2010-: Institut Mines-Télécom Atlantique, Brest,
lectures (in French) on nonstationary processes (Mathematical and Computational Engineering Lectures).
My 3rd year lectures on nonstationary processes for the academic year 2020-2021 will take place in March 2021.
They have been quite rewritten from scratch,
after reviewing a long series of papers and books (over 70 and counting) on these issues for
The new section on deep learning and AI is obviously expanding.
The writing of the book supporting these lectures is in progress.
List of past lectures for the academic year 2020-2021:
Lecture 2 (Tuesday 9th March 2021): Exponential GARCH model. Bootstrap methods and their application to model-free prediction and
inference of univariate models. Multivariate models. Change-point models.
Lecture 3 (Monday 22th March 2021): Long-range dependent and multifractal volatility models.
Wavelet analysis of volatility processes.
Lecture 4 (Tuesday 23th March2021): Volatility estimation of high frequency time series.
Deep Learning: convolutional, recurrent and hybrid architectures, with the PyTorch
and fast.ai libraries.
2006-2007: Ensae, lectures (in French) on
Long-range dependence and change-points, Applications
to univariate and multivariate financial time series: Leçon 1 : Processus fortement dépendants,
Transparents ; Leçon 2 : Tests de détection de longue portée et
estimateurs du paramètre de longue portée, Transparents;
Leçon 3 : Tests de détection de ruptures, Transparents;
Leçon 4 : Méthodes statistiques robustes aux ruptures, Transparents.
1993-1996: Lectures on optimization techniques with Maple. I have typed a 200 pages document.
for displaying mathematics on webpages, which works on all modern browsers and that I'm
using for my web pages. Further details are provided by the paper published in the Notices of the American Mathematical SocietyMathJax: A Platform for Mathematics on the Web (2012), vol 59, 312-316,
The following video gives an account on the origins and the current running of Mathematical Reviews:
The Scholarly Open Access website contains a critical analysis of
scholarly open-access publishing, and in particular provides a list of predatory journals and publishers that must be avoided.
Further details are given in J. Beall Predatory publishers are corrupting open access,
Nature 489, 179, (13 September 2012)DOI.
This organization provides research institutes and academic places
with a database for deterring and detecting plagiarism.