2010-: Institut Mines-Télécom Atlantique, Brest,
lectures (in French) on nonstationary processes (Mathematical and Computational Engineering Lectures).
My 3^{rd} 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
Mathematical Reviews®.
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 9^{th} March 2021): Exponential GARCH model. Bootstrap methods and their application to model-free prediction and
inference of univariate models. Multivariate models. Change-point models.
Slides
Lecture 3 (Monday 22^{th} March 2021): Long-range dependent and multifractal volatility models.
Wavelet analysis of volatility processes.
Slides
Lecture 4 (Tuesday 23^{th} March2021): Volatility estimation of high frequency time series.
Deep Learning: convolutional, recurrent and hybrid architectures, with the PyTorch
and fast.ai libraries.
Slides
2009: Aarhus University, PhD lectures, based on the draft version of the book
Large Sample Inference for Long Memory
Processes (2012) Imperial College Press. In 2013, I wrote the review of this book for
Mathematical Reviews®.
If you are a MathSciNet subscriber, you could read this review from my
author profile Additional material not covered in that book:
Slides
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.
Other Teaching and Supervision Resources
Open Math Notes is a repository of freely downloadable mathematical works
in progress hosted by the American Mathematical Society
as a service to researchers, teachers and students.
Three books on the art of writing mathematics: the two standard texts by respectively Paul Halmos,
How to write mathematics (1970)
, and
Donald Knuth, Tracy L. Larrabee, and Paul M. Roberts
Mathematical Writing,
Mathematical Association of America, 1989, with the updates by Donald Knuth.
Steven Krantz has recently issued
the second edition of his book A Primer of Mathematical Writing,
American Mathematical Society, 2017.
Jean-Pierre Serre
considers the other side of the issue with his funny lecture:
How to Write Mathematics Badly. In the same spirit, the parody of scientific publication by Georges
Perec: Experimental demonstration of the tomatotopic organization
in the Soprano (Cantatrix sopranica L.). Georges Perec was documentalist at the CNRS, and I knew an economist well who had stopped working, and
said things that were just as delirious in conferences where he was at a loss to present the works written mainly by his youngest co-author, and therefore began his
presentation with long digressions (among other things his grandmother petitioned to Queen Victoria...).
MathJax is an open source Javascript library that uses
LaTeX
and MathML
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.
Plagiarism.org:
This organization provides research institutes and academic places
with a database for deterring and detecting plagiarism.