VISITING SCHOLARS OF THE PARIS SEINE INITIATIVE
- Luc BAUWENS
Presentation - Luc Bauwens is emeritus professor of Econometrics at Université catholique de Louvain (UCL), where he is affiliated with the Center for Operations Research and Econometrics (CORE). At UCL, he has served as chairman of the Department of Economics, research director and President of the CORE. He obtained the Ph. D. degree in economics at UCL and received the 1984 Leonard J. Savage Thesis Award. Between 1983 and 1991 he have worked abroad, in particular at the World Bank (Washington D.C. USA) and at the Ecole des Hautes Etudes en Sciences Sociales (France). His scientific interests are in econometrics, with contributions in time series, financial econometrics, and Bayesian inference methods. He has published about fifty papers in jnternational journals and several books. He is associate editor of the Journal of Business and Economic Statistics, Journal of Applied Econometrics, and the Journal of Financial Econometrics. He has served as external expert for research project evaluations for institutions in Austria, Belgium, Canada, France, The Netherlands, the USA, and for the European Commission. He has advised several international firms as consultant.
Research project - Cryptocurrencies have attracted public attention in the last months due to the erratic behavior in the valuation of Bitcoin, in particular. The research will focus on the econometric modeling of the returns of the most important cryptocurrencies and the relation between these time series and the corresponding series of returns of traditional financial and commodity markets. The research will enable us to know to what extentcryptocurrencies differ from traditional financial instruments and whether or not they offer additional diversification and hedging opportunities to investors. The econometric modeling will be based on multivariate volatility models known as dynamic conditional correlation models.
- Seminar : February 8, 2018
Research Seminar in Econometrics and Statistics, Department of Information Systems, Decision Sciences and Statistics & ESSEC Research Center:
“The Factorial Hidden Markov Volatility Model”
- Conference : March 29, 2018
- Conference : April 11, 2018
“Recent Developments in Time Series Econometrics”
website: to be announced later
- Seminar : February 8, 2018
- Indranil BISWAS
Indranil Biswas is a professor at the School of Mathematics of Tata Institute of Fundamental Research at Mumbai. His topics of research include Algebraic Geometry,
Analytic Geometry, Topology and Mathematical Physics. He has more than five hundred publications in mathematical journals. He has collaborated with more than 160 mathematicians.
Research project -
The following works were done during the period of visit:
1. Automorphism group of principal bundles, Levi reduction and invariant connections.
This is jointly written with Francois-Xavier Machu (Cergy-Pontoise).
2. Principal co-Higgs bundles on the projective line. This is jointed written with
Oscar Garcia-Prada (ICMAT, Madrid), Jacques Hurtubise (McGill University)
and Steven Rayan (University of Saskatchewan).
3. Branched holomorphic Cartan geometry on Sasakian manifolds. This is jointly
written with Sorin Dumitrescu (Nice) and Georg Schumacher (Marburg).
(Two other works should be ready by the end of the week.)
- Sveva CORRADO
Presentation - Sveva Corrado is Associate Professor at the Department of Science (Geosciences Section) at the University “Roma Tre” in Italy. She got her PhD in Structural Geology from the University “La Sapienza” of Rome in 1993. She then made post doctoral studies at the University of Leeds (UK) where she worked on model validation in fold-and-thrust belts, acquiring most of the quantitative methods of tectonics and structural analysis. In 1995 she got a lecturer position at the University “Roma Tre” where she developed an original approach to validate strutural models in fold-and-thrust belts by means of reconstruction of thermal evolution of sedimentary basins. In 1998 and for further periods between 2000 and 2005, she was invited researcher at the University of Newcastle upon Tyne to work on organic petrograhy and geochemistry issues for Basin Analysis applications. In 1998 Sveva Corrado founded ALBA (The Academic Laboboratory of Basin Analysis, www.albaresearch.eu). In 2011 she earned a Professorship at “Roma Tre” University where is currectly leading ALBA and teaching courses of Geology and Basin Analysis. In 2016 she was visiting scientist c/o l’IFP Energies Nouvelles, Département Géoressources to work on topics regarding Responsible Hydrocarbons, Energy, Environment, Innovation in oil and gas E&P, European Energy Policies. Professor Corrado co-authored about 100 publications in peer-reviewed scientific journals and published 3 geological maps. In 2014 and 2018, she received the “Secondo Franchi Award” of the Italian Geological Society for the best article of the years 2013 and 2016. Since 2003, she has also co-organized and co- chaired numerous workshops, conference sessions and PhD schools on her main research topics.
The Laboratory she runs is recognized as one of the most active in Italy for research and training in geohistory of sedimentary basins, but application of thermal maturity of organic matter to other geological issue have been developed. The main research topics developed in the Lab concern
- Thermal and tectonic evolution of fold-and-thrust belts
- Geohistory and thermal history of sedimentary basins for Petroleum system assessment
- Cap rock and reservoir rock quality assessment for geothermal exploration
- Pyroclastic flow temperatures assessment for volcanic risk mitigation.
Research project - Research areas are widespread in various geodynamic settings, active and fossils, all over the world (Italy – Main Cenozoic foreland basins and Mesozoic passive margins deformed in the Apennines and Sicily fold-and-thrust belt; Antartica – Ross Sea; Brazil – Sao Francisco Basin; Namibia – offshore passive margin; Poland – Lublin Basin, Baltic Basin; Spain – Paleozoic Aragon-Bearn Basin, Hecho Basin; Western Pyrenees; Iran – Zagros Mts. (Fars, Dezful Embayement), Mts Alborz; Ukraine – Carpathian fold-and-thrust belt and Podolie foreland; Morocco – Rif orogen; Italy – Northern Latium geothermal area; Argentina – Rosario de La Frontera geothermal area; Portugal (Azores: Fogo, Volcano); Italy - Ercolanum: Vesuvius Volcano; Indonesia - Merapi Volcano; Mexico - Colima Volcano.
In the last five years, Sveva Corrado’s team has been developing a new strategy for the assessment of thermal maturity of organic matter dispersed in sedimentary successions for applications spanning from energy industry to natural risk assessment, integrating also Raman and FTIR spectroscopy.
- Veaceslav COROPCEANU
Presentation - Veaceslav Coropceanu is Principal Research Scientist in the School of Chemistry and Biochemistry at the Georgia Institute of Technology. Until 1997 he held an Associate Professor position at the State University of Moldova. After research stays at the University of Sussex, United Kingdom on a NATO/Royal Society Fellowship and at the Medical University of Lübeck, Germany on an Alexander von Humboldt Fellowship, he moved in 2000 to the University of Arizona and then in 2003 to the Georgia Institute of Technology. His research interests revolve around theoretical studies of the electronic and optical properties of organic and inorganic systems, including energy- and electron-transfer phenomena, with an emphasis on polaronic effects.
Research project - Organic solar cells are attracting significant interest due to a number of valuable features such as low cost, low-environmental impact, ﬂexibility and large-area manufacturing capability. Although, organic solar cells currently reached power conversion efficiencies up to 13%, these values remain substantially lower than those in silicon or perovskite solar cells. In order to develop new organic photovoltaic materials with improved efficiency, an in-depth understanding of the fundamental mechanisms that define device performance must be reached. A fundamental issue under much debate in the organic photovoltaic literature relates to the role of excitonic and charge-transfer triplet states. In this project we aim to develop a computational approach capable of providing reliable splitting energies and intrinsic lifetimes of the singlet and triplet charge-transfer states in organic photovoltaic materials. We will also investigate the impact of excitonic and charge-transfer triplet states on the geminate and non-geminate recombination processes.
Impact of static and dynamic disorder on electronic processes in organic materials
- Jorge BERNAL DEL NOZAL
Presentation - Jorge Bernal is a postdoctoral researcher at the Universitat Autònoma de Barcelona, Spain. He is member of the Computer Science Department and he is associate researcher at Computer Vision Center, Spain. He is the head of the Image Sequence Evaluation research group (ISE lab), which is composed by 4 PhDs, 2 Technical Support Engineers and 3 PhD students. His main current research line is the development of Intelligent Systems for Colonoscopy, aiming to mitigate the impact of colorectal cancer by detecting its precursor lesion (polyps) and by classifying the detected lesions according to its degree of malignancy. During his short research career, he has already taken part in the following publications: 9 indexed journal articles (including contributions in Pattern Recognition, IEEE TMI and Endoscopy), more than 20 contributions to international conferences and workshops (winning best paper award in MICCAI CLIP 2013, MICCAI CARE 2014 and MICCAI CLIP 2015). He is also one of the main organizers of Gastrointestinal Image ANAlysis sub-challenge at MICCAI, part of EndoVis challenge. He has also been Principal Investigator of two public funded research and technological transfer projects on the development of Intelligent Systems for Endoscopy.
Research project - One of the main limitations of the development and validation of intelligent systems for health is the lack of public annotated datasets in which to test the performance of automatic methods. To cope with this, several efforts have been undertaken to organize international challenges in which researchers share their knowledge and assess the performance of their methodologies over a common public validation framework. As part of my collaboration with ETIS lab at ENSEA, we have organized two international challenges at the main conference of our research domain (MICCAI) on the topic of Gastrointestinal Image ANALYSIS. During the research stage at ENSEA, I will collaborate on the analysis of the results extracted from the challenge held in September 2017 at Quebec, Canada. This analysis will result in the preparation of two different journal articles summarizing the main findings discovered from the challenge; these two articles will be written and coordinated jointly between Jorge Bernal (UAB-CVC) and Aymeric Histace (ETIS lab, ASTRE team, CNRS, ENSEA). Apart from this, I will also continue my collaboration with the team led by Aymeric Histace on the development and validation of real time methods for automatic polyp detection in colonoscopy videos, aiming to progress towards an effective deployment of our technology in the exploration room.
- Conference : Smart Videocolonoscopy, February 13th, 2018 @ 17h30, ENSEA
- Konstantinos FOKIANOS
Presentation - Professor Fokianos obtained a B.Sc. Degree in Mathematics from University of Ioannina, Greece, and subsequently M.A. and a Ph.D. in Statistics, from University of Maryland at College Park, USA. He is with the Department of Mathematics & Statistics, University of Cyprus since 1999 and he holds the post of Professor since 2012.
He was a visiting Assistant Professor of Statistics at The Ohio State University, USA, for period of 2.5 years and has international collaborations with many institutions all over Europe and USA. He was invited by Ludwig Maximilians University, National Institutes of Health, EPFL, University Cergy-Pontoise and University of Bergen and more recently by TU Dortmund for extended visits. He has also several shorter visits to other top academic institutions.
His research interests are focused on the analysis and methodology for time series data and in semiparametric models. His recent focus is on the analysis of integer valued time series. He is co-author, with B. Kedem, of the book Regression Models for Time Series Analysis published by Wiley, 2002. He has co-edited two volumes and he is the author of around 60 peer-reviewed articles. He is an elected member of the International Statistical Institute since 2005 and a series Editor for the Springer collection Frontiers in Probability and the Statistical Sciences. Additionally he is in the editorial boards of Statistical Modelling, Journal of Time Series Analysis and Statistics.
Research project - Count time series refer to data observed over regular time intervals and take integer values. For example, consider the daily number of patients admitted to a hospital or the number of transactions of some stocks, per minute. These simple examples show that measurements might fluctuate according to different observational times. Hence, we aim on introducing mixture distributions for modelling such phenomena. During the lifetime of this project we will be studying the development of new statistical models for regression analysis of mixture count time series data. Furthermore, we will be investigating the issue of model selection for count time series. Mixture models imply different behavior of the observed process at different time regimes. These problems are challenging and difficult to be addressed and there is no satisfactory answer, to the best of our knowledge. For instance, simple fitting and statistical analysis of such models can be quite complicated. We plan to contribute by introducing new models, study their dependence properties and develop statistical inference. Furthermore, while for standard time series the literature of the model selection techniques is large and quite comprehensive, little work has been done in the context of count time series. We envision that we will address, at least partially, this important problem. Overall this work contributes further to the development of time series methods in terms of theory and applications.
- Advanced Courses:
Multivariate Time Series: This class addresses the problems of modeling and inference for multivariate time series. There will be several examplesfrom diverse fields, like medicine, biology, finance and other.Multivariate time series analysis provides several tools and methods for analyzing data observed in multiple measurements having temporal and cross-sectional dependence. The goal is to identify a better understanding of the dynamic relationship between variablesand improve accuracy of prediction.
We will use real data examples and the R language to discuss the following topics:
1. Basic concepts of multivariate time series
2. Stationary vector autoregressive processes
3. Vector autoregressive moving-average time series
This class will meet 7 times for three hours each time
We will organize jointly with P. Doukhan the conference on Non-stationarity (see the following URL).
- Miron KAUFMAN
Presentation - Miron Kaufman is professor of physics at Cleveland State University. From 2000 to 2012 he chaired the Physics Department. In collaboration with the Cleveland Clinic, he has developed a professional MS program in Medical Physics that has been accredited by the Commission on Accreditation of Medical Physics Educational Programs. Dr. Kaufman's research in statistical physics covers topics in: superconductivity, magnetism, multicritical points, liquids, polymers and hierarchical and fractal lattices. Since 2007 he has been collaborating closely with Professor H. T. Diep, Université de Cergy-Pontoise, Laboratoire de Physique Théorique and Modélisation, on the statistical mechanics of solids with defects. He has collaborated on several National Science Foundation and National Institute of Health funded research projects at the interface of statistical physics with cognitive science, health science, urban studies, and engineering. Miron Kaufman holds a PhD in physics degree from Carnegie Mellon University.
Research project - Our “social physics” project applies statistical physics techniques to multi-group social conflict. It will expand to several groups the results we obtained for two groups. Individuals in each group have an attitude ranging between collaborative, very open to negotiating an agreement to inclined to protracted conflict due to extreme adherence to the group’s position. We quantify the noise as a “social temperature” T. We assume everyone interacts with everyone in time within their own group and across groups, as on an Erdös-Renyi network. The Hamiltonian H of the interactions depends on the attitude variables. We use the Boltzmann probability weight, exp(-H/T), to compute the probability distributions for attitudes. We explore by means of Monte Carlo simulations effects of the network topology on the qualitative behavior of the model. Its predictions include temporal oscillations of the attitudes towards negotiation or conflict. Monte Carlo simulations exhibit chaotic time dependence of the mean attitudes. We illustrated the model’s use with the 2016 US presidential elections and the Brexit vote. Before the outcome has materialized, the model can help a group devise or alter its strategy in response to the dynamics at work, by generating possible scenarios. Either group could ask what-if questions that can assist in selecting and altering in time a strategy that will be wise for a range of scenarios instead of just one predicted possibility. This anticipatory approach is conducive to robust decisions that can withstand more contextual challenges than decisions based on predicted futures.
- Sanda KAUFMAN
Presentation - Sanda Kaufman is Professor of Planning, Public Policy and Administration at Cleveland State University’s Levin College of Urban Affairs. She directs the Master of Environmental Studies Program. Her research spans: negotiations in environmental and other multi-stakeholder public conflicts; social-environmental systems resilience; risk communication; program evaluation; and planning and negotiation pedagogy. Her interdisciplinary research includes collaborations with scholars in planning, public administration, law, physics, statistics, and with conflict management practitioners. Her current projects focus on governance and sustainable space management of “legacy cities,” and on anticipating polarized social conflicts such as around high-stakes planning and environmental decisions. Her articles have appeared in theJournal for Conflict Resolution, the Negotiation Journal, Conflict Resolution Quarterly, Revue Négociations, Negotiation and Conflict Management Research, Hamline Journal of Public Law & Policy, Missouri Journal of Dispute Resolution, Environmental Practice, the Journal of Architectural Planning & Research, the Journal of Planning Education & Research, Journal of Evaluation and Program Planning, Planning Theory & Practice, theInternational Journal of Economic Development, Physica A, Fractals, andothers. Kaufman holds degrees in Architecture (B.Arch.) and in City and Regional Planning (M.Sc.), and a PhD in Public Policy Analysis (Carnegie Mellon University).
Research project - Our “social physics” project applies statistical physics techniques to multi-group social conflict. It will expand to several groups the results we obtained for two groups. Individuals in each group have an attitude ranging between collaborative, very open to negotiating an agreement to incline to protracted conflict due to extreme adherence to the group’s position. We quantify the noise as a “social temperature” T. We assume everyone interacts with everyone in time within their own group and across groups, as on an Erdös-Renyi network. The Hamiltonian H of the interactions depends on the attitude variables. We use the Boltzmann probability weight, exp(-H/T), to compute the probability distributions for attitudes. We explore by means of Monte Carlo simulations effects of the network topology on the qualitative behavior of the model. Its predictions include temporal oscillations of the attitudes towards negotiation or conflict. Monte Carlo simulations exhibit chaotic time dependence of the mean attitudes. We illustrated the model’s use with the 2016 US presidential elections and the Brexit vote. Before the outcome has materialized, the model can help a group devise or alter its strategy in response to the dynamics at work, by generating possible scenarios. Either group could ask what-if questions that can assist in selecting and altering in time a strategy that will be wise for a range of scenarios instead of just one predicted possibility. This anticipatory approach is conducive to robust decisions that can withstand more contextual challenges than decisions based on predicted futures.
Seminar : Presentation of current research on anticipating the spatial distribution of businesses in a regional space along multiple years, using a dynamic network model.
Conference : Participation atNetSci, Paris
- Joshua SKEWES
Presentation - Joshua Skewes is Associate Professor of Cognitive Science; Head of Department for Linguistics, Cognitive Science, and Semiotics; and Co-Director of the Interacting Minds Centre, at Aarhus University. He has conducted research on social interaction, sensation and perception, autism spectrum disorder, pain processing, and the philosophy of science. He has degrees in psychology, philosophy, and cognitive neuroscience. His current research is focused on group cognition, social decision-making, and social robotics.
Research project - While at the IAS, Dr Skewes will work closely with Maciej Workiewicz, Assistant Professor of Management at ESSEC business school, to develop theoretical models of how organizations make decisions, learn, and adapt to changing environments. The focus of the project will be on how different forms of group organization and structure can enable or impede a group’s ability to adapt to a changing environment. The specific question of the project will be how, with the same set of individuals, can we best structure a group to respond to and capitalize on change in the world? We will approach this question from a biological basis, and develop new models of group and organizational design inspired by knowledge of neural network structure and neural plasticity from the brain and cognitive sciences.