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Young Researchers Day

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

At the YRD the doctoral students of our Institute give talks on the topics of their current research.

September 25, 2020, BARB93

9h00: Vanessa Hanna
"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

9h00: Rebecca Marion
"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"
Programme

February 15, 2019, C115

09h00 : Sophie Mathieu
"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"
Programme

September 28, 2018, C115

09h00 : Gilles Mordant
"Distribution comparison tests based on self-similar transport of measure"
09h30 : Alexandre Jacquemain
"Lorenz regression"
10h00 : Pr Eugen Pircalabelu
11h00 : Antoine Soetewey
"Life and Health Actuarial Pricing: a Biostatistics Approach"
11h30 : John John Ketelbuters
 "Time consistent actuarial valuation of credit risk"
12h00 : Fadoua Zeddouk
"Pricing of longevity derivatives and cost of capital"
The programme including the abstracts of the talks can be found here

9 march, 2018, C115

09h00 : Pauline Ngugnie Diffouo
"Static risk measure of life annuity products"
09h25 : Manon Martin
“Combining ASCA and mixed models to analyse high dimensional designed data”
09h50 : Vincent Bremhorst
“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”
11h05 : Nicolas Tavernier, KUL
"Simple nonlinear shrinkage estimators for large-dimensional covariance matrices”
11h30 : Xavier Piulachs
“Joint Models for Longitudinal and Time-to-Event Data with Applications to Health Insurance”
The programme including the abstracts of the talks can be found here

29 September, 2017, C115

9h00 : Rebecca Marion
“Model Regularization for the Selection of Variable Groups in Omics Data”
9h30 : Kassu Mehari Beyene
“Time-dependent ROC curve estimation with curve fraction”
10h00 : Lexuri Fernandez
“Mortality modelling with Lévy processes and jumps”
11h00 : Stefka Asenova
“Graphical models and extremes”
11h30 : Dimitra Kyriakopoulou
“Exponential-type GARCH models with linear-in-variance risk premium”
12h00 : Hervé Azabou
“Accelerated Failure Time Model with smoothed error distribution and one censored covariate using EM algorithm"
The programme including the abstracts of the talks can be found here

17 February, 2017, C115

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

23 september, 2016, C115

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

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

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

6 February, 2015, C115

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, 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  

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

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  

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

20 September, 2013, C115

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, 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 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, 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  

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

24 September 2011, C115

 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, 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

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

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

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

5 February 2010, C115

 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, C115

 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, C045

 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, C115

 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, C045

 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