posted Mar 19, 2010 8:05 AM by b00274828@essec.edu
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updated Mar 26, 2010 6:15 AM
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Journée Régulation Financière
Vendredi 09 Avril 2010 - 9h-17h
Institut Henri Poincaré - Amphi Darboux
11 rue Pierre et Marie Curie, 75005 Paris
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09:00 Accueil des participants
09:15 – 09:30 Introduction Marie Kratz, Professeur ESSEC Business School Paris
09:30 – 12:00 Régulation en Assurance (Solvency II)
09:30 Philipp Keller, Partner, Head of Insurance Risk Management, Financial Services Industries, Deloitte
Modern Systems of Insurance Regulation: Principles and Implementation
10:30 Michel Dacorogna, Head of SCOR Group Financial Modeling
Adapting the solvency regulations to times of crisis
11:30 Discussion, animée par Arthur Charpentier, Professeur Université Rennes 1 & Ecole Polytechnique
12:00 - 13:00 Libre
13:00 - 13:30 Pause café
13:30 – 15:30 Régulation des Banques (Bâle II) et des Agences de Notation
13:30 Nadège Jassaud, Adjoint au chef du service des études sur les marchés et la stabilité financière, Direction de la stabilité financière, Banque de France
Crise financière et réformes réglementaires
14:30 Mireille Bardos, Ex Responsable de l’Observatoire des Entreprises, Banque de France
Les grandes agences de notation internationales:leur rôle annoncé dans la crise, vers quelle régulation ?
15:30 – 16:00 Pause café
16:00 – 17:00 Stratégies de sortie de crises et régulation en Finance
Laurence Scialom, Professeur Université Paris Ouest Nanterre
Vers une approche systémique de la régulation.
Discussion
INSCRIPTION gratuite mais obligatoire avant le 02 avril : remplir le formulaire joint ci-dessous (version word ou pdf, selon votre choix) et l'envoyer à bfa@sfds.asso.fr
Nombre de places limitées à 70.
Organisation: M. Bardos et M. Kratz pour le groupe BFA - SFdS et pour le GT Risque - ESSEC | |
posted Feb 25, 2010 4:09 AM by Marie KRATZ
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updated Mar 26, 2010 3:48 PM by Vincenzo ESPOSITO VINZI
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PLS and Related Methods for cutting-edge Research in Experimental Sciences Methodological Advances and Challenging Applications SUPELEC (Gif-sur-Yvette, France)
10-11 May 2010
9h30-18h00
REGISTRATION is free but compulsory before 26 April 2010 Fill in the registration form, downloadable (as a PDF file) at the bottom of this page, and send it to: laura.trinchera@supelec.fr
Scientific Program
10 May 2010
9h30 Arrival of
participants: Welcome Coffee & Croissants 9h50 Welcome address
Facing the Real World: Recent
Advances and Critical Issues of PLS Methods
Chair: Vincenzo Esposito Vinzi
10h00-10h45 Johan
Trygg (Institute of Chemistry - Umeå University, Sweden)
Role
of Chemometrics and PLS methods in Personalized medicine - Opportunities and
methodological challenges to transform the delivery of healthcare
10h45-11h30 Gilbert Saporta (Chaire de Statistique
appliquée - CEDRIC-CNAM, France)
PLS
Regression for functional data
11h30-12h15 Anne Laure Boulesteix (IBE - University
of Munich, Germany)
PLS for prediction with high-dimensional -omics data:
overview and critical issues
12h15-14h00 Lunch
(served at the SUPELEC Cantine)
SPARSE Partial Least
Squares Regression
Chair: Arthur Tenenhaus 14h00-14h45 Sunduz Keles (University Of Wisconsin,
USA)Sparse
Partial Least Squares: Theory and Applications
PLS
extensions for integration and variable selection, application to high throughput
biological data
15h30-16h00 Edouard Duchesnay (NEUROSPIN, CEA-Saclay
Center, France)
Bridging
the gap between imaging and genetics with sparse PLS
16h00-16h30 Coffee
Break
Further Topics in Causal Networks:
Categorical Data and Bayesian Networks
Chair: Laura Trinchera
16h30-17h10 Giorgio Russolillo (Chaire de
Statistique appliquée - CEDRIC-CNAM, France)
The
Non-Metric Partial Least Squares Approach 17h10-17h50 Lionel
Jouffe (Bayesia, France)
Probabilistic Structural Equations with Bayesian
Belief Networks - Principles and Applications
11 May 2010
9h30 Arrival of
participants: Welcome Coffee & Croissants
PLS Path Modeling as a
General Framework for Multi-block Data Analysis
Chair: Arthur Tenenhaus
10h00-10h45 Michel
Tenenhaus (HEC Paris, France)
A
PLS approach to regularized generalized canonical correlation analysis
10h45-11h30 Vincenzo
Esposito Vinzi (ESSEC Business School, France)
Giorgio Russolillo (Chaire de Statistique appliquée - CEDRIC-CNAM, France)
Laura Trinchera (SUPELEC, France)
An
integrated PLS Regression-based approach for multidimensional blocks in PLS
Path Modeling
11h30-12h15 Mohamed Hanafi (ENITIAA-INRA, France)
Some Computational Results related to PLS PM and
Multiblock methods
12h15-14h00 Lunch
(served at the SUPELEC Cantine)
Kernel Partial Least
Squares Chair: Michel Tenenhaus
14h00-14h45 Nicole Kramer (Weierstrass-Institute Berlin, Germany)
Conjugate
Gradient Regularization – a Statistical Framework for Partial Least Squares
Regression
14h45-15h30 Arthur Tenenhaus (SUPELEC,
France)
Kernel
Generalized Canonical Correlation Analysis
15h30-16h00 Coffee
Break 16h00-16h40 Philippe
Bastien (L’Oréal Research, France)
Some algorithmic aspects
of PLS and Kernel PLS regression with extension to PLS Cox regression
The PLS World in the
XLSTAT Data Analysis Environment
16h40-17h10 Emmanuel Jakobowicz (XLSTAT - Addinsoft,
France)
Advanced
topics in PLS Path Modeling using XLSTAT
17h10 Closing
address and ….. see you in 2011 for the Workshop #5!!!
This workshop is run under the scientific sponsorship of the Société Française de Statistique and its Group on Data Mining et Apprentissage |
posted Oct 27, 2009 9:05 AM by Guillaume CHEVILLON
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updated Nov 10, 2009 9:18 AM
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