Lyon-Columbia workshop speakers


Columbia University
Jose-blanchet-photoJose Blanchet is a faculty member in the departments of IEOR and Statistics at Columbia University. Jose holds a Ph.D. in Management Science and Engineering from Stanford University. Prior to joining Columbia he was a faculty member in the Statistics Department at Harvard University. Jose is a recipient of the 2009 Best Publication Award given by the INFORMS Applied Probability Society and of the 2010 Erlang Prize. He also received a PECASE award given by NSF in 2010. He worked as an analyst inProtego Financial Advisors, a leading investment bank in Mexico. He has research interests in applied probability and Monte Carlo methods. He serves in the editorial board of Advances in Applied Probability, Journal of Applied Probability, Mathematics of Operations Research, QUESTA, Stochastic Models, and Stochastic Systems.


Academics : 50€
Others : 100€
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Emil Gumbel

Stephane LOISEL
ISFA, Lyon 1 University
S.loisel-carreProfessor Stephane Loisel holds a PhD in applied mathematics from University of Lyon, a MSc in actuarial science and finance, and is a fellow and former member of the board of the Institut des Actuaires. He is now full professor at ISFA , Universite Lyon 1. He was visiting professor at ORIE, Cornell University in 2014 and has been lecturing for several years in Universite Paris 6 and ENSAE. Associate Editor of IME, MCA P, BFA , Risks and co-editor of EAJ, his main research interests include ruin theory with dependent risks, Solvency II, regulation and ERM, longevity risk and customer behaviour in insurance. He is the coordinator of the ANR 4-year research project LoLitA (Longevity with Lifestyle Adjustments) and of the research chair Actuariat Durable sponsored by Milliman Paris. He received the SCOR PhD award in 2005, the Lloyd’s Science of Risk runner-up prize in 2011 and the Hachemeister prize in 2013. Stephane also serves on the CERA review panel and is the scientific director of the French CERA program. He is a board member and member of the audit committee of April Group.


BNP Paribas Cardif

photo_Lam_DangAfter graduating from AgroParisTech and ENSAE, Lam Dang started his carrer in 2013 as Data Analyst for RMS, where he did marketing and pricing analysis for numerous clients in retail industries. In 2015, he joined BNP Parisbas Cardif as Data Scientist, working on Machine Learning, Big Data and promoting Analytics. Lam is passionate for Data Science and has a big interest for Deep Learning and AI

edouard_debonneuilEdouard holds masters of engineering, biostatistics, biogerontology and actuarial risks from Centrale Paris, UCLA, Paris V, ISFA. He worked on web behavioral models (IBM Research Center in Germany, in the USA), biomedical and bioinformatics research (cardiopulmonary remodelling at Marie-Lannelongue and Inserm, genetics at the Pasteur Institute), actuarial derivatives and statistics from large databases regarding financial risks, longevity risks and health risks (Derivatives at HSBC, AXA Group and AXA France, Celtipharm). Passionnate in transforming societies towards longer and healthier lives, he tries to have an understanding both from biomedical and actuarial sciences and he is co-founder and member of the board of the International Longevity Alliance, an association present in more than 50 countries.

Pierre et Marie Curie University, Paris

elkaroui-sem-sNicole El Karoui is currently emeritus professor of Applied Mathematics at the Laboratoire de Probabilités et Modèles Aléatoires of Pierre and Marie Curie University and previously professor at the École Polytechnique and Université du Maine (France). Her research has contributed to the application of probability and stochastic differential equations to modeling and risk management in financial markets. Nicole’s research is focused on probability theory, stochastic control theory and mathematical finance and more recently on population dynamics and longevity risk. Her contributions focused on the mathematical theory of stochastic control, backward stochastic differential equations (BSDEs) and their application in mathematical finance. In mathematical finance, she is known for her work on the robustness of the Black-Scholes hedging strategy, superhedging of contingent claims and the change of numéraire method for option pricing. Nicole is the coordinator of ANR Project LoLitA (Longevity with Lifestyle Adjustments) in Pierre and Marie Curie University.

Christophe GEISSLER

geissler2Christophe graduated from «Ecole Normale Supérieure» Ulm (mathematics and computer science), and member of the French Actuaries Institute. He has occupied various positions in quantitative finance since 1986 in banks (Lazard, CPR, BNP Paribas, Société Générale) before launching Advestis in 2011. His fields of interest include quantitative finance, asset allocation models and machine learning. Christophe is also partner of Quinten, a french company created in 2008, applying data science to healthcare and insurance.

ISFA, Lyon 1 University

N.Kazi-taniNabil Kazi-Tani holds a PhD in applied mathematics from Ecole Polytechnique in Paris, a MSc in mathematics and in economics and is a former student of Ecole Normale Supérieure in Cachan. He is now associate professor at ISFA, Université de Lyon 1.
Nabil specializes in probability theory, in the study of stochastic differential equations, dynamic risk measures and optimization, with applications in actuarial science and in particular in reinsurance models.

Olivier LOPEZ
Pierre et Marie Curie University

olivier lopezOlivier Lopez is Professor of applied mathematics at Université Pierre et Marie Curie, Paris VI, Laboratoire de Statistique Théorique et Appliquée. His topics of research cover high-dimensional statistics, duration models, and copula theory.

JingChen LIU
Columbia University, New York City

jingchen liuJingchen Liu is Associate Professor at the Department of statistics at Columbia University. His research interests are Importance sampling, rare-event analysis; extremes of Gaussian random fields, queueing networks, and random ordinary and partial differential equations; latent variable modeling, cognitive assessment; computerized adaptive testing, sequential analysis; Bayesian modeling; missing data problems and multiple imputation; Markov chain Monte Carlo theory and applications.

ISFA, Lyon 1 University

xMilhaud2Xavier Milhaud is currently associate lecturer at ISFA, Université Lyon 1. He was previously assistant professor at ENSAE ParisTech, partly in charge of the actuarial department. He did a PhD in AXA insurance company in which he mainly worked on understanding policyholders’ behaviours in life insurance, more particularly focusing on modelling static and dynamic lapses. His research interests are closely linked to segmentation methods in order to model some portfolio heterogeneity by the use of regression models or non-parametric techniques. Typical practical applications are related to pricing and reserving in insurance.

Karthyek MURTHY
Columbia University

k;mURTHYKarthyek Murthy is a post-doctoral research scientist in the Department of Industrial Engineering & Operations Research at Columbia University. He completed his PhD at Tata Institute of Fundamental Research, Mumbai where he was the recepient of IBM International PhD fellowship and TCS Research fellowships. His research interests lie broadly in applied probability & stochastic processes, with special emphasis on models that arise in operations research, insurance and mathematical finance. Building on his PhD work on rare events, he has been recently investigating stochastic modeling techniques that are robust to model risk. His PhD thesis was awarded with the TIFR-SASKEN Best thesis award for the year 2015

ISFA, Lyon 1 University

frederic-planchet2Professor Frédéric PLANCHET holds a PhD in actuarial sciances from University of Lyon and is a former student of the École Nationale de la Statistique et de l’Administration Economique (ENSAE). He is a fellow of the Institut des Actuaires. He is now full professor at ISFA, Université Lyon 1. His main research interests include market consistent valuations, economic scenario generators (both risk-neutral and historical views) – Modelling censored and truncated data (mortality, disability, lapse, etc.): best estimate assumptions for reserve calculations, longevity risk evaluation, catastrophic risk in life insurance.

Evgeny PUTIN
Insilico Medicine

Insilico_AI_PutinEvgeny Putin is a Deep Learning Lead at Insilico Medicine, Inc, a bioinformatics company headquartered at the Emerging Technology Centers at the Johns Hopkins University in Baltimore applying deep learning techniques to biomarker development and drug discovery and repurposing for cancer and age¬-related diseases.
A winner of multiple mathematical competitions and olympiads, E.Putin did his graduate work at the Mathematics & Mechanics Faculty of Saint Petersburg State University. Evgeny Putin also works at the ITMO University teaching Deep Learning courses and coaches Kaggle competition teams at the university. He was one of the winners of the 6-day hackathon on deep learning, DeepHack.Game, at the Moscow Institute of Physics and Technology. E.Putin is one of the leaders of Phrama.AI, an Artificial Intelligence division of Insilico Medicine, where he is heading several projects evaluating aging biomarkers based on common blood biochemistry tests and transcriptomic data.

Christian ROBERT
ISFA, Lyon 1 University

Christian robertProfessor Christian Robert holds a PhD in applied mathematics from University Paris Denis Diderot, a MSc in Finance and Statistics, and is a former student of the Ecole Nationale de la Statistique et de l’Administration Economique (ENSAE). He is a fellow of the Institut des Actuaires.
He is now full professor at ISFA, Université Lyon 1. Formerly, he was Associate Professor in Actuarial Science at ENSAE and Director of Graduate Studies at the Centre d’Etudes Actuarielles. Christian is an Associate Editor of the European Actuarial Journal.
His main research interests include extreme value theory and statistics, actuarial theory and practice, and statistical finance.

Matthias SCHERER
University of Munich

schererProf. Scherer’s (b. 1979) research area is mathematical finance and stochastics. The aim of his research is to appraise complex financial products and quantify their risks. His work mainly revolves around modeling dependency structures and assessing portfolio derivatives.
Prof. Scherer studied business mathematics at the University of Ulm. He obtained his Master of Science in mathematics at the University of Syracuse (USA). He went on to do his doctorate in structural credit risk models at the University of Ulm (2007). In early 2007, he became coordinator of TUM’s “Finance and Information Management” elite study program. Prior to his appointment as associate professor of mathematical finance (2010), he acted as interim professor for two semesters.

Columbia University
n.tatonettiDr. Nicholas Tatonetti is assistant professor of biomedical informatics in the Departments of Biomedical Informatics, Systems Biology, and Medicine and is Director of Clinical Informatics at the Herbert Irving Comprehensive Cancer Center at Columbia University. He received his PhD from Stanford University where he focused on the development of novel statistical and computational methods for observational data mining. He applied these methods to drug safety surveillance where he discovered and validated new drug effects and interactions. His lab at Columbia is focused on expanding upon his previous work in detecting, explaining, and validating drug effects and drug interactions from large-scale observational data. Widely published in both clinical and bioinformatics, Dr. Tatonetti is passionate about the integration of hospital data (stored in the electronic health records) and high-dimensional biological data (captured using next-generation sequencing, high-throughput screening, and other “omics” technologies). Dr. Tatonetti has been featured by the New York Times, Genome Web, and Science Careers. His work has been picked up by the mainstream and scientific media and generated thousands of news articles.

Lyon University

julien-velcinJulien Velcin is associate professor of Computer Science at the University Lyon 2, with the qualification for supervising research (HDR, in French). I am a member of the Data Mining & Decision team of ERIC Lab. His current research focuses on machine learning with applications to the analysis of social media and opinion mining. He is particularly interested in weakly-supervised clustering techniques and topic modeling.

Insilico Medicine

zhavoronkovAlex Zhavoronkov, PhD is the CEO of Insilico Medicine, Inc a Baltimore-based company utilizing big data analysis and deep learning for aging research and drug discovery. He also heads the International Aging Research Portfolio (IARP) knowledge management system for aging research and serves as the chief science officer of the Biogerontology Research Foundation in the UK.
Prior to Insilico Medicine, he co-founded the First Oncology Research and Advisory Center (FORAC), served as the director of ATI Technologies (Nasdaq: AMD) and as the director of GTCBio. Dr. Zhavoronkov is the author of over forty peer-reviewed scientific as well as popular papers and books including “The Ageless Generation: how biomedical advances will transform the global economy” published by Palgrave Macmillan.
He holds two bachelor degrees from Queen’s University, a masters in biotechnology from Johns Hopkins University and a PhD in physics and mathematics from the Moscow State University and is the international adjunct professor at the Moscow Institute of Physics and Technology.