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ESSEC working Group on risk

"Graphical Models for Extreme Events"

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L'Institut des Actuaires s'associe au Working Group on Risk de l'ESSEC-CREAR pour sa prochaine conférence sur le thème : " Graphical Models for Extreme Events " par le Justin Dauwels de Nanyang Technological University (Singapor)

La conférence aura lieu le en duplex avec le campus de Singapour

Short bio of the speakerDr. Justin Dauwels is an Associate Professor of the School of Electrical and Electronic Engineering at the Nanyang Technological University (NTU) in Singapore. He also serves as Deputy Director of the ST Engineering – NTU corporate lab, which comprises 100+ PhD students, research staff and engineers, developing novel autonomous systems for airport operations and transportation.

His research interests are in data analytics with applications to intelligent transportation systems, autonomous systems, and analysis of human behaviour and physiology. He obtained his PhD degree in electrical engineering at the Swiss Polytechnical Institute of Technology (ETH) in Zurich in December 2005. Moreover, he was a postdoctoral fellow at the RIKEN Brain Science Institute (2006-2007) and a research scientist at the Massachusetts Institute of Technology (2008-2010). Besides his academic efforts, the team of Dr. Justin Dauwels also collaborates intensely with local start-ups, SMEs, and agencies, in addition to MNCs, in the field of data-driven transportation, logistics, and medical data analytics.

 Abstract: Assessing the risk of extreme events, such as hurricanes, floods, and droughts, presents unique significance in practice. Unfortunately, the existing extreme-value statistical models are typically not feasible for practical largescale problems. Graphical models, on the other hand, are capable of handling a sizable number of variables, but have yet to be explored in the realm of extreme-value analysis. To bridge the gap, we present how to utilize graphical models to analyze extreme events in this talk. Extreme events are often modeled in two stages: first the extreme-value marginal distributions are estimated (i.e., marginal analysis), and then the joint distribution of extreme values is constructed based on the marginals (i.e., joint analysis). We construct graphical models for both marginal and joint analysis problems, show theoretical properties, and further apply them to various real extreme-value data sets.

A l'initiative du Centre de Recherche sur le Risque de l'ESSEC – CREAR, avec le soutien de l'Institut des Actuaires, du LabEx MME-DII, du Ceressec et du bureau Banque-Finance-Assurance de la Société Française de Statistique, le WG Risk organise environ deux fois par mois des conférences sur le thème des risques. Réunissant professionnels, universitaires et étudiants, et coordonnées par Marie Kratz, Professeure à l'ESSEC, les conférences données par des professionnels ou des académiques sur des sujets d'actualité peuvent être en français ou en anglais. Retrouvez toutes les informations pratiques et les précédentes conférences sur le site de CREAR-ESSEC : http://crear.essec.edu/working-group-on-risk

Jeudi 17 janvier 2019 12h30 - 13h30
ESSEC campus La Défense (CNIT) - Salle 202.
La Défense
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Intervenants
Justin Dauwels
Associate Professor of the school of Electrical and Electronic Engineering
Nanyang Technological University (NTU)

Dr. Justin Dauwels is an Associate Professor of the School of Electrical and Electronic Engineering at the Nanyang Technological University (NTU) in Singapore. He also serves as Deputy Director of the ST Engineering – NTU corporate lab, which comprises 100+ PhD students, research staff and engineers, developing novel autonomous systems for airport operations and transportation. His research interests are in data analytics with applications to intelligent transportation systems, autonomous systems, and analysis of human behaviour and physiology. He obtained his PhD degree in electrical engineering at the Swiss Polytechnical Institute of Technology (ETH) in Zurich in December 2005. Moreover, he was a postdoctoral fellow at the RIKEN Brain Science Institute (2006-2007) and a research scientist at the Massachusetts Institute of Technology (2008-2010). Besides his academic efforts, the team of Dr. Justin Dauwels also collaborates intensely with local start-ups, SMEs, and agencies, in addition to MNCs, in the field of data-driven transportation, logistics, and medical data analytics.

Localisation

ESSEC campus La Défense (CNIT) - Salle 202.

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Jeudi 17 janvier 2019 12h30 - 13h30
ESSEC campus La Défense (CNIT) - Salle 202.
La Défense
  • Gratuit  


Inscriptions closes
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