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.
 
 

29 September, 2017, C.115

(Programme YRD tba)

    Hervé Azabou  
    Stefka Asenova
    Lexuri Fernandez
    Dimitra Kiryakopoulu
    Rebecca Marion
    Kassu Mehari

The programme including the abstracts of the talks soon available


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"

10h30   Coffee Break

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, C. 115

09h00 -  9h25 Nathalie Lucas    
09h25 - 9h50 Florian Pechon    

 

Coffee break

     
10h45 - 11h15 Nicolas Asin    
11h15 - 11h40 Oswaldo Gressani    
11h40 - 12h10 Cheikh Ndour    
12h10 - 12h40 Gauthier Dierieckx    
       
The programme including the abstracts of the talks can be found here
 

 

5 February, 2016, C. 115

09h00 -  9h35 Hervé Azobou Anantia      Accelerated Failure Time Model with one covariate subject to random right censoring  
09h35 - 10h25 Joris Chau and Rainer von Sachs Mixed-effects modelling meets spectral analysis of time series  

Coffee break
 

     
10h55 - 11h30 Samuel Maistre Spline backfitted kernel estimation of an additive model for censored data  
11h30 - 12h05 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, C. 115

09h00 -  9h30 Benjamin Colling          Goodness-of-fit tests in semiparametric transformation
models using the integrated regression function
 
09h30 - 10h15 Baptiste Féraud,
Bernadette Govaerts and Manon Martin
Metabolomics studies in disease diagnostic and prevention.
Where and how can statisticians help?
 

Coffee break
 

     
10h45 - 11h55 Mickaël De Backer Copula Quantile Regression with Censored Data  
11h15 - 12h00 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, 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 

Coffee break
 

     
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?  

Coffee break
 

     
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  

Coffee break
 

     
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

Coffee break
 

     
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  

Coffee break
 

     
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  

Coffee break
 

     
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  

Coffee break

     
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

Coffee break

   
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

Coffee break

   
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

Coffee break

     
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
Coffee break      
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
Coffee break      
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
Coffee break      
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
Coffee break      
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
Coffee break      
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