|
Fabienne Comte
Fabienne Comte is a French statistician known for her research on topics including statistical finance, stochastic volatility, autoregressive conditional heteroskedasticity, and deconvolution. She is a professor in the unit for mathematics and computer science at the University of Paris. Education and career Comte studied mathematics at ENS Cachan and Paris-Sud University, earning a licentiate in 1988, a master's degree in 1989, and an agrégation in 1990, with a specialty in probability. She earned a diplôme d'études approfondies in 1991, through a cooperative program with Paris 1 Panthéon-Sorbonne University, the École Polytechnique, and ENSAE ParisTech, and completed her doctorate in applied mathematics in 1994 through Paris 1 with the thesis ''Causalité, Cointégration, Mémoire Longue : Modélisation Stochastique en temps continu, estimation et simulation'', supervised by mathematical economist Eric Renault. She worked as maître de conférences ''Maître'' (spelle ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Statistical Finance
Statistical finance, is the application of econophysics to financial markets. Instead of the normative roots of finance, it uses a positivist framework. It includes exemplars from statistical physics with an emphasis on emergent or collective properties of financial markets. Empirically observed stylized facts are the starting point for this approach to understanding financial markets. Stylized facts # Stock markets are characterised by bursts of price volatility. # Price changes are less volatile in bull markets and more volatile in bear markets. # Price change correlations are stronger with higher volatility, and their auto-correlations die out quickly. # Almost all real data have more extreme events than suspected. # Volatility correlations decay slowly. # Trading volumes have memory the same way that volatilities do. # Past price changes are negatively correlated with future volatilities. Research objectives Statistical finance is focused on three areas: # Empirical stud ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
École Polytechnique , a Japanese video-games developer/publisher
{{disambiguation, geo ...
École may refer to: * an elementary school in the French educational stages normally followed by secondary education establishments (collège and lycée) * École (river), a tributary of the Seine flowing in région Île-de-France * École, Savoie, a French commune * École-Valentin, a French commune in the Doubs département * Grandes écoles, higher education establishments in France * The École, a French-American bilingual school in New York City Ecole may refer to: * Ecole Software This is a list of Notability, notable video game companies that have made games for either computers (like PC or Mac), video game consoles, handheld or mobile devices, and includes companies that currently exist as well as now-defunct companies. ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Living People
Related categories * :Year of birth missing (living people) / :Year of birth unknown * :Date of birth missing (living people) / :Date of birth unknown * :Place of birth missing (living people) / :Place of birth unknown * :Year of death missing / :Year of death unknown * :Date of death missing / :Date of death unknown * :Place of death missing / :Place of death unknown * :Missing middle or first names See also * :Dead people * :Template:L, which generates this category or death years, and birth year and sort keys. : {{DEFAULTSORT:Living people 21st-century people People by status ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Year Of Birth Missing (living People)
A year or annus is the orbital period of a planetary body, for example, the Earth, moving in its orbit around the Sun. Due to the Earth's axial tilt, the course of a year sees the passing of the seasons, marked by change in weather, the hours of daylight, and, consequently, vegetation and soil fertility. In temperate and subpolar regions around the planet, four seasons are generally recognized: spring, summer, autumn and winter. In tropical and subtropical regions, several geographical sectors do not present defined seasons; but in the seasonal tropics, the annual wet and dry seasons are recognized and tracked. A calendar year is an approximation of the number of days of the Earth's orbital period, as counted in a given calendar. The Gregorian calendar, or modern calendar, presents its calendar year to be either a common year of 365 days or a leap year of 366 days, as do the Julian calendars. For the Gregorian calendar, the average length of the calendar year (the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Paris Descartes University
Paris Descartes University (french: Université Paris 5 René Descartes, links=no), also known as Paris V, was a French public university located in Paris. It was one of the inheritors of the historic University of Paris, which was split into 13 universities in 1970. Paris Descartes completely merged with Paris Diderot University in 2019 to form a new Paris Cité University. It was established as a multidisciplinary university "of humanities and health sciences" ("''des Sciences de l’Homme et de la Santé''". It focused on the areas of medical sciences, biomedical sciences, law, computer science, social sciences, economics and psychology. Its main campus was in the historic École de Chirurgie in the 6th arrondissement of Paris. History The historic University of Paris (french: Université de Paris) first appeared in the second half of the 12th century, but was divided into thirteen universities, managed by a common rectorate, the Chancellerie des Universités de Paris, aft ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Habilitation
Habilitation is the highest university degree, or the procedure by which it is achieved, in many European countries. The candidate fulfills a university's set criteria of excellence in research, teaching and further education, usually including a dissertation. The degree, abbreviated "Dr. habil." (Doctor habilitatus) or "PD" (for "Privatdozent"), is a qualification for professorship in those countries. The conferral is usually accompanied by a lecture to a colloquium as well as a public inaugural lecture. History and etymology The term ''habilitation'' is derived from the Medieval Latin , meaning "to make suitable, to fit", from Classical Latin "fit, proper, skillful". The degree developed in Germany in the seventeenth century (). Initially, habilitation was synonymous with "doctoral qualification". The term became synonymous with "post-doctoral qualification" in Germany in the 19th century "when holding a doctorate seemed no longer sufficient to guarantee a proficient transfer o ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Pierre And Marie Curie University
Pierre and Marie Curie University (french: link=no, Université Pierre-et-Marie-Curie, UPMC), also known as Paris 6, was a public university, public research university in Paris, France, from 1971 to 2017. The university was located on the Jussieu Campus in the Latin Quarter of the 5th arrondissement of Paris, France. UPMC merged with Paris-Sorbonne University into a new combined Sorbonne University. It was ranked as the best university in France in medicine and health sciences by ''Times Higher Education'' in 2018. History Paris VI was one of the inheritors of the faculty of Sciences of the University of Paris, which was divided into several universities in 1970 after the student protests of May 1968 events in France, May 1968. In 1971, the five faculties of the former University of Paris (Paris VI as the Faculty of Sciences) were split and then re-formed into thirteen universities by the Edgar Faure, Faure Law. The campus of Paris VI was built in the 1950s and 1960s, on a s ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Maître De Conférences
''Maître'' (spelled ''Maitre'' according to post-1990 spelling rules) is a commonly used honorific for lawyers, judicial officers and notaries in France, Belgium, Switzerland and French-speaking parts of Canada. It is often written in its abbreviated form ''Me'' or plural ''Mes'' in Belgian French and Canadian English. The origin of the honorific ''Maître'' is from the civil law tradition, and still widely used in France France (), officially the French Republic ( ), is a country primarily located in Western Europe. It also comprises of Overseas France, overseas regions and territories in the Americas and the Atlantic Ocean, Atlantic, Pacific Ocean, Pac ... and Québec. See also * Esquire#Usage in the United States, equivalent honorific for lawyers in American English References {{DEFAULTSORT:Maitre Honorifics Mai Law of Belgium French words and phrases ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
ENSAE ParisTech
ENSAE Paris (officially École nationale de la statistique et de l'administration économique Paris) is a university in France, known as Grandes Ecoles and a member of IP Paris (Institut Polytechnique de Paris). ENSAE Paris is known as the specialization school of École Polytechnique for statistics, data science and machine learning. It is one of France's top schools of economics and statistics and is directly attached to France's Institut national de la statistique et des études économiques (INSEE) and the French Ministry of Economy and Finance. History The ENSAE was established in 1942 by the National Statistics Service (ancestor of the INSEE, National Institute of Statistics and Economic Studies) under the name, School of Applied Statistics. In 1946, with the creation of INSEE, the school took the name of INSEE Specialization School. At this time, the school led to two types of administrative career: "administrateur" (the highest managing level of the INSEE administra ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Paris 1 Panthéon-Sorbonne University
University of Paris 1 Panthéon-Sorbonne (french: Université Paris 1 Panthéon-Sorbonne, links=yes), also known as Paris 1 or Panthéon-Sorbonne University, is a public research university located in Paris, France. It was created in 1971 from two faculties of the historic University of Paris – colloquially referred to as the Sorbonne – after the May 1968 protests, which resulted in the division of one of the world's oldest universities. Most of the law professors of the Faculty of Law and Economics of Paris preferred to perpetuate the faculty as a university, now called Paris 2 Panthéon-Assas University, but most of its professors in Economics, considered as a secondary discipline within the historical faculty of law, preferred to found the multidisciplinary Paris 1 Panthéon-Sorbonne University with professors of the faculty of humanities of Paris and a few professors of law. Panthéon-Sorbonne has three main domains: Economic and Management Sciences, Human Sciences, and ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Stochastic Volatility
In statistics, stochastic volatility models are those in which the variance of a stochastic process is itself randomly distributed. They are used in the field of mathematical finance to evaluate derivative securities, such as options. The name derives from the models' treatment of the underlying security's volatility as a random process, governed by state variables such as the price level of the underlying security, the tendency of volatility to revert to some long-run mean value, and the variance of the volatility process itself, among others. Stochastic volatility models are one approach to resolve a shortcoming of the Black–Scholes model. In particular, models based on Black-Scholes assume that the underlying volatility is constant over the life of the derivative, and unaffected by the changes in the price level of the underlying security. However, these models cannot explain long-observed features of the implied volatility surface such as volatility smile and skew, which ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Diplôme D'études Approfondies
A Master of Advanced Studies or Master of Advanced Study (MAS, M.A.S., or MASt) is a postgraduate degree awarded in various countries. Master of Advanced Studies programs may be non-consecutive programs tailored for "specific groups of working professionals with well-defined needs for advanced degree work" or advanced research degrees. With the exception of the several schools in the UK, advanced studies programs tend to be interdisciplinary and tend to be focused toward meeting the needs of professionals rather than academics. The Master of Advanced Studies is also often referred as Executive Master because it is aimed at working profesionals (see the LSE in the UK programs for example or INSEAD and HEC programs in France) United Kingdom The University of Cambridge began offering the Master of Advanced Study in 2010 as a one-year master's degree in Mathematics as a replacement for the " Part III exam in Mathematics". Cambridge currently offers Master of Advanced Study degre ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
