KEYNOTE SPEAKERS
Marine Carrasco
University of Montreal
Marine Carrasco, graduated with a PhD from University of Toulouse (France). She currently serves as a full professor in the Department of Economics at the University of Montreal. Her academic affiliations extend to the Interuniversity Center for Research in Quantitative Economics (CIREQ), and she holds the position of an associated researcher at the Info-Metrics Institute.
Dr. Carrasco’s research is focused on two primary themes. Firstly, she explores tests for parameter stability, applying these concepts to both macroeconomics and finance. Secondly, her work delves into inverse problems and their relevance in econometrics, with specific emphasis on the study of the generalized method of moments, especially in scenarios involving an infinite number of moment conditions.
Dr. Carrasco serves as an associate editor for leading econometric journals such as Econometric Theory, The Econometrics Journal, and the Journal of Business & Economic Statistics. Beyond her scholarly roles, she has assumed leadership positions as the President of the Société canadienne de science économique (2022-2023) and was President-elect in the preceding year (2021-2022). She received prestigious awards, including the Prix Marcel-Dagenais (2018) and the Econometric Theory Multa Scripsit Award (2017).
Christian Gouriéroux
University of Toronto and Toulouse School of Economics
Christian Gouriéroux holds a Doctor of Philosophy in mathematics from the University of Rouen and currently works at the Department of Economics, University of Toronto and at the Toulouse School of Economics. Christian does research in Mathematical Economics, Econometrics,Risk Management , Insurance and Financial Econometrics. His current projects are the analysis of speculative bubbles in rational expectation models, the derivation of impulse response functions for nonfundamental shocks, the test of the martingale hypothesis, the dynamic modelling of high dimensional binary data, and the analysis of cyber risk.
Gouriéroux has written 22 books and over 260 articles, including 12 Econometrica, and was a recipient of the Koopmans Prize for the project, “General Approach to Serial Correlation” in 1985–1987. He was also awarded the Silver Medal of the Conseil National de Recherche Scientifique by the French Ministry of Research. Additionally, he received a Doctorat Honoris Causa from Neuchatel University (Switzerland), Mons University (Belgium) and University of Montreal (Canada), the Bi-Annual Award of the Journal of Empirical Finance for ‘Sensitivity Analysis of Value at Risk’ in 2000 and the French Market Award for the paper ‘Intraday Market Activity’ in 1996. He is a fellow of the Econometric Society and was Associate Editor at different periods of: Annales de l’INSEE, Statistique et Analyse des Données, Cahiers du CERO, Econometrica, Econometric Theory, Review of Economic Studies, Journal of Applied Econometrics, Finance, Revue Finance, Journal of Financial Econometrics.
Serena Ng
Columbia University
Serena Ng received her B.A. from the University of Western Ontario and Ph.D. from Princeton University. She was an associate professor at Boston College and Johns Hopkins University from 1996 to 2003. She later became a professor in University of Michigan from 2003 to 2007. She holds the position of Edwin W. Richert Professor of Economics at Columbia University since 2007. She is a distinguished fellow of several prominent organizations, including the Econometric Society, the International Association of Applied Econometrics, the Society of Financial Econometrics and also is a research associate with the National Bureau of Economic Research
Her primary research interest is modeling and analysis of economic data. She has written extensively on model selection, factor analysis, forecasting, measures of uncertainty, and missing data. Notably, she holds the distinguished rank of 8th among highly ranked female economists, as acknowledged by the World Economic Forum in 2015. Recognizing her outstanding contributions, Dr. Ng received the Econometric Theory Multa Scripsit Award in 2014. Her influence extends to leadership roles on the editorial boards of top econometric journals, such as Econometrica, Journal of Econometrics, and Econometric Theory among others.
Hashem Pesaran
Cambridge University and University of Southern California
Hashem Pesaran is an Emeritus Professor of Economics at the University of Cambridge and holds the position of Professorial Fellow at Trinity College (Cambridge). Additionally, he serves as the John Elliott Chair and Professor of Economics at the University of Southern California, where he also directs the USC Dornsife Center for Applied Financial Economics.
His extensive career includes notable roles such as heading the Economic Research Department of the Central Bank of Iran, serving as the Under-Secretary of the Ministry of Education in Iran, and holding the position of Professor of Economics at the University of California, Los Angeles. He has also been a Vice President at the Tudor Investment Corporation. He is a fellow of the British Academy, Econometric Society, Journal of Econometrics, and International Association for Applied Econometric.
He is the recipient of the 1990 George Sell Prize from The Institute of Petroleum, London, the 1992 Royal Economic Society Prize for the best article published in The Economic Journal for the years 1990 and 1991, and the joint recipient of the Econometric Reviews Best Paper Award 2002–2004 for his paper on Long Run Structural Modeling.
Pesaran is the founding editor of the Journal of Applied Econometrics, and a co-developer of Microfit. He holds and was involved in leadership roles with many leading economic journals including: Econometrica, Econometric Theory, Journal of Economic Surveys, among others. He was named one of “The World’s Most Influential Scientific Minds” by Thomson Reuters in 2014 and 2015.
Olivier Scaillet
Université de Genève and Swiss Finance Institute
Olivier Scaillet, Belgo-Swiss, is professor of finance and statistics at the Geneva Finance Research Institute of the University of Geneva and has a senior chair at the Swiss Finance Institute. He holds both a master and Ph.D. from University Paris IX Dauphine in applied mathematics. Fellow of the Society of Financial Econometrics, Professor Scaillet research expertise is in the area of derivatives pricing, econometric theory and econometrics applied to finance and insurance. He has published in top journals in econometrics and 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 an elected fellow of the Society of Financial Econometrics, and associate editor of several leading academic journals in econometrics, statistics, banking and finance such as: Econometric Theory, Journal of Business and Economic Statistics, Journal of Banking and Finance among others, and served in editorial board of other leading journals: Journal of Econometrics, Management Science where he was receiving a Distinguished Service Award in 2013.
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