speakers
Galo nuno, bANCO DE ESPANA
Presentation: "Inequality and the Zero Lower Bound"
Biography:
Galo Nuño is Head of the Monetary Policy and Macroeconomic Analysis Division at the Bank of Spain. His research focuses on monetary economics, macrofinance and computational methods. In particular, he has developed, with different coauthors, some new theoretical and numerical techniques for the study of continuous-time heterogeneous-agent models, including the analysis of optimal policies and the solution and estimation of nonlinear models with aggregate shocks. His research has been published in journals such as the American Economic Journal: Macroeconomics, Journal of the European Economic Association, Journal of Monetary Economics, Journal of Economic Growth, Review of Economic Dynamics, or Economic Journal.
Simon Scheidegger, HEC, University of lausanne
Presentation: "Deep uncertainty quantification in a stochastic dynamic integrated climate-economy model"
Biography:
Simon is an assistant professor for advanced data analytics at the Department of Economics, HEC, University of Lausanne. Prior to this, he was a senior research associate at the University of Zürich, and a visiting fellow at Hoover Institution, Stanford University.
In addition, he held visiting faculty positions at the Department of Economics at Yale University and at MIT Sloan Finance. He holds a Ph.D. in theoretical physics from the University of Basel. His research is centered around computational economics and finance, where the aim is to design scalable and flexible (machine learning) methods to solve large-scale problems in macroeconomics, climate-change economics, and quantitative finance.
Nikolas NUSKEN, KINg's College london
Presentation: "Stein Optimal Transport for Bayesian Inference"
Biography:
Nikolas Nüsken obtained his PhD from Imperial College London in 2018 under the supervision of Professor Greg Pavliotis. After a short stay at the Alan Turing Institute, he worked as a postdoctoral researcher at the University of Potsdam within the Collaborative Research Centre "Scaling Cascades in Complex Systems’’. He joined King’s College London in 2022 as a Lecturer in Mathematical Data Science.
Christian andersson naesseth, University of Amsterdam
Presentation: "Monte Carlo and Variational Methods: Bridging the Gap"
Biography:
Christian is an Assistant Professor of Machine Learning at the University of Amsterdam. He is a member of the Amsterdam Machine Learning Lab and an ELLIS scholar. Previously, he was a postdoctoral research scientist with David Blei at the Data Science Institute, Columbia University. He completed his PhD in Electrical Engineering at Linköping University, advised by Fredrik Lindsten and Thomas Schön.
Christians research interests include approximate statistical inference, causality, and artificial intelligence as well as their application to the life sciences and economics.
HUYEN PHAM, LPSM
Presentation: "Deep learning methods for stochastic optimization"
Biography: Huyên PHAM is Distinguished Professor of Mathematics at Université Paris Cité, and Adjunct Professor at ENSAE. He leads research in quantitative finance, stochastic analysis and control, machine learning techniques for numerical probabilities, and is the author of more than 100 publications, including the monograph Continuous time Stochastic Control and Optimization with Financial Applications. He serves on the editorial boards of several international journals, and is the co-editor in chief of the journal Applied Mathematics and Optimization. Prof. Pham was appointed member of the Institut Universitaire de France in 2006, awarded the Louis Bachelier prize by the French Academy of Sciences in 2007, and was a plenary speaker at the 9th World congress of the Bachelier Finance Society in 2016.
HAI DANG DAU, institut polytechnique de paris
Presentation: "On the complexity of backward smoothing algorithms"
Biography: I started working on a PhD thesis under the supervision of Nicolas Chopin in 2019. This PhD project focuses on various aspects of Sequential Monte Carlo methods (particle filters, and beyond). I graduated from Ecole Polytechnique (2015-2019) with an engineering degree specialized in Applied Mathematics and Data Science. Before that, I studied Mathematics at Hanoi University of Natural Sciences (2012-2015).
DIETERICH LAWSON, STANFORD UNIVERSITY
Presentation: "Learning SMC Twisting Functions via Density Ratio Estimation"
Biography:
LYUDMILA GRIGORYEVA, University of warwick
Presentation:
Biography: Lyudmila is an Associate Professor in the Department of Statistics at the University of Warwick since September 2021. Prior to that, since October 2015 she was an Assistant Professor at the Department of Mathematics and Statistics and the Graduate School of Decision Sciences of the University of Konstanz, Germany. She did her Ph.D. at the (Taras Shevchenko) National University of Kyiv, Ukraine, and spent four postdoctoral years in France at the Laboratoire de Mathématiques de Besançon, Université Bourgogne Franche-Comté funded by a Faculty for the Future Schlumberger Award and by the Région de Franche-Comté.