Meetings in
2022-2023

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 BFA (Banque Finance Assurance) of SFdS (Société Française de Statistique)

Date

Topic

Speaker(s)

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

Free attendance but compulsory registration

Jan. 5, 2023

Solving the Poisson equation using coupled Markov Chains

Abstract  

Talk

Pierre Jacob

Professor of Statistics
ESSEC Business School

Jan. 31, 2023

Iterative regularisation methods for ill-posed generalised

Abstract  

Talk

Tatyana Krivobokova
Professor for Statistics with Applications in Economics

University of Vienna

Feb. 14, 2023

Universal coding under Gaussian noise, and the Wills functional

Abstract  

Talk

Jaoud MOURTADA
Professor Assistant in statistics

CREST, ENSAE Paris

March. 6, 2023

“Majorization-minimization, distance-to-set penalties, and constrained statistical learning”

Abstract  

Talk

Jason Xu
Duke University 

March. 20, 2023

"Model-based clustering of a collection of networks"

Abstract  

Talk

Tabea Rebafka
Sorbonne Université 

April. 19, 2023


“High Frequency Trading: a Boon or a Threat?”

Abstract  

Talk

Michel Dacorogna
Prime Re Solutions & University of Zurich

Visiting Professor at ESSEC (Spring 2023)

May. 10, 2023


"Autoregressive moving-average models: probabilistic

properties and econometric developments for finance"

Abstract  

Talk

Greta Goracci
University Bozen Bolzano, Italy

May. 24, 2023


“Discontinuous trading in continuous-time econometrics”

Abstract  

Talk

Davide Pirino
University of Rome "Tor Vergata", Italy

June. 6, 2023


“Optimal Portfolio Diversification via Independent Component Analysis”

Abstract  

Talk

Frederic Vrins
President of the Louvain Finance research center

UCLouvain, Belgium

June. 28, 2023


Price Impact, Inelastic Markets and the Order-Driven View of `Anomalies’

Abstract  

Talk

Jean-Philippe Bouchaud
Founder and Chairman of
Capital Fund Management (CFM)
École Normale Supérieure, Paris



2022 - Past Meetings

Sept. 30, 2022

The Leland-Toft optimal capital structure model under Poisson observations

Abstract 

Talk

Prof. Zbigniew PALMOWSKI

Wrocław Univ. of Science &Technology

Poland


Oct. 13, 2022

The Risk Management Approach to 

Macro-prudential Policy

Abstract  

Talk

Dr. Simone MANGANELLI 

European Central Bank, Frankfurt, Germany 

Oct. 28, 2022

A stochastic gradient descent algorithm to maximize

power utility of large credit portfolios under

Marshall–Olkin dependence

Abstract  

Talk

Prof. Matthias  SCHERER

Technical University Munich

Germany


Nov. 09, 2022  

From Multivariate Quantiles to Copulas and Statistical Depth, and Back

Abstract  

Talk

Prof. Marc HALLIN 

ECARES and Dept. Mathematics

Université Libre de Bruxelles,

Belgium

Nov. 25, 2022

Sparse weighted K-means for groups of mixed-type variables

Abstract

Talk

Prof. Madalina OLTEANU

CEREMADE

Université Paris Dauphine,

France

Dec. 7, 2022

exceptionally at 1pm CET

A MORE ROBUST T-TEST

Abstract  

Talk

Prof. Ulrich MÜLLER

Princeton University, USA

Dec.12, 2022

Anomaly detection using data depth: multivariate case

Abstract  

Talk

Prof. Pavlo MOZHAROVSKYI

LTCI, Telecom Paris