Young Researchers Day

The Young Researchers Day takes place twice a year on the first Friday of the semester

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17 February, 2017, C.115

09h00 : Hélène Morsomme
"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"

11h00 : Michaël De Backer
"An Adapted Loss Function for Censored Quantile Regression"

11h25 : Sébastien de Valeriola
"Minimum Protection in DC Funding Pension Plans and Margrabe Options"

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

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23 september, 2016, C. 115

09h00 : Nathalie Lucas
09h25 : Florian Pechon
10h45 : Nicolas Asin
11h15 : Oswaldo Gressani
11h40 : Cheikh Ndour
12h10 : Gauthier Dierieckx

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

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"

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

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18 September, 2015, C. 115

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"

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

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6 February, 2015, C. 115

09h00 -  9h30	Anna Kiriliouk and Johan  Segers	Nonparametric estimation of extremal dependence	Talk
09h30 - 10h00	Samuel Gbari	Stochastic approximations in mortality projection models	Talk
10h00 - 10h20	Nicolas Asin	Adaptive nonparametric estimation in the presence of dependence	Talk
11h00 - 11h30	Jennifer Alonso Garcia	Guarantee valuation in Notional Defined Contribution pension systems	Talk
11h30 - 12h00	Nathan Uyttendaele	Nested Archimedean Copulas: A Short Research Story	Talk
12h00 - 12h20	Gildas Mazo	Construction and estimation of highdimensional copulas	Talk

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

19 September, 2014, C. 115

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

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

 

31 January, 2014, C. 115

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

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

 

20 September, 2013, C. 115

09h00 -  9h30	Majda Talamakrouni	Parametrically guided nonparametric density and hazard functions estimation with censored data	Talk
09h30 - 10h00	Daniel Koch	An extension of the locally stationary wavelet processes	Talk
10h00 - 10h20	Anna Kiriliouk	An M-estimator for tail dependence in spatial extremes	Talk
11h00 - 11h30	Jennifer Alonso Garcia	Risk and Solvency of a Notional Defined Contribution public pension scheme	Talk
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	Talk

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

1 February 2013, C. 115

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	Talk
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	Talk
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	Talk

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

 

3 February 2012, C. 115

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

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

 

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
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
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
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
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
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
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
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
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
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