Young Researchers Day

The Young Researchers Day takes place twice a year on the first Friday of the semester. At the YRD the doctoral students of our Institute give talks on the topics of their current research. 

24 September 2011, c. 115

 9h00 -  9h30 Daniel Koch Large Portfolio Optimization by Wavelet Thresholding Talk
 9h30 - 10h00 Federico Rotolo A Copula-Based Simulation Method for Clustered Multi-State Survival Data Talk
10h00 - 10h20 Fabian Bocart                    The Puzzling Volatility of Art Prices  

Coffee break

     
11h00 - 11h30 Cédric Taverne A Model Based on the Beta Distribution to Deal with Rating Scales Talk
11h30 - 12h00 Marco Munda Adjusting for centre effects in the analysis of survival data from multicentre clinical trials Talk
12h00 - 12h20 Bernard Francq How to Accept the Equivalence of Two Measurement Methods? Comparison and Improvements of the Bland and Altman's Approach and Errors-in-Variables Regression  

The programme including the abstracts of the talks can be found here

 

4 February 2011, c. 115

 9h00 -  9h30 Majda Talamakrouni Guided censored regression
 9h30 - 10h00 Rachida El Mehdi Stochastic Frontier Analysis With Copulas
10h00 - 10h20 Rudolf Schenk Adaptive local functional regression

Coffee break

   
11h00 - 11h30 Mathieu Pigeon Individual stochastic loss reserving: model and preliminary results
11h30 - 12h00 Mohammed Rida Soumali Detecting influential data in partially linear models
12h00 - 12h20 Catherine Timmermans Bases Giving Distances. A new semimetric and its use for nonparametric functional data analysis

The programme including the abstracts of the talks can be found here .

 

24 September 2010, c. 115

 9h00 -  9h30 Jonathan Jaeger Bayesian (hierarchical) smoothing methods for solving systems of
differential equations
 9h30 - 10h00 Ingrid Haff Pair-copula constructions of multiple dependence
10h00 - 10h20 Louis Boulanger Modeling Extremal Dependence: Application to CDOs pricing

Coffee break

   
11h00 - 11h30 Diane Pierret Multivariate volatility modelling of electricity futures
11h30 - 12h00 Boris Demeshev Guided local linear regression
12h00 - 12h20 Majda Talamakrouni Guided censored regression

The programme including the abstracts of the talks can be found here .

 

5 February 2010, c. 115

 9h00 - 9h30 Olga Reznikova Time-varying copulas: a survey Abstract , Talk
 9h30 - 10h00 Cédric Taverne How to Reinforce the Stated Preference Methods Using the Potential of Computer Based Questionnaires? Abstract , Talk
10h00 - 10h30 Fabian Bocart Statistical challenges in the art market Abstract , Talk , Video

Coffee break

     
11h00 - 11h30 Julien Hunt Topics on semi-Markov processes and their applications Abstract , Talk
11h30 - 12h00 Jean-Marc Freyermuth Tree-Structured Wavelets in Nonparametric Regression Abstract
12h00 - 12h30 Gordon Gudendorf Extreme-Value Copulas Abstract , Talk

Download all abstracts

 

25 September 2009, c.115

 9h00 - 9h30 Catherine Timmermans The BAGIDIS method, a new way for measuring distances between curves with sharp variations Abstract , Talk
 9h30 - 10h00 Thomas Meinguet Heavy tailed linear functional processes Abstract , Talk
10h00 - 10h30 Mathieu Pigeon Individual Claim Loss Reserving Abstract
Coffee break      
11h00 - 11h30 Bernard Francq Development of statistical tools to test the equivalence between two measurement methods Abstract
11h30 - 12h00 Maik Schwarz Adaptive circular deconvolution by model selection under unknown error distribution Abstract
12h00 - 12h30 Mohammed Rida Soumali The influence function of the LS estimator for the regression parameter under a semiparametric partially linear model  

 

30 January 2009, c.045

 9h30 - 10h00 Olga Reznikova Efficient estimation of a semiparametric dynamic copula model Abstract , Talk
10h00 - 10h20 Gordon Gudendorf Nonparametric Estimation of Extreme Value Copulas in Arbitrary Dimensions Abstract , Talk
10h20 - 10h40 Aleksandar Sujica The copula-graphic estimator in censored nonparametric location-scale regression models Abstract , Talk
Coffee break      
11h20 - 11h40 Jonathan Jaeger Functional estimation in systems defined by differential equations using Bayesian smoothing methods Abstract , Talk
11h40 - 12h10 Julien Hunt Semi-Markov switching interest rate models Abstract , Talk
12h10 - 12h30 Rachida El Mehdi Stochastic Frontier Analysis of the Efficiency of Moroccan Municipalities Abstract , Talk

 

26 September  2008

 9h00 - 9h30 Jean-Marc Freyermuth Tree-structured wavelet estimators : theory and applications Abstract
 9h30 - 10h00 Catherine Timmermans Using unbalanced Haar wavelets for classification of time series Abstract , Talk
10h00 - 10h30 Maik Schwarz How can boundary points and noise level be estimated in deconvolution problems? Abstract
Coffee break      
11h00 - 11h30 Olga Reznikova Efficient estimation of a semiparametric dynamic copula model Abstract
11h30 - 12h00 Bernard Francq Development of statistical tools to test the equivalence between two measurement methods Abstract
12h00 - 12h30 Julien Trufin Ruin problems in presence of underwriting cycles Abstract , Talk


1 February 2008, c.115

 9h00 - 9h30 Bianca Teodorescu Goodness-of-fit tests for conditional models with time-dependent coefficients under censoring and truncation Abstract , Talk
 9h30 - 10h00 Rachida El Mehdi Efficiency Analysis: application to financing of municipalities in Morocco Abstract , Talk
10h00 - 10h30 Réjane Rousseau Combination of Independent Component Analysis and modelisations for the identification of metabonomic biomarker in 1H-NMR spectroscopy Abstract , Talk
Coffee break      
11h00 - 11h30 Gery Geenens Non- and semiparametric tests for conditional independence in two-way contingency tables Abstract , Talk
11h30 - 12h00 Aurélie Miller The financing of first pillar pension Talk
12h00 - 12h30 Julien Hunt Options and semi-Markov regime-switching Abstract , Talk

 

21 September  2007, c.045

 9h00 - 9h30 Olga Reznikova Adaptive estimation procedure with applications Abstract , Talk
 9h30 - 10h00 Giovanni Motta Locally Stationary Factor Models Abstract , Talk
10h00 - 10h30 Hilmar Böhm The wedding of smoothed periodogram and one factor model in the frequency domain Talk
Coffee break      
10h50 - 11h20 Alexandra Daskovska Dynamical Analysis of the Malmquist Productivity Index Abstract , Talk
11h20 - 11h50 Céline Le Bailly de Tilleghem Statistical Contribution to the Virtual Multicriteria Optimization of Combinatorial Molecules Libraries and to the Validation and Application of QSAR Models Abstract , Talk
11h50 - 12h20 Astrid Jullion Receptor Occupancy estimation by using Bayesian varying coefficient model Abstract , Talk

 

| contact : Marguerite-Marie Hanon | 18/11/2011 |