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You find it cold in Montréal ? trust me, it is even worse

As people say in Montréal, “aujourd’hui, il fait frette”. And I have been surprised recently when some people told my that we would reach -35°C Sunday evening… I checked around, and I found -25°C on...

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911, jour après jour

Après deux billets (ici puis là) sur les cycles intrajournaliers des appels au 911, on peut se demander comment les crimes évoluent au cours de la semaine. Pour l’ensemble des appels passés au 911, on...

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Econometric Modeling in Finance and Insurance with the R language

On February 15th, IFM2, the Institute of Financial Mathematics in Montréal will organize an (one day) Executive workshop on Econometric Modeling in Finance and Insurance with the R language. The event...

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A random walk ? What else ?

Consider the following time series, What does it look like ? I know, this is a stupid game, but I keep using it in my time series courses. It does look like a random walk, doesn’t it ? If we use...

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Playing with robots

My son would be extremely proud if I tell him I can spend hours building robots. Well, my robots are not as fancy as Dr Tenma’s, but they usually do what I ask them to do. For instance, it is extremely...

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Comparer des notes entre pays

A Montréal, l’an passé, le principal souvenir que je garderai de mon cours est le mal que j’ai eu à comprendre comment mettre des notes. Je ne ferais pas un billet sur la difficulté à évaluer le...

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Time for a break

This year has been long, so I’ll try to have a short breack before the new session. Two graduate course, a forthcoming book, and several research articles to should be finalized… but I’ll still try to...

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Crowded Cities, Paris, Hong Kong and Montréal

Over the past years, I've been living in different cities, all of them being completely different, compared with the others. I have been living in Paris, which is a big city in Europe, with a large...

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Back in Montréal

I will be in Montréal for the next two weeks, The blog will be off, for a while.

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Tiens voilà, la pluie. Ah! quel sale temps. Où est-il l’été ? l’été où est-il ?

Dans Les cafards, de Jo Nesbø, Harry Hole (qui vient d’Oslo pour ceux qui n’ont pas dévoré la série) s’entend dire à un moment qu’à Bangkok, les discussions quotidiennes portent rarement sur “la pluie...

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Radial Graphs for Time Series

On How to: Weather Radials, there was a nice visualisation of temperatures. Since I am too old fashioned for ggplot2, I wanted to reproduce a similar graph with the old plot style. Assume that daily...

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On my way to Montréal

Avant de descendre aux États-Unis, je serais pour quelques jours à Montréal. Ca sera l’occasion de revoir plein de monde… Je serais de retour en juillet. A oui, et toute la semaine prochaine, je...

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On my way to Québec

This morning, I will flight to Montréal. I will go to Québec City tomorrow morning for a seminar and then I will be back in Montréal, for almost two weeks.

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Talk at the statistical seminar

Tomorrow Thursday, I will give a talk at the statistical seminar at UQaM, on “Using Transformations of Variables to Improve Inference“. It’s based on old results, with a new perspective, related to...

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IME 2020, next July, in Montréal

Next July, we will organize IME 2020 at UQAM, in Montréal… The website is now online, http://ime2020.uqam.ca/, and registrations will be opened soon… We will organize some short course, after the...

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IME2020 in Montréal, canceled

The conference, that  we were organizing in July, in Montréal, is officially cancelled.

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Montréal AI Symposium 2022

In about ten days (Saturday afternoon), I will be presenting a poster on fairness, discrimination and insurance at the Montréal AI Symposium, based on our joint paper The Fairness of Machine Learning...

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Happy Holidays

Joyeuses fêtes de fin d’année à tous et à toutes… (de retour début janvier, pour deux exposés, avant d’attaquer les cours)

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Snow in Montréal (Canada)

Winter started a bit more than one month ago… but we have already experienced many snow storms… there is still a lot snow in gardens and in the streets, I was wondering if it was that unusual, but...

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Econometrics Seminars at Université de Montréal

This Thursday, I will present at the CIREQ Séminaire Marcel-Dagenais en Économétrie at Université de Montréal, ou paper Optimal Transport for Counterfactual Estimation: A Method for Causal Inference,...

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