Laissez-faire or policing social networks?

June 3, 2020

#4 worldwide in 2019 QS ranking Masters in Business Analytics

September 26, 2018

Et si on réinitialisait les réseaux sociaux

September 23, 2018

Beware of weak links in large datasets

August 7, 2018

Data Science and Artistic Creation

January 12, 2018

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November 19, 2016

I had the pleasure to be invited to the Public Innovation week for a roundtable on the future of algorithms. The video of the debate is here.

November 17, 2016

Les réseaux sociaux nous ciblent de façon toujours plus pointue et ne nous font parvenir que les informations qui nous conforteront dans nos propres opinions. Des moyens pour lutter contre simplifications et désinformation existent.

Ma tribune dans Libération, 19 novembre 2016

http://www.liberation.fr/debats/2016/11/16/des-algorithmes-dangereux-pour-le-debat-democratique_1528858

March 2, 2016

   Mon intervention aujourd'hui sur France Info ("un jour une question" par Emmanuel Davidenkoff, en réécoute ici) porte sur l'effet Joseph.

 

Il s'agit d'un phénomène de persistance sur de très longues périodes, de tendances de long terme qu'on appelle "Longue Memoire". Le nom "effet Joseph" a été proposé par Benoît Mandelbrot, le père des factales, car aux phénomènes de longue mémoire sont associés des mouvemements Browniens fractionnaires. Joseph était un esclave hébreu qui a interprété le rêve de Pharaon de sept vaches grasses chassées par sept vaches maigres: ce rêve correspondait à sept années de récoltes fastes suivies de sept années de disette. Il est lié à la périodicité de long terme des crues du Nil (car les crues permettaient d'enrichir les berge...

January 18, 2016

Ma "mise en boîte de la complexité"

Chaire ESSEC Edgar Morin

19/01/2016 

 

Les mégadonnées, ou Big Data, constituent un nouvel outil à la disposition des entreprises et des chercheurs. Pour qu’elles soient utilisables de manière effective pour la prévision, il est essentiel de prendre du recul et de comprendre leur spécificité. Deux éléments les caractérisent : (i) ces données mesurent une activité d’origine humaine (ii) elles ne sont pas, pour la plupart, issues d’expériences contrôlées et reproductibles, mais au contraire, ont été enregistrées au fil de l’activité et constituent donc une référence historique.

Lors de leur analyse et de la modélisation de leur pouvoir prédictif. Nous devons par conséquent répondre à trois questions : quels sont les comportements re...

October 27, 2015

An interesting Legacy

 

Over a decade ago, James Martin, the highest-selling author of books on computing and related technology gave £60 millions to the University of Oxford to set up a School for the 21st Century. 

 

James Martin had written over 104 textbooks than any other person – 104, many of which have been seminal in their field. The revenue from his books and associated lectures and videos provided the funds for establishing the Oxford Martin School at Oxford University.

 

In 2007, he wrote "The Meaning of the 21st Century" which aims to address the technological, political, ethical, economic, social, and environmental issues of our times. 

 

Now the Martin School is a quite a unique project that brings together researchers, policymakers, practitioner...

October 19, 2015

 Above is a quick video presentation of our new great program with CentraleSupélec

 

More information on how to apply can be found on

http://www.essec.edu/en/program/mscs/msc-data-sciences-business-analytics/

 

Online examples of courses: 

 

On Coursera: Foundations of Strategic Business Analytics

On Youtube: Foundations of Machine Learning

 

October 3, 2015

 

On September 25, Frédérique Bec from Théma (University of Cergy-Pontoise), Anders Rahbek (University of Copenhagen) and myself organized a workshop in our ESSEC campus in La Défense. 

 

Among the presenters, who were mostly working on theoretical models for time series, Jesus Gonzalo (Universidad Carlos III, Madrid) showed us some interesting results based on a series of daily temperature recordings in a station in Oxfordshire, UK. 

 

The interesting feature of this temperature series is that it is consistent: measurements have been performed using a similar technique since the 18th Century. This is great as often, studies on long term temperatures face issues dealing with data compatibility over time. 

 

One of the conclusion of Jesus Gonzalo's work (joint with Lola...

September 3, 2015

 I have now arrived in Aix-en-Provence for the 16th Oxmetrics user conference which gathers econometricians who work with or develop this software. I'm quite excited to know the new developments of autometrics, which is a great algorithm for econometrics in the presence of large datasets! 

 

Today, Neil Ericsson showed us how he could read the minds of the Governors of the Federal Reserve, Siem Jan Koopman on how to handle mixed frequency datasets in a novel way. Felix Pretis used the Step indicator saturation (SIS) technique to assess time-varying predictive accuracy.  James Reade had an intesting application on Twitter and the so-called biggotgate by the UK Prime Minister. 

We also listened to Alain Hecq and David Hendy on dealing with data revisions measurem...

August 2, 2015

Isaac Asimov, one of the masters of Anticipation, aka Sci-Fi, invented the concept of Psychohistory in his novel FOUNDATION (1951). Well, I believe what psychohistory is really describing is (macro)econometrics when it works perfectly, if it ever does.

 

Indeed, if I quote wikipedia's description of psychohistory, it relies on the following axioms:

 

Psychohistory depends on the idea that, while one cannot foresee the actions of a particular individual, the laws of statistics as applied to large groups of people could predict the general flow of future events. [...]

Asimov applied this concept to the population of his fictional Galactic Empire, which numbered a quintillion. The character responsible for the science's creation, Hari Seldon, established two axioms:...

July 23, 2015

 

Here is a post that I wrote for ESSEC Knowledge in October 2014. It is still up to date!

 

When Claude Allegre published his book L’imposture climatique (The Climatic Fraud) in 2010, he questioned mankind’s role in global warming. Today, few scientists would doubt that man has played a major role in climate change. It might seam obvious: since the industrial revolution, we have produced huge amounts of gases. Meanwhile, global temperatures have risen.

That said, over the last fifteen years, the rise in temperatures appears to have slowed or paused. This is little known to the general public – we sometimes call it a global warming hiatus. Several explanations have been proposed for this slowdown: it could be due to a cyclical reduction in solar activity or an i...

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