Rchr
J-GLOBAL ID：202001007179343950
Update date: Sep. 29, 2024
POIGNARD Benjamin
POIGNARD Benjamin
Affiliation and department：
Homepage URL (1)：
https://sites.google.com/site/poignardbenjamin/
Research field (1)：
Statistical science
Research keywords (4)：
Time series
, Asymptotic theory
, Sparsity
, High-dimensional statistics
Papers (13)：
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Jean-David Fermanian, Benjamin Poignard, Panos Xidonas. Model-based vs. agnostic methods for the prediction of time-varying covariance matrices. Annals of Operations Research. 2024
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Jean-David Fermanian, Benjamin Poignard. Sparse M-estimators in semi-parametric copula models. Bernoulli. 2024. 30. 3
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Benjamin Poignard, Manabu Asai. Estimation of high-dimensional vector autoregression via sparse precision matrix. The Econometrics Journal. 2023
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Benjamin Poignard, Manabu Asai. High-dimensional sparse multivariate stochastic volatility models. Journal of Time Series Analysis. 2022
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Makoto Yamada, Benjamin Poignard, Hiroaki Yamada, Tobias Freidling. High-dimensional nonlinear feature selection with Hilbert-Schmidt Independence criterion Lasso. Journal of the Japan Statistical Society. 2022
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Lectures and oral presentations (30)：
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Factor multivariate stochastic volatility models of high dimension
(TMU Workshop on Finance 2024 2024)
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Break recovery in graphical networks
(Japanese Joint Statistical Meeting 2024 2024)
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Sparse factor model of high dimension
(Symposium on World Economics, Finance and Business 2024 2024)
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Sparse factor model of high dimension
(The 7th International Conference on Econometrics and Statistics (EcoSta 2024) 2024)
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Factor multivariate stochastic volatility models
(CREST (ENSAE Paris - IP Paris) - Finance & Financial Econometrics Seminar 2024)
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Education (5)：
- 2014 - 2017 Center for Research in Economics and Statistics (CREST) and PSL University PhD in applied mathematics
- 2012 - 2014 ENSAE Paris Statistician-Economist (Grande Ecole Program)
- 2009 - 2014 ESCP Europe Master in Management (Grande Ecole Program)
- 2011 - 2012 University Paris 1 Pantheon-Sorbonne Master Modeling and Mathematical Methods in Economics and Finance (DEA MMME)
- 2009 - 2011 University Paris 1 Pantheon-Sorbonne Bachelor and Master 1 in applied mathematics, 2009-2011
Work history (3)：
- 2019/06 - 現在 RIKEN High-dimensional statistical modeling unit
- 2019/04 - 現在 Osaka University Graduate School of Economics
- 2017/07 - 2019/03 Japan Society for the Promotion of Science Graduate School of Engineering Science, Osaka University
Association Membership(s) (1)：
The Japan Statistical Society
