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International Conference > Keynote speakersSiem Jan KOOPMAN, Vrije Universiteit Amsterdam
Siem Jan Koopman is professor of econometrics at the Vrije Universiteit Amsterdam and the Tinbergen Institute. His Ph.D. is from the London School of Economics (LSE) and dates back to 1992. He had positions at the LSE between 1992 and 1997 and at the CentER (Tilburg University) between 1997 and 1999. In 2002 he visited the US Bureau of the Census in Washington DC as an ASA / NSF / US Census / BLS Research Fellow. His research interests are Statistical analysis of time series; Theoretical and applied time series econometrics, Financial econometrics, Simulation methods, Kalman filtering and smoothing and finally Forecasting. He fullfills editorial duties at the Journal of Applied Econometrics and the Journal of Forecasting. He was also co-editor of The Econometrics Journal. Finally he is an Oxmetrics software developer. In particular he is actively engaged in the development of the time series software packages STAMP and SsfPack.
Olivier SCAILLET, University of Geneva
Olivier Scaillet is professor of finance and statistics at the University of Geneva and has a senior chair at the Swiss Finance Institute. Professor Scaillet's research expertise is in the area of derivatives pricing, econometric theory and econometrics applied to finance and insurance. He has published several papers in leading journals in econometrics and finance (e.g., Econometrica and Journal of Finance), and co-authored a book on financial econometrics. He has been one of the winners of the bi-annual award for the best paper published in the Journal of Empirical Finance on the topic of quantitative risk management and of the Banque Privée Espirito Santo award prize on the topic of mutual fund performance. He is also associate editor of the Journal of Business and Economic Statistics of the American Statistical Association and associate editor of the journal Econometric Theory.
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