Invited Speakers and Lecturers (in alphabetical order)
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Professor Richard A. Davis, Howard Levene Professor of Statistics
Department of Statistics, Columbia University, New York, USA.
Short Bio: Richard Davis is the Howard Levene Professor of Statistics at Columbia University and former chair of the Statistics Department (2013-19). He has held academic positions at MIT, Colorado State University, and visiting appointments at numerous other universities. He was Hans Fischer Senior Fellow at the Technical University of Munich (2009-12), Villum Kan Rasmussen Visiting Professor (2011-13) at the University of Copenhagen, and Jubilee Professor at Chalmers University (2019). Davis is a fellow of the Institute of Mathematical Statistics and the American Statistical Association, and is an elected member of the International Statistical Institute. He was president of IMS in 2016 and Editor-in-Chief of Bernoulli Journal 2010-12. He is co-author (with Peter Brockwell) of the best-selling books, Time Series: Theory and Methods, Introduction to Time Series and Forecasting, and the time series analysis computer software package, ITSM2000. Together with Torben Andersen, Jens-Peter Kreiss, and Thomas Mikosch, he co-edited the Handbook in Financial Time Series and with Holan, Lund, and Ravishanker, the book, Handbook of Discrete-Valued Time Series. In 1998, he won (with collaborator W.T.M Dunsmuir) the Koopmans Prize for Econometric Theory.
Title: tba
Professor John Einmahl, Eminent Research Scholar and Emeritus Professor
Tilburg School of Economics and Management, The Netherlands
Short Bio: John H.J. Einmahl is research scholar and emeritus professor of Statistics at the Department of Econometrics & OR at Tilburg University. He was Arie Kapteyn professor 2019-2022. John's research has been published in leading journals in Statistics and Probability Theory, like the Annals of Statistics, the Annals of Probability, JRSS B, JASA, J. of Econometrics, and Probability Theory and Related Fields. His research interests are mainly in the area of nonparametric statistics and its ramifications, including statistics of extremes, empirical likelihood, generalized and multivariate quantiles, and (local) empirical processes.
John is a fellow of the Institute of Mathematical Statistics and an Associate Editor of Extremes, Econometrics and Statistics, and Statistica Neerlandica. He has been an Associate Editor of The Annals of Statistics, The Annals of Probability, and Bernoulli. He visited Florida State University as a Senior Fulbright Scholar.
Title: tba
Professor of Econometrics,
Department of Economics,
Ca’ Foscari University of Venice, Italy
Monica Billio is Full Professor of Econometrics at Ca’ Foscari University of Venice.
Professor Billio has been Head of the Treviso Branch and Head of the Department of Economics of Ca’ Foscari University. She is currently coordinator of the Master Degree Programme in Economics, Finance and Sustainability and member of the Academic Senate of Ca’ Foscari University of Venice. She is Fellow of the Institut Louis Bachelier (Paris) and Research Fellow Leibniz Institute SAFE (Frankfurt).
Her main research interests include financial econometrics; risk management; business cycle analysis; systemic risk, financial stability and sustainable finance. She is participating in many research projects financed by the European Commission, World Bank, European Investment Bank, Eurostat and the Italian Ministry of Research (MIUR). She has been the scientific coordinator of the SYRTO EU-FP7 project devoted to systemic risk measurement, the coordinator of the H2020 project TrAnsparEEnS dedicated to the development of ESG ratings for small and medium enterprises, and the local coordinator of five European projects on Energy Efficiency (EeMAP, EeDaPP, EeMMIP, ENGAGE and DeliverEEM). Currently, she is responsible of the Sustainable Finance workpage of the Italian NextGenerationEU program GRINS (Growing Resilient INclusive and Sustainable) and coordinator of a DG Reform Technical Support Initiative (ESG Uptake - ESG risk management framework for the financial sector). The results of these and other research projects have appeared in peer-refereed journals including Journal of Econometrics, Journal of Financial Economics, Journal of Applied Econometrics, Journal of Business and Economics Statistics, Journal of the American Statistical Association.
Title (JEF 2025 Conference): Network Econometrics: Extraction and Modelling
Full Professor, Université de Sherbrooke, Canada
Taoufik Bouezmarni is a Full Professor of Statistics at the Département de Mathématiques, Université de Sherbrooke, Canada. He received his Ph.D. in Statistics from the Catholic University of Louvain-La-Neuve (UCL, Belgium) in 2004, under the supervision of Prof. Jean-Marie Rolin. His research interests include semi- and non-parametric methods, time series analysis, health inequalities, dependence modeling using copulas with applications in economics and finance, and survival analysis.
Title (JEF 2025 Conference): Testing Granger non-causality in Expectiles
Invited Professor
Solvay Brussels School of Economics and Management, and ECARES
Université libre de Bruxelles, Brussels, Belgium
Guy holds a PhD in sciences and Mathematics from the Université libre de Bruxelles (1975). His main interests are in time series analysis and forecasting and in computational statistics. Some of his recent research themes are multivariate models, models with time-dependent coefficients, high-frequency time series in economics, and online treatment, from asymptotic theory to algorithms and applications. He is the author of three books, the last one being Méthodes de prévision à court terme, 2nd edition, 2007, and of a large number of articles in international journals. Guy is now a retired tenure professor at the Solvay Brussels School of Economics and Management, but continues his research at ECARES.
Title (JEF 2025 Conference): Signal extraction for doubly nonstationary time series and application to time-dependent seasonal adjustment
Assistant Professor, Université de Montréal, Canada
Bouchra Nasri is Assistant Professor and a faculty member of Biostatistics in the Department of Social and Preventive Medicine. Prof. Nasri holds an FRQS Junior 1 award in Artificial Intelligence in Health and Digital Health and is a principal investigator on grants funded by NSERC and CIHR in theoretical statistics for complex data and mathematical modelling for infectious diseases. She was a co-lead of the data management theme (2021-2024) of the One health modelling network for emerging infections funded (OMNI) and a member of Mathematics for Public Health (MfPh) funded by NSERC and PHAC. Since March 2023, she has been nominated as Chair of PathCheck's Data Informatics Center of Epidemiology and since 2024, she has been a co-director of the digital health network in Québec. Prof. Nasri authored and co-authored several papers on time series, dependence modelling, multivariate statistics, mathematical modelling for infectious diseases, text mining, and evidence synthesis.
Title (JEF 2025 Training Courses): Dependence modelling in econometrics with financial applications
Distinguished Professor Emeritus of Economics at University of Southern California,
Emeritus Professor of Economics, Cambridge University, and Trinity College, Cambridge
M. Hashem Pesaran is the Distinguished Professor of Economics, John Elliott Chair in Economics at USC Dornsife, and the Director of Center for Applied Financial Economics. He was the Director of the USC Dornsife Institute of New Economic Thinking from August 2014 through June 2018. He is also an Emeritus Professor of Economics at Cambridge University and a Lifetime Fellow of Trinity College, Cambridge. Previously, he was head of the Economic Research Department of the Central Bank of Iran (1974-76) and the Under-Secretary of the Ministry of Education (1976-78), Iran. He has also been a Professor of Economics and the Director of the Applied Econometrics Program at UCLA (1989-93), and a Visiting Professor at the Institute of Advanced Studies in Vienna, and a visiting Professor at the University of Pennsylvania.
Dr. Pesaran is a Fellow of the British Academy, the Econometric Society and the Journal of Econometrics. He was awarded an Honorary Doctorate by the University of Salford in 1993, the University of Goethe, Frankfurt in 2008, and the University of Maastricht in 2013 and the University of Economics in Prague in 2016. In September 2013, he was named as Thomson Reuters Citation Laureate in Economics. More recently he was named by Thomson Reuters as one of the World’s Most Influential Scientific Minds for 2014 and 2015.
He received the George Sell Prize (1990) and the Royal Economic Society Prize (1992), the Best Paper Award of Econometric Reviews (2004-2005), Best Paper award of the International Journal of Forecasting (2007), Econometric Theory Award (2008), was named the Thomson Reuters Citation Laureate in Economics (2013).
He has been a member of the Board of Trustees of the Economic Research Forum (Middle East) and the World Bank’s Council of Advisers for the Middle East and North Africa. Dr. Pesaran was a charter member of the Oliver Wyman Institute, was appointed vice president in charge of development and computerized trading systems at Tudor Investment Corporation and has held a partnership in GSA Capital Partners LLC. Dr. Pesaran is the founding editor of The Journal of Applied Econometrics, and a co-developer of Microfit, an econometric software package published by Oxford University Press (2009). He is also a co-founder of the International Association for Applied Econometrics and is currently the Advisor to the Board of Directors.
Dr. Pesaran’s early work focused on the problem of model selection and hypothesis testing, in particular where the hypotheses under consideration are separate or non-nested. Later he started to work on the identification and solution of rational expectations, and the problem of aggregation in econometric modeling. More recently, his research has focused on the econometric analysis of heterogeneous dynamic panels with unobserved common effects, and spatial dependence, panel unit root tests, analysis of panel vector autoregressive models, global vector autoregressive (GVAR) modeling, economic and financial forecasting in the presence of structural breaks, credit risk analysis and portfolio optimization. He is an expert in the economics of oil and the Middle East and his research has been cited over 124K times according to Google Scholar as of January, 2022.
He has over 200 publications in leading scientific journals and edited volumes in the areas of econometrics, empirical finance and macroeconomics and the Iranian economy, and is an expert in the economics of oil and the Middle East. He is the author of The Limits to Rational Expectations (Blackwell) and Time Series and Panel Data Econometrics (Oxford University Press, 2015), and co-author of several books: Dynamic Regression: Theory and Algorithms (with Lucy Slater); Keynes’ Economics: Methodological Issues, (ed. with Tony Lawson); Disaggregation in Economic Modeling (ed. with Terry Barker); Non-linear Dynamics, Chaos and Econometrics (JW, ed. with Simon Potter); Blackwell’s Handbook of Applied Econometrics: Volume I, Macroeconomics (ed. with Mike Wickens), and Volume II, Microeconomics (ed. with Peter Schmidt); Energy Demand in Asian Developing Economies (with Ron Smith and Taka Akiyama, OUP); Analysis of Panels and Limited Dependent Variables: A Volume in Honour of G S Maddala (ed. with Cheng Hsiao, Kajal Lahiri and Lung-Fei Lee, CUP); Global and National Macroeconometric Modelling: A Long Run Structural Approach (with Garratt, Lee, and Shin, OUP, 2006); and Explaining Growth in the Middle East, (ed. with Jeff Nugent, North-Holland, 2007). Time Series Econometrics using Microfit 5, (Oxford University Press, 2009), The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis, edited with Filippo di Mauro, (Oxford University Press, 2013).
Title (SEA 2025 Conference): Estimation and Inference in Multivariate Spatiotemporal Models with Common Latent Factors: An application to simultaneous determination of house prices, incomes and population flows across geographical areas
Title (JEF 2025 Conference): Identifying and exploiting alpha in linear asset pricing models with many potential risk factors
Department of Statistics and Business Analytics
United Arab Emirates University
And
Department of Decision Sciences
HEC Montréal, Canada
Bruno Rémillard got a PhD in Probability from Carleton. He worked at Université du Québec à Trois-Rivières and HEC Montréal, where he was involved in the Financial Engineering Program. His research field covers stochastic processes, times series, multivariate statistics, and applications to finance. He also collaborated with Innocap for several years. He is the author or co-author of more than 90 articles, 3 books, and several R packages available on CRAN.
Title (JEF 2025 Conference): Statistical methods for multivariate time series with arbitrary distributions
Senior researcher at the CNRS (French National Center of Scientific Research) affiliated at CREST
Professor of Statistics and Econometrics at ENSAE and Ecole Polytechnique, Paris, France
Anna Simoni is Senior Research at CNRS - CREST and Professor of Econometrics and Statistics at ENSAE and at the Ecole Polytechnique. She obtained her PhD at the Toulouse School of Economics in 2009 and the Habilitation à Diriger de Recherche (HDR) in 2017. Before joining the CNRS, Anna Simoni was Assistant Professor of Statistics at the Bocconi University of Milan between 2009 and 2012. She has been associate researcher at the Université de Mannheim. She also held a position of Visiting Assistant Professor at Boston College. In 2019 the CNRS awarded her the Bronze medal. Anna Simoni is Associate Editor of the Journal of Econometrics. She is Fellow of the Institut Louis Bachelier, of the Journal of Econometrics, and of the Hi! Paris center on Artificial Intelligence for Science, Business and Society.
Her research interests include: Machine Learning methods in Econometrics, Forecast and Nowcast of finance and macroeconomic series, Causal inference, Semi- and Non-parametric estimation, Bayesian methods, Google search data and alternative data, Inverse Problems, Partial Identification, Asymptotic Theory, clustering.
Title (JEF 2025 Conference): Nowcasting with functional approaches and mixed-frequency data
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