Prof. Avner BAR-HEN
Chair of Statistics 
and Mass Data
CNAM Paris

   November 18, 2019
Essec La Défense 
Room 202
 
Insurance Pricing in a Competitive Market

 
Prof. Arthur CHARPENTIER
Université du Québec à Montreal (UQAM), 
Canada
 
   December 11, 2019

Essec La Défense 
Room 220
 
 Solving Cyber Risk
 
 Eireann LEVERETT
Cambridge Judge Business School, UK

   December 18, 2019

Essec La Défense 
Room 202

 
From quadratic Hawkes processes
to rough volatility and Zumbach effect

 
Prof. Mathieu ROSENBAUM
CMAP
École Polytechnique
Palaiseau