Gilles Stupfler Awarded the Habilitation, an Accreditation to Supervise Research
Gilles Stupfler, a lecturer and researcher in Statistics at ENSAI and member of the CREST research lab whose work focuses on extreme value techniques, obtained a postdoctoral degree required to advise PhD students.
The French “Habilitation à Diriger les Recherches” (HDR) acknowledges scientific achievement and the capacity to supervise doctoral research.
From dissertation defense to supervision of post-doc fellows
Gilles Stupfler defended his HDR thesis, “Contributions to statistical aspects of extreme value theory and risk assessment” at Université de Rennes 1. Claudia Klüppelberg, Thomas Mikosch, and Olivier Wintenberger, referees, were also members of the committee, along with Bernard Delyon, Clément Dombry, Gilles Durrieu, and Philippe Naveau.
A large part of Gilles Stupfler’s recent research work is dedicated to risk assessment and management, particularly in the fields of finance and insurance.
“The few processes that are commonly used in risk assessment all have flaws. One of the questions my Habilitation thesis goes over is the following: what type(s) of risk measurements should one choose, and once the choice is made, how to estimate this or these type(s) of risk measurements?”
Gilles Stupfler will supervise a postdoctoral fellow’s research in October. The latter will work with Gilles Stupfler and two other researchers on the “Tail risk management and mitigation using innovative extreme value techniques” project. This project was awarded a grant by Axa Research Fund, whose Covid-19 flash call for projects received 500 submissions. Gilles Stupfler will also oversee the research of another postdoctoral fellow, in collaboration with two colleagues from the ANR ExtremReg project.
“Our goal is to develop a model which will enable us to evaluate the extreme risk in events such as a pandemic, a climate crisis, a plane crash…”
The perspectives for this very project and Gilles Stupfler’s research work in general are numerous: accurately representing the uncertainty in risk assessment, controlling if a prediction makes sense, or conformity of a prediction to actual observations.
An active member of the Extremes community
A lecturer and researcher at ENSAI and CREST since September 2019, Gilles Stupfler holds a PhD in applied mathematics from Université de Strasbourg. He previously taught at Université d’Aix-Marseille and the University of Nottingham.
Financial risk measure has been at the heart of his research since 2016, though he became a memberof the Extremes community well before.
“In the distribution of a random phenomenon, I am not interested in the average nor the median. What I am looking to study are the very small or the very large values”.
The Extremes community is rather small: 500 to 1000 members estimated worldwide. Gilles Stupfler is one of the five researchers who founded the online research seminar “One World Extremes Seminar“.
Aimed at the Extremes community, these academic meetings are held every month and typically attract several dozen participants.
In the organizing committee of One World Extremes Seminar, Gilles Stupfler is in charge of communications. He launched the “Extreme Value Analysis Newsletter” he serves as the editor of.
This newsletter was created in order to share research work and scientific events in the Extremes community.
More information on Gilles Stupfler and on research at ENSAI.