Young Researchers Day
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The Young Researchers Day takes place twice a year on the first Friday of the semester
September 26, 2025, C115
9:00 - Leon Rofagha
“A discrimination measure under coarsening”
9:30 - Charlotte Jamotton
“A multi-criteria fair Gaussian regressor for insurance premium”
10:00 - Guillaume Deside
“Errors-in-Variables Bayesian Model of Glycemic Response to Lifestyle Factors”
10:45 - Mirco Lescart
"A flexible sub-asymptotic model for threshold exceedances"
11:15 - Kamal Gasser
“Heatwave attribution over Europe”
11:45 - Edouard Motte
“Signature methods in mathematical finance”
February 7, 2025, C115
9h00 : Lara WAUTIER
Dynamic graphical models for high-dimensional financial time series
9h25 : Madeline VAST + Laura SYMUL (Team Presentation)
Unsupervised integration of longitudinal multi-omics data
10h40 : Mathilde FOULON
Multimodal mixture regression on censored data with a cure fraction.
11h05 : Hugo BRUNET + Eugen PIRCALABELU (Team Presentation)
Functional additive regression on imperfectly observed data with error in covariates
September 20, 2024, C115
09:05 - 09:25 : Anas Mourahib
Title: Statistics of Extremes
09:25 - 09:50 : Stephane Lhaut
Title: Testing parametric models for the angular measure for bivariate extremes
09:50 - 10:15 : Benjamin Deketelaere
Title: Quantile Regression with a Censored Covariate
10:40 - 11:15 : Patricia Ortega-Jiménez
Title: Comparisons of VaR and CoVaR in terms of the value of the conditional variable.
11:15 - 11:40 : Oussama Belhouari
Title: The Three-step method in a dynamic setting
11:40 - 12:15 : Luc Boone
Title: Application of inverse probability of censoring weighting (IPCW) in open-label cancer clinical trials with centrally reviewed endpoints: Illustrating and extending the methodology
February 9, 2024, C115
"Copula based dependent censoring in cure models"
09:30 - 09:55 : Jean-loup DUPRET
"A Subdiffusive Stochastic Volatility Jump Model"
09:55 - 10:20 : Hugues ANNOYE
"Generating administrative data bases with Wasserstein GAN"
10:45 - 11:10 : Lise LEONARD
"High-dimensional regression : Model averaging and inference"
11:10 - 11:35 : Hortense DOMS
"Bayesian joint model for longitudinal HR-QOL and time-to-event outcomes"
11:35 - 12:00 : Aigerim ZHUMAN
"Speeding up Monte Carlo Integration : Control Neighbors for Optimal Conver-gence"
February 17, 2023, C115
09:10 – 09:40: Fanny Hoogstoel
“Right to be forgotten”: how to estimate excess risk mortality when no disease-specific registry data are available
09:40 – 10:30: Oskar Laverny
Version control for academics
11:00 – 11:30: Keivan Diakité
Longevity heterogeneity correction and demographic risk sharing in public pension systems
11:30 – 12:00: Jeongjin Lee
Partial Tail Correlations for Extremes
12 :00 – 12:30: Patricia Ortega Jimenez
Efron’s monotonicity under given copula structures
September 23, 2022, C115
"Multi-step valuation methods for hybrid life insurance products in a stochastic interest rate framework"
09:50 – 10:20 : Ensiyeh Nezakati
"Distributed estimation of Covariate-adjusted Gaussian graphical models"
10:50 – 11:20 : Aigerim Zhuman
"Combination of Control Variates and Adaptive Importance Sampling"
11:20 – 11:50 : Stephan Lhaut
"Uniform concentration bounds for frequencies of rare events"
11:50 – 12:20 : Anas Mourahib
"Sparse multivariate Generalized Pareto distributions"
February 4, 2022, SCIENCES 03
"Correlated stochastic mortality and interest rates: A pricing approach applied to the mixed contract"
9h30 – 10h00: Alexandre Jacquemain
"Parallel computing with R using the CECI clusters"
10h00 – 10h30: Hortense Doms
"Flexible joint models for time-to-event and non-Gaussian longitudinal outcome"
11h00 - 11h30: Shuang Hu
"Modelling multivariate extreme value distributions via markov tree"
11h30 - 12h00: Linqi Wang
"Dynamic portfolio selection with sector-specific regularization"
12h00 - 12h30: Stefka Kirilova Asenova
"Linear graphical models with heavy tail factors on trees of transitive tournaments"
September 17, 2021, Agora 14
«Years of life lost applied to insurance contracts with finite horizon for cancer patients»
9:30 – 10:00 Jean-Loup Dupret
«Impact of rough stochastic volatility models on longterm life insurance pricing»
10:00 – 10:30 Chikêola Ladekpo
«Outliers detection in meta-analysis of clinical trials»
11:00 - 11:45 Team presentation
Morine Delhelle & Ingrid Van Keilegom «Dependent censoring in cure models»
11:45 - 12:15 Charles Guy Njike Leunga
«Valuation of annuity guarantees under a self-exciting switching jump model»
12:15 - 12:45 Benjamin Deketelaere
«Quantile regression for Interval-Censored data using an Enriched Laplace Distribution»
February 5, 2021, Teams
"Nonparametric monitoring of sunspot number observations "
9h30 – 10h00: John-John Ketelbuters
"Credit Default Swap (CDS) pricing with Fractional Hawkes processes "
10h00 – 10h30: Emmanuel Niyigena
"A differential network approach using joint graphical lasso"
10h45 - 11h30: Mickaël De Backer et Catherine Legrand
"A Regression Model for the Net Bene fit "
11h30 - 12h00: Hugues Annoye
"Statistical Matching based on KCCA, Super Organizing Maps and Autoencoders-CCA"
12h00 - 12h30: Keivan Diakite
"Progressive Pension: Addressing life expectancy inequalities"
September 25, 2020, BARB93
"Financing of occupational pensions under low interest rates"
9h30: Alexandre Jacquemain
"Penalized bootstrap Lorenz regression"
10h30: Ensiyeh Nezakati Rezazadeh
"Distributed high-dimensional estimation for precision matrices"
11h00: Leandro Garcia Barrado
"Enrichment of interim analyses USing Efficacy Biomarkers (EUSEBio)"
11h30: Peter Hieber and Pierre Devolder
"Valuation of Hybrid Financial and Actuarial Products in Life Insurance by a Novel Three-Step Method"
February 14, 2020, C115
"AdaCLV for Interpretable Variable Clustering and Dimension Reduction of Spectroscopic Data"
9h30: Peter Hieber
"Optimal retirement products under subjective mortality beliefs"
10h45: Team presentation Christian Hafner and Linqi Wang
"A dynamic conditional score model for the log correlation matrix"
11h15: Hassana Al-Hassan
"Risk Sharing for Public Pension Scheme (PAYG), Using Belgium Demography as a Case Study"
11h45: Daniel Rademacher
"Normality of Estimators for the Spectral Mean Operator"
September 20, 2019, C115
09h15 : Hélène Morsomme
"Public pension schemes – intergenerational risk sharing"
09h45 : Kassu Mehari Beyene
"Smoothed Time-dependent ROC Curve for Right Censored Survival Data"
10h45 : Jonas Striaukas
"Machine Learning for Mixed Frequency Data"
11h15 : Team presentation Johan Segers and Stefka Kirilova Asenova
"Tail dependence in a Hüsler-Reiss Markov tree"
> Abstracts
February 15, 2019, C115
"Uncertainty Quantification in Sunspot Counts"
09h30 : Nathalie Lucas
"Experience rating in health insurance using a Hidden Markov Model"
10h00 : Oswaldo Gressani
"Bayesian P-splines and Laplace's method for inference in generalized additive models"
11h00 : Michel Thiel
"Comparison of chemometrics methods for the spectroscopic monitoring of active pharmaceutical ingredients in chemical reactions"
11h30 : Florian Pechon
"Multivariate Claim Frequencies in Motor Insurance using Household Data"
12h00 : Charles-Guy Njike Leunga
"Risk management of interest rate derivatives in presence of interbank risk"
>Program
September 28, 2018, C115
"Distribution comparison tests based on self-similar transport of measure"
"Lorenz regression"
"Life and Health Actuarial Pricing: a Biostatistics Approach"
"Time consistent actuarial valuation of credit risk"
9 march, 2018, C115
"Static risk measure of life annuity products"
“Combining ASCA and mixed models to analyse high dimensional designed data”
“Inclusion of time-varying covariates in cure survival models with an application in fertility studies”
10h40 : Joris Chau
“2D Wavelet regression for surfaces of Hermitian positive definite matrices”
"Simple nonlinear shrinkage estimators for large-dimensional covariance matrices”
“Joint Models for Longitudinal and Time-to-Event Data with Applications to Health Insurance”
Program
29 September, 2017, C115
“Model Regularization for the Selection of Variable Groups in Omics Data”
“Time-dependent ROC curve estimation with curve fraction”
“Mortality modelling with Lévy processes and jumps”
“Graphical models and extremes”
“Exponential-type GARCH models with linear-in-variance risk premium”
“Accelerated Failure Time Model with smoothed error distribution and one censored covariate using EM algorithm"
>Program
17 February, 2017, C115
"Stochastic optimal control of public pension schemes"
09h30 : Yue Zhao
"Inference for elliptical copula multivariate response regression models"
10h00 : Michel Thiel
"Development of modern chemometrics methods for the spectroscopic monitoring of active pharmaceutical ingredients in chemical reactions"
"An Adapted Loss Function for Censored Quantile Regression"
11h25 : Sébastien de Valeriola
"Minimum Protection in DC Funding Pension Plans and Margrabe Options"
23 september, 2016, C115
09h00 : Nathalie Lucas
"Actuarial models for health and disability insurance"
09h25 : Florian Pechon
"Multiline dynamic P&C insurance loss models"
10h45 : Nicolas Asin
"Non-parametric instrumental regression: Adaptive estimation in presence of dependence"
11h15 : Oswaldo Gressani
"Approximate Bayesian methods in cure survival models: Coupling P-splines with Laplace approximations for fast inference"
11h40 : Cheikh Ndour
"Multiblock Redundancy Analysis : Application to dataset from an adjuvanted vaccine"
12h10 : Gauthier Dierieckx
"On the Darling-Erdös Theorem"
5 February, 2016, C115
09h00 : Hervé Azobou Anantia
"Accelerated Failure Time Model with one covariate subject to random right censoring"
09h35 : Joris Chau and Rainer von Sachs
"Mixed-effects modelling meets spectral analysis of time series"
10h55 : Samuel Maistre
"Spline backfitted kernel estimation of an additive model for censored data"
11h30 : Josefine Hinkelmann
"More Negative Expectation Dependence: Key Properties and Hypothesis Testing"
18 September, 2015, C115
09h00 : Benjamin Colling
"Goodness-of-fit tests in semiparametric transformation models using the integrated regression function"
09h30 : Baptiste Féraud, Bernadette Govaerts and Manon Martin
"Metabolomics studies in disease diagnostic and prevention. Where and how can statisticians help?"
10h45 : Mickaël De Backer
"Copula Quantile Regression with Censored Data"
11h15 : Johan Segers, Michal Warchol and Yuwei Zhao
"Modelling serial extremal dependence with tail processes"
>Program
6 February, 2015, C115
| 09h00 - 9h30 | Anna Kiriliouk and Johan Segers | Nonparametric estimation of extremal dependence |
| 09h30 - 10h00 | Samuel Gbari | Stochastic approximations in mortality projection models |
| 10h00 - 10h20 | Nicolas Asin | Adaptive nonparametric estimation in the presence of dependence |
| 11h00 - 11h30 | Jennifer Alonso Garcia | Guarantee valuation in Notional Defined Contribution pension systems |
| 11h30 - 12h00 | Nathan Uyttendaele | Nested Archimedean Copulas: A Short Research Story |
| 12h00 - 12h20 | Gildas Mazo | Construction and estimation of highdimensional copulas |
19 September, 2014, C115
| 09h00 - 9h30 | Manuela Braione | Forecasting comparison of Long Term component dynamic models for Realized Covariance Matrices |
| 09h30 - 10h00 | Maïlis Amico | Mixture cure model estimation with a singleindex structure |
| 10h00 - 10h20 | Adrien Lebègue | Iterated VaR or CTE Measures: a False Good Idea? |
| 11h00 - 11h30 | Aurélie Bertrand | Bias correction using the SIMEX algorithm in the promotion time cure model with measurement error |
| 11h30 - 12h00 | Vincent Bremhorst | Flexible models for cure interval-censored data |
| 12h00 - 12h20 | Baptiste Feraud | Statistical treatment of 2D-NMR COSY spectra: clustering-based repeatability evaluation and comparison with 1H-NMR in terms of Metabolomic Informative Content |
>Program
31 January, 2014, C115
| 09h00 - 9h30 | Nicolas Asin | Local Likelihood and Transformation Models in Survival Analysis |
| 09h30 - 10h00 | Sylvie Scolas | Accelerated Failure time model with interval censored data and cure |
| 10h00 - 10h20 | Fabian Bocart | Applied statistics and research |
| 11h00 - 11h30 | Anne Benoit | Taking into Account Strains Heterogeneity in the Estimation of Vaccine Efficacy Against Seasonal Influenza |
| 11h30 - 12h00 | Cedric Taverne | Extended Beta Regressions for (Inflated) Discrete Scales |
| 12h00 - 12h20 | Marco Munda | Modelling spatio–temporal variation in malaria incidence with the spatial frailty model |
20 September, 2013, C115
| 09h00 - 9h30 | Majda Talamakrouni | Parametrically guided nonparametric density and hazard functions estimation with censored data |
| 09h30 - 10h00 | Daniel Koch | An extension of the locally stationary wavelet processes |
| 10h00 - 10h20 | Anna Kiriliouk | An M-estimator for tail dependence in spatial extremes |
| 11h00 - 11h30 | Jennifer Alonso Garcia | Risk and Solvency of a Notional Defined Contribution public pension scheme |
| 11h30 - 12h00 | Rudolf Schenk | Adaptive Bayesian estimation in Gaussian sequence space models |
| 12h00 - 12h20 | Michał Warchoł | Statistics for tail processes of heavy–tailed Markov chains |
1 February 2013, C115
| 9h00 - 9h30 | Nathan Uyttendaele | Nonparametric reconstruction of the tree structure of a nested archimedean copula |
| 9h30 - 10h00 | Benjamin Colling | Goodnest of fit tests in semiparametric transformation models |
| 10h00 - 10h20 | Aurélie Bertrand | The Simex method for correcting the bias in a survival cure model with mismeasured covariates |
| 11h00 - 11h30 | Vincent Bremhorst | Estimation of the latent distribution in cure survival models using a flexible Cox Model |
| 11h30 - 12h00 | George Babajan | Mathematical finance applied to gas and power derivatives |
| 12h00 - 12h20 | Aleksandar Sujica | The copula-graphic estimator in censored nonparametric location-scale regression models |
3 February 2012, C115
| 9h00 - 9h30 | Anne Benoit | Challenges in assessing efficacy of seasonal influenza vaccine | |
| 9h30 - 10h00 | Jonathan Jaeger | Bayesian ODE-penalized B-spline model with Gaussian mixture as error distribution | |
| 10h00 - 10h20 | Catherine Timmermans | Perspectives on Bagidis for image processing | |
| 11h00 - 11h30 | George Babajan | Stochastic modeling of gaz and electricity derivatives markets | |
| 11h30 - 12h00 | Habiba Tassa | Pension valuation and solvency | |
| 12h00 - 12h20 | Aleksandar Sujica | The copula-graphic estimator in censored nonparametric location-scale regression models |
23 September 2011, C115
| 9h00 - 9h30 | Daniel Koch | Large Portfolio Optimization by Wavelet Thresholding |
| 9h30 - 10h00 | Federico Rotolo | A Copula-Based Simulation Method for Clustered Multi-State Survival Data |
| 10h00 - 10h20 | Fabian Bocart | The Puzzling Volatility of Art Prices |
| 11h00 - 11h30 | Cédric Taverne | A Model Based on the Beta Distribution to Deal with Rating Scales |
| 11h30 - 12h00 | Marco Munda | Adjusting for centre effects in the analysis of survival data from multicentre clinical trials |
| 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 |
4 February 2011, C115
| 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 |
| 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 |
24 September 2010, C115
| 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 |
| 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 |
5 February 2010, C115
| 9h00 - 9h30 | Olga Reznikova | Time-varying copulas: a survey |
| 9h30 - 10h00 | Cédric Taverne | How to Reinforce the Stated Preference Methods Using the Potential of Computer Based Questionnaires? |
| 10h00 - 10h30 | Fabian Bocart | Statistical challenges in the art market |
| 11h00 - 11h30 | Julien Hunt | Topics on semi-Markov processes and their applications |
| 11h30 - 12h00 | Jean-Marc Freyermuth | Tree-Structured Wavelets in Nonparametric Regression |
| 12h00 - 12h30 | Gordon Gudendorf | Extreme-Value Copulas |
25 September 2009, C115
| 9h00 - 9h30 | Catherine Timmermans | The BAGIDIS method, a new way for measuring distances between curves with sharp variations |
| 9h30 - 10h00 | Thomas Meinguet | Heavy tailed linear functional processes |
| 10h00 - 10h30 | Mathieu Pigeon | Individual Claim Loss Reserving |
| 11h00 - 11h30 | Bernard Francq | Development of statistical tools to test the equivalence between two measurement methods |
| 11h30 - 12h00 | Maik Schwarz | Adaptive circular deconvolution by model selection under unknown error distribution |
| 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, C045
| 9h30 - 10h00 | Olga Reznikova | Efficient estimation of a semiparametric dynamic copula model |
| 10h00 - 10h20 | Gordon Gudendorf | Nonparametric Estimation of Extreme Value Copulas in Arbitrary Dimensions |
| 10h20 - 10h40 | Aleksandar Sujica | The copula-graphic estimator in censored nonparametric location-scale regression models |
| 11h20 - 11h40 | Jonathan Jaeger | Functional estimation in systems defined by differential equations using Bayesian smoothing methods |
| 11h40 - 12h10 | Julien Hunt | Semi-Markov switching interest rate models |
| 12h10 - 12h30 | Rachida El Mehdi | Stochastic Frontier Analysis of the Efficiency of Moroccan Municipalities |
26 September 2008
| 9h00 - 9h30 | Jean-Marc Freyermuth | Tree-structured wavelet estimators : theory and applications |
| 9h30 - 10h00 | Catherine Timmermans | Using unbalanced Haar wavelets for classification of time series |
| 10h00 - 10h30 | Maik Schwarz | How can boundary points and noise level be estimated in deconvolution problems? |
| 11h00 - 11h30 | Olga Reznikova | Efficient estimation of a semiparametric dynamic copula model |
| 11h30 - 12h00 | Bernard Francq | Development of statistical tools to test the equivalence between two measurement methods |
| 12h00 - 12h30 | Julien Trufin | Ruin problems in presence of underwriting cycles |
1 February 2008, C115
| 9h00 - 9h30 | Bianca Teodorescu | Goodness-of-fit tests for conditional models with time-dependent coefficients under censoring and truncation |
| 9h30 - 10h00 | Rachida El Mehdi | Efficiency Analysis: application to financing of municipalities in Morocco |
| 10h00 - 10h30 | Réjane Rousseau | Combination of Independent Component Analysis and modelisations for the identification of metabonomic biomarker in 1H-NMR spectroscopy |
| 11h00 - 11h30 | Gery Geenens | Non- and semiparametric tests for conditional independence in two-way contingency tables |
| 11h30 - 12h00 | Aurélie Miller | The financing of first pillar pension |
| 12h00 - 12h30 | Julien Hunt | Options and semi-Markov regime-switching |
21 September 2007, C045
| 9h00 - 9h30 | Olga Reznikova | Adaptive estimation procedure with applications |
| 9h30 - 10h00 | Giovanni Motta | Locally Stationary Factor Models |
| 10h00 - 10h30 | Hilmar Böhm | The wedding of smoothed periodogram and one factor model in the frequency domain |
| 10h50 - 11h20 | Alexandra Daskovska | Dynamical Analysis of the Malmquist Productivity Index |
| 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 |
| 11h50 - 12h20 | Astrid Jullion | Receptor Occupancy estimation by using Bayesian varying coefficient model |