Approved Special Sessions
Special Session on "Big data and Financial Regulation"
Organizers: Prof. Dominique Guégan and Dr. Bertrand Hassani
Prof. DOMINIQUE GUEGAN (University Paris1 Panthéon – Sorbonne) and
Dr. BERTRAND HASSANI Sponsored by LabEx ReFi (Financial Regulation)
Titles and Invited Speakers:
Title: Sparse group Lasso asymptotic theory
Speaker: Prof. Benjamin Poignard (University of Tokyo, Japan)
Title: Higher zonoids orders
Speakers: Prof. Gleb Koshevoy ( Independent University of Moscou, Poncelet lab., UMRI-CNRS, Russia ) and Marc-Arthur Diaye (University Paris1 Panthéon – Sorbonne, Paris, France)
Title: Can big data environment be regulated?
Speaker: Prof. D. Guégan , Dr. B. Hassani (University Paris1 Panthéon – Sorbonne, Paris, France)
Title: The volatility memory gap between CBOE VIX, VIX futures and Realized Volatility
Speaker: Dr. Oren Tapiero (University of Tel-Aviv, Israel)
Speaker: Prof. Garth Peters (UCL , London, UK and University of Tokyo)
- Prof. Dominique Guégan is Professor of Applied Mathematics at the University Paris1 Panthéon-Sorbonne. Her domains of expertise are Extreme value theory - risk measures in finance - Deterministic dynamical systems- Non-parametric statistical tools - Contagion. She belongs to the LaBex “Financial Regulation” and is the head of the team "Fintech and Financial regulation". She also belong to the Finance team of the University Paris 1 - CES, to the Financial Engineering Department inside NYU (New York, USA) and to the IPAG Business School (Paris and Nice, France). She has supervised 37 PhD and published 10 books, 110 academic papers and 30 chapters. She also participates to several international projects supported by Governments or supra-national bodies.
- Dr. Bertrand Hassani is a risk measurement and management specialist. He is currently the Global Head of Research and Innovations (Grupo Santander) for the risk division. In this role, Bertrand aims at developing novel approaches to measure risk (financial and non-financial) and integrating them in the decision making process of the bank (business orientated convoluted risk management), relying on methodologies coming from the field of data science. He is an active associate researcher at Paris Pantheon-Sorbonne University. He wrote several articles, chapters and a book dealing with Risk Measures, Risk Modelling, and Risk Management.
DMBD Call for Special Session Proposals
DMBD 2017 technical program will include special sessions. Their aim is to provide a complementary flavor to the regular sessions and should include hot topics of interest to the swarm intelligence community that may also go beyond disciplines traditionally represented at DMBD.
Prospective organizers of special sessions should submit proposals indicating:
* Title of the session.
* Rationale of the need for the special session at DMBD..
The rationale should stress the novelty of the topic and/or its multidisciplinary flavor, and must explain how it is different from the subjects covered by the regular sessions.
* Short biography of the organizers.
* List of 5 – 6 contributed papers (including titles, authors, contact information of the corresponding author) (this can also be provided later when they become available).
Proposals are due on or before January 01, 2017 and should be sent via e-mail (in either pdf or plain ASCII text form) to the special sessions chairs (Prof. Shangce Gao or Prof. Ben Niu or Prof. Qirong Tang) and forward to DMBD 2017 secretariat at firstname.lastname@example.org.
Proposals will be evaluated based on the timeliness of the topic, the qualifications of the organizers and the authors of the papers proposed in the session. In its decision, the committee will try to realize a balance of the topics across the technical areas represented in swarm intelligence.
Notification of acceptance will be sent to the organizers no later than January 01, 2017. Authors of papers included in approved special sessions should submit their manuscript on or before January 30, 2017. Manuscripts should conform to the formatting and electronic submission guidelines of regular DMBD papers (Springer’s LNCS format).
When they submit papers, there is a choice to indicate that their papers are special session papers which will also undergo peer review. It is the responsibility of the organizers to ensure that their special session meets the DMBD quality standards. If, at the end of the review process, less than four papers are accepted, the session will be canceled and the accepted papers will be moved to regular sessions.