Labex MME-DII

Modèles Mathématiques et Économiques de la Dynamique, de l’Incertitude et des Interactions

EXECUTIVE WEBINAR SERIES – ECOMFIN

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Prof Andrea Roncoroni and Francis Declerck are glad to invite you to the first Energy and Commodity Finance (ECOMFIN) seminar.

Friday, 27 March 2015 from 12:00 to 13:30 (CET)

It wille take place at :

ESSEC Business School

Paris La Défense, France

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Hilary Till will present a paper entitled

“Structural Positions in Oil Futures Contracts:  What are the Useful Indicators?”

Hilary Till:

Hilary Till is the co-founder of a proprietary trading firm in Chicago. She is also a principal of Premia Risk Consultancy, Inc., which advises investment firms on risk-management policy. In addition, Ms. Till is the co-editor of “Intelligent Commodity Investing,” a bestseller for Risk Books. She has presented her analysis of the commodity futures markets to the following institutions: the U.S. Commodity Futures Trading Commission, the International Energy Agency, and to (then) U.K. Financial Services Authority. Ms. Till presently serves on the North American Advisory Board of the London School of Economics; is a member of the newly formed Research Council within the J.P. Morgan Center for Commodities at the University of Colorado-Denver Business School; and is a Research Associate at the EDHEC-Risk Institute. In Chicago, Ms. Till is a member of the Federal Reserve Bank of Chicago’s Working Group on Financial Markets; is an Advisory Board Member of DePaul University’s Arditti Center for Risk Management; and has provided seminars to staff from the Shanghai Futures Exchange and the China Financial Futures Exchange. She has a B.A. with General Honors in Statistics from the University of Chicago and an M.Sc. degree in Statistics from the London School of Economics (LSE).

Visit our website for more information about ECOMFIN events = http://energy-commodity-finance.essec.edu/home

Next session of the Labex MME-DII seminar

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Next sesion of the Labex MME-DII seminar : April 9th  2015, Institut Henri Poincaré, 11 rue Pierre et Marie Curie 75231 Paris cedex 05, amphithéâtre Hermite. http://www.ihp.fr/fr/guide_pratique

Title “Big-Data”

Organizer: Paul Doukhan, Laboratoire AGM

Speakers

* Ana Karina Fermin Rodriguez, Maître de Conférence, Laboratoire Modal’X, Université Paris Ouest

“Classification: introduction et approche “statistique”

* E. Le Pennec, École polytechnique, CMAP / Département de Mathématiques Appliquées

“Classification: approche “apprentissage automatique” et Big Data

L’objectif de ce double exposé est de présenter à travers l’exemple de la classification binaire les deux grandes stratégies existantes: celle issue de la statistique et celle issue de l’apprentissage automatique. Les techniques classiques issues de ces deux points de vue seront expliquées et illustrées sur des exemples numériques à l’aide du logiciel R. L’exposé se terminera par une brève introduction au Big Data.

* Matthieu Cornec, Chief Data Scientist, CDiscount

“Quelques défis de modélisation rencontrés dans le monde du ecommerce”
Résumé : Dans cet exposé, nous présenterons quelques défis analytiques auxquels sont confrontés les data-scientists dans le marketing digital. En effet, l’expansion rapide des marketplaces où  des vendeurs tiers mettent à disposition des millions de produits induit un phénomène extrême  de  “sparsity” dans les bases de données du ecommerce. Nous détaillerons cette problématique à travers quelques exemples métier :  le CRM ou segmentation clients, la recommandation de produits ainsi que le moteur de recherche. Nous illustrerons notre propos sur les données de Cdiscount, leader français du commerce en ligne.

Participation is free, but we ask you to register by filling out the form below:

https://docs.google.com/forms/d/1pNwCI7rtZmnMrsOER5K3_Hz9TR_ABylkSDVNNsy4pNc/edit#

Inauguration of the Foundation for Economic Modelling

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The inauguration of the Foundation for Economic Modelling will take place on May 12, 2014 at 5:00 pm at ESSEC, CNIT, la Défense. (Getting there)

Program:

17:00 Parallel Sessions

Session 1: Energy Finance: A new discipline crossing economic theory, business operations, and financial markets

Speakers:

Jean-Luc Prigent, University of Cergy-Pontoise

Jean-Luc Prigent is Professor of Economics at the University of Cergy-Pontoise. His research interests lie in the domain of portfolio choice and risk management.

Andrea Roncoroni, ESSEC

Andrea Roncoroni is Professor of Finance at the Essec Business School. His research interests cover energy and commodity finance, financial modelling and derivative structuring.

Frank Hovorka, Head of Real Estate Sustainability Policy, Groupe Caisse des Dépôts

Caisse des Dépôts is a long-term investor serving France’s public interest and economic development.

Session 2:  Implementing the wisdom of the crowd:  The Internet has proven to be a powerful channel for sharing information among agents. What is the appropriate mechanism to gather information from users and make good recommendations to the same users?

Speakers:

Antoine Billot, Paris 2

Antoine Billot is Professor of Economics at the University of Paris 2. His research interests are in the domains of general equilibrium, game theory and decision theory under uncertainty.

Motty Perry, University of Warwick

Motty Perry is Professor of Economics at the University of Warwick. He is Charter Member of the Game Theory Society and is an expert in mechanism design.

Olivier Thierry, COO de La Fourchette

La Fourchette is a major actor in the Internet industry that operates a Website in the restaurant business that offers advice and sollicits reviews from its users.

19:00 Cocktail and Poster Session
If you would like to attend, please send an email before April 30, 2014 specifying which session you would like to attend to: labex.mmedii@gmail.com