YVES DOMINICY CURRICULUM VITAE
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1 YVES DOMINICY CURRICULUM VITAE 1 Personal Information Born : March 14, 1984 in Luxembourg-ville, Luxembourg Citizenship : Luxembourgish Office address : Banque et Caisse d Epargne de l Etat (BCEE), Division Project Management Office (PMO), Service Credit Process Management (CPM) 1, Place de Metz L-2954 Luxembourg y.dominicy@bcee.lu Homepage : https ://sites.google.com/site/yjgdominicy/ 2 Education : Ph.D. in Economics and Management, Université libre de Bruxelles - SBSEM - ECARES. Ph.D. Thesis : Quantile-Based Inference and Estimation of Heavy-Tailed Distributions, defended April 18, 2014 (Supervisor : Prof. David Veredas) : Doctoral training in Economics and Management, Université libre de Bruxelles - SBSEM - ECARES : Master in Statistics with finality Economics and Statistics at the Université libre de Bruxelles : grande distinction. Master Thesis : The Method of Simulated Quantiles (Supervisor : Prof. David Veredas) : Bachelor in Mathematics at the Université libre de Bruxelles : distinction : 1ère Candidature Maths-Physics at the Université du Luxembourg : assez bien : High school diploma at the Lycée de Garçons de Luxembourg, Luxembourg : bien. 3 Employment October present : Banque et Caisse d Epargne de l Etat (BCEE), Division Project Management Office (PMO), Service Credit Process Management (CPM). October September 2017 : Lecturer ( Maître d Enseignement ) at the Solvay Brussels School of Economics and Management of the Université libre de Bruxelles. 1
2 October September 2017 : Research fellow as Chargé de Recherches of the Belgian National Fund for Scientific Research (FNRS). March September 2014 : Research fellow of the Formation à la Recherche dans l Industrie et dans l Agriculture (FRIA). October February 2012 : Research fellow of the Interuniversity Attraction Poles (IAP) (Belgian Science Policy). Teaching Experience : Lecturer for the courses : Introduction to econometrics (undergraduate), Graduate Econometrics I (graduate) : Lecturer for the courses : Graduate Econometrics I, Dynamic Optimization (graduate) : Lecturer for the course : Dynamic Optimization (graduate) : Lecturer in the Advanced Master in Quantitative Finance for the course : Principles of scientific programming (graduate) : Teaching assistant for the courses : Numerical methods, Graduate Econometrics I (graduate) : Teaching assistant for the courses : Graduate Econometrics I, Quantitative Financial Risk (graduate) : Teaching assistant for the courses : Mathématique Générale : Analyse et Algèbre Linéaire (undergraduate), Quantitative Financial Risk, Applied Econometrics (graduate) : Teaching assistant for the course : Graduate Econometrics I (graduate) : Teaching assistant for the courses : Statistique I, Eléments de Statistique (undergraduate) : Teaching assistant for the course : Eléments de Statistique (undergraduate). 4 Supervision of master theses, research works Master students : : Elisabeth De Laveleye (Université libre de Bruxelles) : Celebrities becoming entrepreneurs themselves : study in the music industry : Efraim Chababe (Université libre de Bruxelles, co-supervision with Bruno Kestemont) : The evolution of the GDP resulting from a diminution of the natural resources : Mehdi Alessandrello (Université libre de Bruxelles, co-supervision with Julien Trufin) : Impact de critères socio-économiques dans l élaboration d hypothèses de mortalité : Corinne Sinner (Université libre de Bruxelles, co-supervision with Christophe Ley) : Statistical Size Distributions in Actuarial Sciences. 2
3 Bachelor students : : Dominic Boislard (Université libre de Bruxelles / Université de Montréal) : Introduction au mouvement brownien. 5 Grants and Honors 2015 : Qualification in France for Maître de conférence in section 5 (Sciences économiques, qualification number ) and 26 (Mathématiques apliquées et applications des mathématiques, qualification number ) of the CNU : Chargé de Recherches FNRS : Post-doctoral grant from the Belgian National Fund for Scientific Research (FNRS) : Selected to present my Job Market Paper at the Econometric Society European Winter Meeting 2013 in Helsinki, Finland : FRIA : PhD grant from the Belgian National Fund for Scientific Research (FNRS) : IAP : PhD grant from the Belgian Science Policy Office : Nominated for the A.Sc.Br prize for best Master thesis in science at the ULB, Brussels, Belgium. 6 Publications Papers published or in press : 1. The Method of Simulated Quantiles (with D. Veredas), Journal of Econometrics 172(2), , On Sample Marginal Quantiles for Stationary Processes (with S. Hörmann, H. Ogata and D. Veredas), Statistics and Probability Letters 83(1), 28-36, Inference for Vast Dimensional Elliptical Distributions (with H. Ogata and D. Veredas), Computational Statistics 28(4), , A stochastic analysis of table-tennis (with C. Ley and Y. Swan), Brazilian Journal of Probability and Statistics 27(4), , Multivariate Hill Estimators (with P. Ilmonen and D. Veredas), International Statistical Review 85(1), , Multivariate Moment Based Extreme Value Index Estimators (with M. Heikkilä and P. Ilmonen), Computational Statistics, 32(4), , Detecting multivariate outliers : Use a robust variant of the Mahalanobis distance. (with C. Ley, C. Leys and O. Klein) Journal of Experimental Social Psychology, 74(1), , Mutual Point-winning Probabilities (MPW) : a New Performance Measure for Table Tennis (with C. Ley and W. Bruneel) forthcoming in Journal of Sports Sciences,
4 Submitted papers or revisions : 1. Macro-driven VaR forecasts : From very high to very low-frequency data (with H. Vander Elst), under revision. 2. Multivariate extremes based on a notion of radius (with M. Heikkilä and P. Ilmonen), under revision. Work in progress : 1. An interpolating family of size distributions (with C. Ley, C. Sinner and J. Trufin). 2. Multivariate Flexible Hill Estimators (with M. Heikkilä, P. Ilmonen and D. Veredas). Book Chapter and Manuscripts Book chapters : 1. Distributions and composite models for size-type data (with C. Sinner), for Advances in Statistical Methodologies and Their Applications to Real Problems, INTECH, Chapter 8, Manuscript chapter : 1. Théorie des jeux : représentations et types de jeux, chapter in Notes de la quatrième BSSM, Edition 2011, ULB, , Editorial Service 2016-present Associate Editor for the journal : International Journal of Applied Statistics and Econometrics. Co-editor of the following works : 1. Notes de la sixième BSSM, Edition 2013 (with C. Bartholmé, T. Connor, J. Distexhe, L. Kidziński, J. Meyer, G. Van Bever and P. Weber) ULB, Notes de la cinquième BSSM, Edition 2012 (with C. Bartholmé, T. Connor, L. Kidziński, J. Meyer, N. Richard and Y. Swan) ULB, Notes de la quatrième BSSM, Edition 2011 (with C. Bartholmé, C. Ley, N. Richard, Y. Swan and G. Van Bever), ULB, Invited Research Stays and Visitors I have been invited to the following research stays : 1. Waseda University, Tokyo, Japan (Host : Prof. Hiroaki Ogata), August Cornell University, Ithaca, New York, United States of America (Host : Prof. Gennady Samorodnitsky), April-June Aalto University, Helsinki, Finland (Host : Prof. Pauliina Ilmonen), September
5 4. Université de Lorraine, Nancy, France (Host : Prof. Angelo Efoevi Koudou), November Guests that have come to visit me at Université libre de Bruxelles : 1. Dr. Javier Rubio (University of Warwick), Mars PhD student Matias Heikkilä (Aalto University), February, May and June Prof. Pauliina Ilmonen (Aalto University), May Prof. Angelo Efoevi Koudou (Université de Lorraine), January Talks at Seminars, Conferences and Workshops 1. ECORE-KUL Seminar, Brussels, Belgium, October 2009 : The Method of Simulated Quantiles (Invited Speaker) th Annual Meeting of the Belgian Statistical Society, Spa, Belgium, October 2010 : The Method of Simulated Quantiles. 3. First DEXIA and SBS-EM Workshop in Quantitative Finance, Brussels, Belgium, November 2010 : Heavy tails in financial data II : a Matlab demo (Invited Speaker). 4. CFE 2010 & ERCIM 2010, London, England, December 2010 : Estimation of multivariate stable processes with discrete spectral measure. 5. Séminaire des doctorants, Université libre de Bruxelles, Brussels, Belgium, April 2011 : The Method of Simulated Quantiles (Invited Speaker). 6. ICORS 2011 Conference, Valladolid, Spain, June 2011 : Inference for vast dimensional elliptical distributions th PhD Day of the Graduate School in Statistics, Biostatistics and Actuarial Sciences, Louvain-la-Neuve, Belgium, September 2012 : Inference for vast dimensional elliptical distributions. 8. Statistics and Econometrics Seminar, Université Lille 3, Lille, France, February 2013 : The Method of Simulated Quantiles for univariate and elliptical distributions (Invited Speaker). 9. ICORS 2013 Conference, St. Petersburg, Russia, July 2013 : A Multivariate Hill Estimator. 10. CORE-ILSM Lecture series by Jianqing FAN, Louvain-la-Neuve, Belgium, September 2013 : A Multivariate Hill Estimator. 11. Econometric Society European Winter Meeting 2013, Helsinki, Finland, November 2013 : A Multivariate Hill Estimator (Invited Speaker). 12. International Year of Statistics Conference, Luxembourg, Luxembourg, November 2013 : A Multivariate Hill Estimator (Poster) th International Conference of the ERCIM WG on Computational and Methodological Statistics (ERCIM 2013), London, England, December 2013 : A Multivariate Hill Estimator. 14. Seminar at the Department of Quantitative Economics at Maastricht University, Maastricht, Netherlands, Januar 2014 : A Multivariate Hill Estimator (Invited Speaker). 15. ADRES Doctoral Conference 2014, Paris, France, February 2014 : A Multivariate Hill Estimator. 5
6 16. Seminar at the School of Economics at the University of Surrey, Guildford, England, February 2014 : A Multivariate Hill Estimator (Invited Speaker). 17. Seminar at the Institute for Economics and Social Sciences at the University of Bonn, Bonn, Germany, June 2014 : A Multivariate Hill Estimator (Invited Speaker) th International Conference of the ERCIM WG on Computational and Methodological Statistics (ERCIM 2015), London, England, December 2015 : Multivariate Moment Based Extreme Value Index Estimators (Poster). 19. Seminar at the Department of Econometrics, Econometric Institute at the Erasmus University Rotterdam, Rotterdam, Netherlands, March 2016 : Multivariate Moment Based Extreme Value Index Estimators (Invited Speaker). 20. ICORS 2016 Conference, Geneva, Switzerland, July 2016 : Multivariate Moment Based Extreme Value Index Estimators. 9 Organization of conferences, sessions Conference : 1. Flexible statistical modeling : past, present and future, international workshop coorganized with C. Ley (Ghent Univ.), A. Pewsey (Univ. de Extremadura), J. Rubio (Univ. of Warwick) and J. Segers (Univ. Catholique de Louvain) and bringing together the worldwide experts in flexible modelling, Ghent, Belgium, September Session : 1. Statistical Size Distributions, 9th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2016), Seville, Spain, 9-11 December Statistical size distributions and heavy-tailed distributions, 10th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2017), London, UK, December Regular Review Service to Journals Journal of the American Statistical Association, Journal of Econometrics, Statistics and Probability Letters (3), Computational Statistics, Journal of Statistical Computation and Simulation, Journal of Forecasting. 11 Miscellaneous Special Activities (Summer Schools and Scientific Contests) : - September : ECARES Mathcamp, course of econometrics. - August 2010 : Brussels Summer School of Mathematics (BSSM) : course on linear models. - May 2011 : Coordinator at the Benelux Mathematical Olympiad 2011 (BxMO 2011) in Luxembourg. 6
7 - August 2011 : Co-organizer of the 4th edition of Brussels Summer School of Mathematics (BSSM). - August 2011 : Brussels Summer School of Mathematics (BSSM) : course on game theory. - July-August 2012 : Co-organizer of the 5th edition of Brussels Summer School of Mathematics (BSSM). - April 2013 : Coordinator at the 2nd European Girls Mathematical Olympiad (EGMO) in Luxembourg. - August 2013 : Co-organizer of the 6th edition of the Brussels Summer School of Mathematics (BSSM). - August 2014 : Co-organizer of the 7th edition of the Brussels Summer School of Mathematics (BSSM). Member of scientific societies : - Société Française de Statistique (SFdS). - Royal Economic Society (RES). - Belgian Statistical Society (BSS). - Société Luxembourgeoise de Statistique (SLS). Certificates and Prizes : - Frenchman s certificate allocated by the French community : Bien. - SAS Base Programming for SAS R 9 certificate : The Wernaers Prize (6500 Euro) was given to Christophe Ley for the Brussels Summer School of Mathematics (BSSM) for which I was one of the co-organizers. Languages and Technical Skills - Languages : Luxembourgish (native), French (fluent), English (fluent), German (fluent), Spanish (elementary) and Dutch (elementary). - Knowledge (more or less deep) of bureaucratic software : LaTeX, Word, Excel, Power Point. - Knowledge (more or less deep) of scientific software : Matlab, Scilab, E-views, R, SAS. 7
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