Economic Rockstar

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

07.07.2016 - By Frank Conway - Economics and Finance Lecturer - interviews Dan Ariely, DeirPlay

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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

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