Seminars
isba |
The seminars are usually held on Friday at 14h30 and 16h00, alternately with Applied statistics workshops.
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Statistics Seminars/Actuarial Seminars
Invited speakers present their research results. Talks are usually given in English.
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Applied Statistics workshops
This seminar focuses on problem driven statistics.
Usually, presentations in this seminar present case studies satisfying the following requirements :
- A real problem of substantial practical interest is treated,
- Statistics played a major role in solving the problem or in obtaining a better understanding of the situation.
Occasionally, they also concern a methodological presentation of wide general interest.
Link to ISBA calendar
Statistics Seminar by Jeroen Rombouts
18 Apr
14:30 - "Modeling Higher Moments and Risk Premia for S&P 500 Returns" Jeroen Rombouts (ESSEC Business School) Modeling Higher Moments and Risk Premia for S&P 500 ReturnsAbstract: We study the impact of additional option pricing model factors on the level, term structure and conditional properties of index return moments and their risk premia.
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Statistics Seminar by Jeroen Rombouts
18 Apr
14:30 - "Modeling Higher Moments and Risk Premia for S&P 500 Returns" Jeroen Rombouts (ESSEC Business School) Modeling Higher Moments and Risk Premia for S&P 500 ReturnsAbstract: We study the impact of additional option pricing model factors on the level, term structure and conditional properties of index return moments and their risk premia.
Statistics Seminar by Alexander Munteanu
11 Apr
14:30 - "\ell_p Sensitivity Sampling: Optimal bounds and an Application to Poisson pth-Root-Link Models" Alexander Munteanu \ell_p Sensitivity Sampling: Optimal bounds and an Application to Poisson pth-Root-Link Models Abstract: Sensitivity sampling is a general purpose technique for importance subsampling that is very popular for the construction of \ell_p subspace embed
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Statistics Seminar by Alexander Munteanu
11 Apr
14:30 - "\ell_p Sensitivity Sampling: Optimal bounds and an Application to Poisson pth-Root-Link Models" Alexander Munteanu \ell_p Sensitivity Sampling: Optimal bounds and an Application to Poisson pth-Root-Link Models Abstract: Sensitivity sampling is a general purpose technique for importance subsampling that is very popular for the construction of \ell_p subspace embed
Applied Statistics Workshop by Marie-Pier Côté
21 Mar
16:00 - "Un modèle hiérarchique flexible pour les réclamations d'assurance combinant gradient boosting et copules" Marie-Pier Côté (l’université Laval) Un modèle hiérarchique flexible pour les réclamations d'assurance combinant gradient boosting et copules Résumé : Nous proposons un modèle hiérarchique pour les réclamations en assurance de dommage qui affine les méthodes
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Applied Statistics Workshop by Marie-Pier Côté
21 Mar
16:00 - "Un modèle hiérarchique flexible pour les réclamations d'assurance combinant gradient boosting et copules" Marie-Pier Côté (l’université Laval) Un modèle hiérarchique flexible pour les réclamations d'assurance combinant gradient boosting et copules Résumé : Nous proposons un modèle hiérarchique pour les réclamations en assurance de dommage qui affine les méthodes
Applied Statistics Workshop by Joelle Desterbecq
21 Mar
14:30 - "Open Science et gestion des données de la recherche : objectifs, principes et ressources" Joelle Desterbecq (UCLouvain) Open Science et gestion des données de la recherche : objectifs, principes et ressourcesRésumé: Vous souhaitez en savoir plus sur l’Open Science ? Vous démarrez un nouveau projet et vous devez établir un plan de gestion des données ?
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Applied Statistics Workshop by Joelle Desterbecq
21 Mar
14:30 - "Open Science et gestion des données de la recherche : objectifs, principes et ressources" Joelle Desterbecq (UCLouvain) Open Science et gestion des données de la recherche : objectifs, principes et ressourcesRésumé: Vous souhaitez en savoir plus sur l’Open Science ? Vous démarrez un nouveau projet et vous devez établir un plan de gestion des données ?
EMERITAT Prof. Rainer von Sachs - WORKSHOP on "Advances in high-dimensional and time series statistics"
11 Sep
Tentative PROGRAMMorning sessions : 09h15 - Introduction09h30 - Peter Buehlmann (ETH Zürich) : Talk title TBA 09h55 - Johannes Lederer (University of Hamburg) : Talk title TBA 10h20 - Lutz Duembgen (University of Bern) : Talk title TBA 10h45 - Coffee break11h15 - Qiwei Yao (London School of Economics) : Talk title TBA 11h40 - François Roueff (Institut Polytechnique de Pari
En savoir plus
EMERITAT Prof. Rainer von Sachs - WORKSHOP on "Advances in high-dimensional and time series statistics"
11 Sep
Tentative PROGRAMMorning sessions : 09h15 - Introduction09h30 - Peter Buehlmann (ETH Zürich) : Talk title TBA 09h55 - Johannes Lederer (University of Hamburg) : Talk title TBA 10h20 - Lutz Duembgen (University of Bern) : Talk title TBA 10h45 - Coffee break11h15 - Qiwei Yao (London School of Economics) : Talk title TBA 11h40 - François Roueff (Institut Polytechnique de Pari