Archive for Sorbonne Université

a stretched view on Keynes’ Treatise

Posted in Books, pictures, Statistics, University life with tags , , , , , , , on September 20, 2020 by xi'an

I came across a rather bemusing interpretation of Keynes’ Treatise on Probability, as a tribune in Le Monde of 6 September, as being a statement against the mathematical modelling of economy. Written by Annie Cot, professor of economics at Paris Sorbonne University. While the philosophical thread of the book is inclined towards a subjective perception of probability, albeit rejecting the Bayesian approach, and while the view on statistics is equally pessimistic, falling into the infinite regress of conditioning on the observation itself, outside a Bayesian framework, as I discussed in my 2011 paper, the book makes no mention whatsoever of economics or economic models. As far as I remember the book from reading it ten years ago. To conclude, as the author of this tribune, that Keynes rejected the viability of prevision based on economic models via this book sounds therefore stretching the facts to a fair extent.

Statistical methods for Hawkes processes

Posted in pictures, Statistics, Travel, University life with tags , , , , , , on February 6, 2020 by xi'an

There will be a workshop on Hawkes processes in Paris, 10 March 2020, Sorbonne University, with the following speakers

  • Martin Bompaire (Critéo)
  • Félix Cheysson (AgroParisTech/INRA)
  • Simon Clinet (Keio University)
  • Eva Löcherbach (Université Paris 1 Panthéon-Sorbonne)
  • Marcello Rambaldi (Capital Fund Management)
  • Judith Rousseau (Université Paris-Dauphine & Oxford University)
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