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)

July 3rd, 2024
(12:30pm CET)

Efficient estimation in extreme value regression models 

of hedge funds tail risks

Abstract

Talk


Prof.  Julien HAMBUCKERS
HEC Liège (Belgium)




June 26th, 2024
(12:30pm CET)

Hedging of Fixing Exposure

Abstract

Talk


Prof.  Roel OOMEN
Deutsch Bank, London (UK)



June 14th, 2024
(12:30pm CET)

Unification of grading-based voting methods: 

Deepest voting

Abstract

Talk


Prof. Jean Baptiste AUBIN

INSA, Lyon, France


May 28th, 2024
(12:30pm)

Semiparametric Estimation of Volatility in the Presence of Intraday Drift Dynamics

Abstract

Talk

Prof. Giuseppe BUCCHERI 

University of Verona, Italy


May 27th, 2024
(12:30pm)

Session of the SFdS- Specialized Group 'Risques AEF'

55e JdS de la SFdS

Bordeaux, France

See the program

May 14, 2024
from 9:15 am 

Workshop Risques AEF & Environment SFdS on:

`Climate, Risk, and Insurance'

See the program 


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

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

IDS Dept
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

IS & OM Dept

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