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Olivier Wintenberger
olivier.wintenberger@sorbonne-universite.fr
LPSM (Bureau 15-16 206),
Sorbonne Université
4 place Jussieu
75005 Paris, FRANCE
olivier.wintenberger@sorbonne-universite.fr
LPSM (Bureau 15-16 206),
Sorbonne Université
4 place Jussieu
75005 Paris, FRANCE
Activities
- CNRS researcher at the LRI Institute CNRS Pauli in 2023-2024.
- Professor at Sorbonne Université, LPSM member.
- Associate Editor of Bernoulli, Extremes and Stochastic Models journals.
- Organizer of Master program ISUP - ISDS.
News
- August 2024 The monograph Extreme Value Theory for Time Series. Models with Power-Law Tails written with T. Mikosch is published!
- 16-19 December 2024 Workshop Valpred 5 at the CNRS Center Paul Langevin, Aussois.
Past Events
- 16-20 October 2023 Modeling and statistical analysis of extremes in time series, Master class, University of Copenhagen.
- 12-14 September 2023 Workshop on Stochastics, Statistics, Machine Learning and their Applications of Sustainable Finance and Energy Markets, WPI, University of Vienna.
- 3-6 April 2023 Workshop VALPRED 4, CNRS CAES, Aussois.
- 7-17 March 2022 doctoral courses of Daniela CASTRO-CAMILO, Valérie CHAVEZ-DEMOULIN and Anja JANSSEN at the IHP,
Research interests
Extreme Value Analysis, Online Learning, Time series.