Modèles Mathématiques et Économiques de la Dynamique, de l’Incertitude et des Interactions
Gleb Koshevoy, who holds the Labex MME-DII International Chair 2014-2015 and Marc-Arthur Diaye are organizing a workshop on Applications of random sets theory in Econometrics and Finance. The workshop will take place on May 28th, 2015 from 9:00-13:15 at MSE. Confirmed speakers: Gleb Koshevoy (International Chair MME-DII), Ilya Molchanov (Bern), Christian Hess (Dauphine).
Dimitrios Xefteris, professor at the University of Cyprus and holder of an International Chair of the Labex MME-DII 2014-2015 will give a course on “Spatial Models of Electoral Competition” on May 26 and 27, 2015, from 10:00-12:00 at THEMA, University of Cergy-Pontoise.
You can download the syllabus here:
By lcollin
19TH CONFERENCE THEORIES AND METHODS IN MACROECONOMICS
Humboldt University, Berlin
March 26-27, 2015
The Humboldt University is pleased to announce that the 19th Conference « Theories and Methods in Macroeconomics » (T2M) will take place in Berlin (Germany), on March 26-27, 2015. This conference provides a forum of discussion between advanced Phd/postdoctoral students in Macroeconomics and established researchers in their field.
https://sites.google.com/site/t2mnetwork/the-annual-t2m-conferences/t2m-2015
By lcollin
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 :
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 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#
By lcollin
