Notre article, Partage des données, à qui profite le crime ?, écrit avec Laurence Barry, est paru dans le prochain numéro de Risques ..read more

At the Institut d’Etudes Scientifiques (IES), in Cargèse, Corsica, we had an amazing workshop on optimal transport. It is now time to wrap-up all the notes taken, and try to get keep in touch with some colleagues I want to work with ..read more

(sur le campus de McGill, photo volée à ma fille ..read more

Next week, I will be at the Institut d’Etudes Scientifiques (IES), in Cargèse, Corsica, attending a workshop on optimal transport. The workshop is organized by Alfred Galichon (NYU/Sciences Po) and Pierre Jacob (ESSEC), and a lot of nice colleagues will be around ..read more

Ce jeudi, c’est la journée de la recherche en sciences, sur le campus de la faculté. Agathe a présenté (rapidement) ses travaux récents sur l’équité et la calibration de modèles prédictifs ..read more

Ten years ago, I was giving a short course in Louvain-la-Neuve, on “an introduction to multivariate and dynamic risk measures“. I have written notes that are still online, but I never found time to do anything with them ..read more

Our paper, Geospatial Disparities: A Case Study on Real Estate Prices in Paris, and Agathe Fernandes Machado, François Hu, Philipp Ratz and Ewen Gallic, is now online on ArXiv, Driven by an increasing prevalence of trackers, ever more IoT sensors, and the declining cost of computing power, geospatial information has come to play a pivotal role in contemporary predictive models. While enhancing prognostic performance, geospatial data also has the potential to perpetuate many historical socio-economic patterns, raising concerns about a resurgence of biases and exclusionary practices, with their ..read more

This year, the Insurance Data Science Conference will take place in Stockholm. The abstract booklet with all accepted speakers at IDSC 2024 is now available. Agathe will present some recent joint work on calibration (inspired by arXiv:2402.07790 – as well as more recent work) I will also attend, to present some work on fairness, with multiple sensitive attributes (based on arXiv.2309.06627 and another article that should be finalized by then about our equipy python package ..read more

Our paper “Boarding for ISS: Imbalanced Self-Supervised Discovery of a Scaled Autoencoder for Mixed Tabular Datasets,” by Samuel Stocksieker, co-autored with Denys Pommeret, has been accepted for presentation at the IEEE World Congress on Computational Intelligence (IEEE WCCI 2024) to be held at Pacifico Yokohama, Yokohama, Japan, 30 June – 5 July 2024. The field of imbalanced self-supervised learning, especially in the context of tabular data, has not been extensively studied. Existing research has predominantly focused on image datasets. This paper aims to fill this gap by examining the sp ..read more

Demain, on présentera avec Olivier et Marie-Pier nos travaux sur l’équité et la discrimination, à l’Autorité des Marchés Financiers, à Québec. L’exposé sera largement inspiré de a fair price to pay: exploiting causal graphs for fairness in insurance ..read more