Archives for ISBA
February 23, 2018
14:30 / Applied statistics workshops
Sabine Verboven, Atlas Copco
Data Science in Practice - Examples from Industry
Abstract:
Data science is a buzz word in the industry and the academical world. But do you know what it means? Are you aware what kind of questions you will be asked? What kind of projects you will manage? Some examples from a manufacturing...
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February 23, 2018
16:00 / Applied statistics workshops
Anne-Laure Buisson, VOO
Deux exemples d'analyses de données temporelles : survie et cluster de séquences
Abstract:
Les méthodes d'analyse de survie sont surtout utilisées dans le contexte des essais cliniques, avec des possibilités de tests très poussés sur l'efficacité comparé de plusieurs traitements. Mais...
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February 16, 2018
14:30 / Statistics Seminars
Sylvain Sardy, Université de Genève
Thresholding tests
Abstract:
We propose new test statistics based on lasso to test a null-hypothesis in generalized linear models. We show that under $H_0$ the test statistics are pivotal in the Gaussian case and asymptotically pivotal otherwise in the exponential family. With these...
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February 15, 2018
Short courses
Sylvain Sardy, Université de Genève
Statistics and optimisation by Professor Sylvain Sardy, Université de Genève
Dates
15/02/2018 and 16/02/2018 at ISBA, UCL, Louvain-la-Neuve
Registration
Please register on-line : Registration Form
Course Title and Content...
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January 17, 2018
14:00 / Actuarial Seminars
Guillaume Bagnarosa, Rennes School of Business
Farmers credit risk modelling under climate uncertainty
Abstract:
We propose in this paper a bottom up model of the credit risk associated to agricultural business taking into consideration the impact of weather conditions on the expected and unexpected losses of a loans portfolio. In...
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