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8th French Econometric Conference

posted Nov 15, 2016, 1:07 PM by Guillaume Chevillon

Takes place at ESSEC, November 17-18, 2016

Workshop on Time Series Econometrics

posted Jul 30, 2015, 2:42 PM by Guillaume Chevillon

A workshop co-organized by Guillaume Chevillon with Frédérique Bec (Université de Cergy-Pontoise, THEMA & CREST) and Anders RAHBEK (University of Copenhagen) will take place at ESSEC on September 25, 2015.

CREAR - Research Center on Risk

posted Jun 13, 2013, 10:45 AM by Frederique JEAN LOUIS   [ updated Jun 13, 2013, 11:45 PM ]


CREAR (Center of Research in Econo-finance and Actuarial sciences on Risk / Centre de Recherche Econo-financière et Actuarielle sur le Risque): this research center on risk aims at strengthening the exchange between academics and professionals who also strike for excellence in their modeling of risks, and fostering research on this topic. It establishes productive links with similar international research laboratories and companies. It is also a support to the actuarial track and the Quantitative Risk Management track within the PhD in Finance.

Workshop on Financial Regulation - April 9, 2010

posted Mar 19, 2010, 8:05 AM by b00274828@essec.edu   [ updated Mar 26, 2010, 6:15 AM ]

 

       


Journée Régulation Financière



Vendredi 09 Avril 2010 - 9h-17h


Institut Henri Poincaré - Amphi Darboux

11 rue Pierre et Marie Curie, 75005 Paris


 

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

ESSEC-SUPELEC Research Workshop Series on “PLS (Partial Least Squares) Developments” - 10-11 May 2010

posted Feb 25, 2010, 4:09 AM by Marie KRATZ   [ updated Mar 26, 2010, 3:48 PM by Vincenzo ESPOSITO VINZI ]


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

14h45-15h30            Kim-Anh Le Cao (The University of Queensland, Australia)

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   [ updated Nov 10, 2009, 9:18 AM ]


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