Sébastien FRIES
Assistant Professor of Econometrics and Data Science
Vrije Universiteit Amsterdam - Department of Econometrics and Data Science
Office A6-75, De Boelelaan 1105, Amsterdam 1081 HV, The Netherlands
Welcome to my personal website!
About me
I am a tenure-track Assistant Professor at the Department of Econometrics and Data Science of the Vrije Universiteit Amsterdam, School of Business and Economics, and a Marie Skłodowska-Curie Fellow. I hold a M.Sc.Eng. from ENSAE Paris (2015), a M.Sc. Analysis and Policy in Economics from Paris School of Economics (2015) and I completed a PhD in Mathematics at Paris-Saclay University in December 2018 focusing on the forecasting of so-called anticipative, or noncausal, heavy-tailed processes.
Research
Working papers
2019. arXiv:1809.03631.
2020, with Friedrich, M., Pahle, M. & O. Edenhofer. arXiv preprint arXiv:1906.10572.
Publications
2021. Journal of Business & Economic Statistics, Forthcoming.
2019. S. Fries, J.-M. Zakoïan. Econometric Theory, 35.
2018. S. Fries, J.-S. Mésonnier, S. Mouabbi, J.-P. Renne. Journal of Applied Econometrics, 33.
Patents
2020. S. Fries, Hou, T., Ennaifer, A., Jiang, L., Kherroubi, J. and Dumont H. US Patent Application No. 16/879,947.
Grants
2020-2022
European Commission. Marie-Curie Individual Fellowship
Principal Investigator: Sébastien Fries, Co-Investigators: Siem Jan Koopman and Francisco Blasques
Teaching
2019 - Machine Learning - BSc, full coordinator
2019 - Case Study in Data Science : A data-centered competition on the theme of The Election Game - MSc, full coordinator
2019 - 2020 Data Science Project : Introduction to text mining and classification - BSc, designer and teacher of the course
2019 - 2020 High-dimensional statistics - MSc, tutorials