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093: Arthur Charpentier on Freakonometrics, Machine Learning and Big Data

093: Arthur Charpentier on Freakonometrics, Machine Learning and Big Data

FromEconomic Rockstar


093: Arthur Charpentier on Freakonometrics, Machine Learning and Big Data

FromEconomic Rockstar

ratings:
Length:
60 minutes
Released:
Jul 7, 2016
Format:
Podcast episode

Description

Arthur Charpentier is currently Assistant Professor at the Faculty of Economics at Université de Rennes I. Professor Charpentier's teaching activities include Economics of Uncertainty, Modelling Natural Catastrophes, Nonlinear Econometrics, Multivariate Data Analysis, Advanced Techniques in Portfolio Management and Probability and Statistics. Arthur’s research interests include copula theory, extreme values with applications in finance and insurance, option pricing, actuarial science and statistics of insurance, risk measures, capital allocation and diversification. Arthur describes his blog ‘freakonometrics’ as an open lab-notebook experiment which can be found at freakonometrics.hypotheses.org/ Arthur completed a PhD Thesis in Mathematics (Statistics) at University of Leuven and a Masters degree in Mathematics applied to economics at University Paris IX Dauphine. Check out the show notes page to this episode where you can find all the links and resources mentioned by Arthur at: www.economicrockstar.com/freakonometrics
Released:
Jul 7, 2016
Format:
Podcast episode

Titles in the series (100)

Economic Rockstar is created for you, the economist, financial analyst, teacher or student. If you are looking to expand your knowledge in economics and finance, Frank Conway delivers the information you just don't want to miss. Economic Rockstar brings to you each week an economist, financial analyst or business leader who shares their experiences, research interests or ideas. Hear their views on different schools of economic thinking - Chicago, Austrian, Keynesian and Classical, behavioral economics, stock markets, and how economics and finance can be used in our everyday lives. Economic Rockstar interviews top-level lecturers and academics from highly renowned universities, best-selling authors and bloggers, inspirational CEOs and business leaders, as well as amazing and thought-provoking people who have recently discovered economics and finance and are carving out a career in their new-found passion. Guests in each episode gives us wonderful advice, takeaways and insights that will help you become part of the Economic Rockstar community which is 'Connecting Brilliant Minds in Economics and Finance'.