Invited Research Stays and Visitors
I have been invited to the following research stays :
1. Waseda University, Tokyo, Japan (Host : Prof. Hiroaki Ogata), August 2010.
2. Cornell University, Ithaca, New York, United States of America (Host : Prof. Gennady Samorodnitsky), April-June 2012.
3. Aalto University, Helsinki, Finland (Host : Prof. Pauliina Ilmonen), September 2015.
4. Université de Lorraine, Nancy, France (Host: Prof. Angelo Efoévi Koudou), November 2015.
Pending/Forthcoming invitations :
None for the moment.
Guests that have come to visit me at Université libre de Bruxelles :
1. Dr. Javier Rubio (University of Warwick), February 2015.
2. PhD student Matias Heikkilä (Aalto University), February, May and June 2016
3. Prof. Pauliina Ilmonen (Aalto University), May 2016.
4. Prof. Angelo Efoévi Koudou (Université de Lorraine), January 2017.
Talks at Seminars, Conferences and Workshops
1. ECORE-KUL Seminar, Brussels, Belgium, October 2009 : The Method of Simulated Quantiles (Invited Speaker).
2. 18th Annual Meeting of the Belgian Statistical Society, Spa, Belgium, October 2010 : The Method of Simulated Quantiles.
3. First DEXIA and SBS-EM Workshop in Quantitative Finance, Brussels, Belgium, November 2010 : Heavy tails in financial data II : a Matlab demo (Invited Speaker).
4. CFE 2010 & ERCIM 2010, London, England, December 2010 : Estimation of multivariate stable processes with discrete spectral measure.
5. S.eminaire des doctorants, Université libre de Bruxelles, Brussels, Belgium, April 2011 : The Method of Simulated Quantiles (Invited Speaker).
6. ICORS 2011 Conference, Valladolid, Spain, June 2011 : Inference for vast dimensional elliptical distributions.
7. 6th PhD Day of the Graduate School in Statistics, Biostatistics and Actuarial Sciences, Louvain-la-Neuve, Belgium, September 2012 : Inference for vast dimensional elliptical distributions.
8. Statistics and Econometrics Seminar, Université Lille 3, Lille, France, February 2013 : The Method of Simulated Quantiles for univariate and elliptical distributions (Invited Speaker).
9. ICORS 2013 Conference, St. Petersburg, Russia, July 2013 : A Multivariate Hill Estimator.
10. CORE-ILSM Lecture series by Jianqing FAN, Louvain-la-Neuve, Belgium, September 2013 : A Multivariate Hill Estimator.
11. Econometric Society European Winter Meeting 2013, Helsinki, Finland, November 2013 : A Multivariate Hill Estimator (Invited Speaker).
12. International Year of Statistics Conference, Luxembourg, Luxembourg, November 2013 : A Multivariate Hill Estimator (Poster).
13. 6th International Conference of the ERCIM WG on Computational and Methodological Statistics (ERCIM 2013), London, England, December 2013 : A Multivariate Hill Estimator.
14. Seminar at the Department of Quantitative Economics at Maastricht University, Maastricht, Netherlands, Januar 2014 : A Multivariate Hill Estimator (Invited Speaker).
15. ADRES Doctoral Conference 2014, Paris, France, February 2014 : A Multivariate Hill Estimator.
16. Seminar at the School of Economics at the University of Surrey, Guildford, England, February 2014 : A Multivariate Hill Estimator (Invited Speaker).
17. Seminar at the Institute for Economics and Social Sciences at the University of Bonn, Bonn, Germany, June 2014 : A Multivariate Hill Estimator (Invited Speaker).
18. 8th International Conference of the ERCIM WG on Computational and Methodological Statistics (ERCIM 2015), London, England, December 2015: Multivariate Moment Based Extreme Value Index Estimators (Poster).
19. Seminar at the Department of Econometrics, Econometric Institute at the Erasmus University Rotterdam, Rotterdam, Netherlands, March 2016: Multivariate Moment Based Extreme Value Index Estimators (Invited Speaker).
20. ICORS 2016 Conference, Geneva, Switzerland, July 2016: Multivariate Moment Based Extreme Value Index Estimators.