I am an associate professor (准教授, tenured) at Keio University, Department of mathematics (慶應義塾大学理工学部数理科学科), and a visiting scientist (客員研究員) at Riken AIP (Continuous Optimization Team, Prof. Takeda's team).
Research interests
- financial econometrics
- multivariate time series
- machine learning for feature selection
- high-dimensional statistics
- sparse modelling
Address
Department of Mathematics
Faculty of Science and Technology, Keio University
Yagami Campus, 3-14-1 Hiyoshi, Kohoku-ku, Yokohama, 2238522, Japan
bpoignard(at)math.keio.ac.jp (please use "@" in lieu of "(at)" for sending an e-mail)
Non fui, fui, non sum, non curo