{"id":6246,"date":"2020-09-14T15:44:07","date_gmt":"2020-09-14T13:44:07","guid":{"rendered":"http:\/\/ensai.fr\/?p=6246"},"modified":"2023-02-16T12:07:07","modified_gmt":"2023-02-16T11:07:07","slug":"gilles-stupfler-awarded-habilitation","status":"publish","type":"post","link":"https:\/\/ensai.fr\/en\/gilles-stupfler-awarded-habilitation\/","title":{"rendered":"Gilles Stupfler Awarded the Habilitation, an Accreditation to Supervise Research"},"content":{"rendered":"

\"Gilles<\/span><\/b>Gilles\u00a0Stupfler, a\u00a0lecturer and researcher\u00a0in Statistics at ENSAI\u00a0and member of\u00a0the CREST research lab\u00a0whose work\u00a0focuses on extreme value techniques,\u00a0obtained\u00a0a postdoctoral\u00a0degree\u00a0required\u00a0to\u00a0advise\u00a0PhD\u00a0students.\u00a0<\/strong><\/p>\n

The French “Habilitation \u00e0\u00a0Diriger\u00a0les Recherches” (HDR)\u00a0acknowledges\u00a0scientific\u00a0achievement\u00a0and the\u00a0capacity\u00a0to\u00a0supervise\u00a0doctoral\u00a0research.<\/p>\n

From\u00a0dissertation\u00a0defense\u00a0to supervision of post-doc\u00a0fellows<\/h3>\n

Gilles\u00a0Stupfler\u00a0defended\u00a0his\u00a0HDR\u00a0thesis, \u201cContributions to\u00a0statistical\u00a0aspects of\u00a0extreme\u00a0value\u00a0theory\u00a0and\u00a0risk\u00a0assessment<\/strong>\u201d at Universit\u00e9 de Rennes 1. Claudia Kl\u00fcppelberg, Thomas Mikosch, and Olivier Wintenberger, referees, were also members of the committee, along with Bernard Delyon, Cl\u00e9ment Dombry, Gilles Durrieu, and Philippe Naveau.<\/p>\n

A\u00a0large\u00a0part of Gilles\u00a0Stupfler’s\u00a0recent\u00a0research\u00a0work\u00a0is\u00a0dedicated\u00a0to\u00a0risk\u00a0assessment\u00a0and management<\/strong>,\u00a0particularly\u00a0in the\u00a0fields\u00a0of finance and\u00a0insurance.<\/p>\n

“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?”<\/p>\n

Gilles\u00a0Stupfler\u00a0will\u00a0supervise\u00a0a\u00a0postdoctoral fellow’s research<\/a> in October. The latter will work with Gilles Stupfler and two other researchers on the \u201cTail risk management and mitigation using innovative extreme value techniques\u201d project. This project was awarded a grant by\u00a0Axa Research Fund<\/a>,\u00a0whose\u00a0Covid-19 flash call for\u00a0projects\u00a0received\u00a0500\u00a0submissions. Gilles\u00a0Stupfler\u00a0will\u00a0also\u00a0oversee\u00a0the\u00a0research\u00a0of\u00a0another\u00a0postdoctoral\u00a0fellow,\u00a0in collaboration\u00a0with\u00a0two\u00a0colleagues\u00a0from\u00a0the\u00a0ANR ExtremReg project<\/a>.<\/p>\n

“Our goal\u00a0is\u00a0to\u00a0develop\u00a0a model\u00a0which\u00a0will\u00a0enable us to\u00a0evaluate\u00a0the\u00a0extreme\u00a0risk\u00a0in\u00a0events\u00a0such\u00a0as a\u00a0pandemic, a\u00a0climate\u00a0crisis, a plane crash…”<\/p>\n

The perspectives for this very project and Gilles Stupfler’s research work in general are numerous:\u00a0\u00a0accurately representing the uncertainty in risk assessment, controlling if a prediction makes sense, or conformity of a prediction to actual observations.<\/p>\n

An active\u00a0member\u00a0of the\u00a0Extremes\u00a0community<\/h3>\n

A\u00a0lecturer\u00a0and\u00a0researcher\u00a0at ENSAI and CREST\u00a0since\u00a0September\u00a02019, Gilles\u00a0Stupfler\u00a0holds\u00a0a PhD in\u00a0applied\u00a0mathematics\u00a0from\u00a0Universit\u00e9\u00a0de Strasbourg. He\u00a0previously\u00a0taught\u00a0at\u00a0Universit\u00e9\u00a0d’Aix-Marseille and\u00a0the University of Nottingham.<\/p>\n

Financial\u00a0risk\u00a0measure\u00a0has been at the\u00a0heart\u00a0of\u00a0his\u00a0research\u00a0since\u00a02016, though\u00a0he became\u00a0a\u00a0memberof the\u00a0Extremes\u00a0community well\u00a0before.<\/p>\n

“In\u00a0the\u00a0distribution\u00a0of a random phenomenon, I\u00a0am\u00a0not\u00a0interested\u00a0in the\u00a0average\u00a0nor\u00a0the\u00a0median.\u00a0What\u00a0I\u00a0am\u00a0looking\u00a0to\u00a0study\u00a0are the\u00a0very\u00a0small\u00a0or the\u00a0very\u00a0large\u00a0values”.<\/p>\n

The\u00a0Extremes\u00a0community\u00a0is\u00a0rather\u00a0small: 500 to 1000\u00a0members\u00a0estimated\u00a0worldwide. Gilles\u00a0Stupfler\u00a0is\u00a0one of the five\u00a0researchers\u00a0who\u00a0founded\u00a0the online\u00a0research\u00a0seminar\u00a0“One World Extremes Seminar<\/a>“.
\nAimed\u00a0at the\u00a0Extremes\u00a0community,\u00a0these\u00a0academic\u00a0meetings\u00a0are\u00a0held\u00a0every\u00a0month\u00a0and typically attract several dozen\u00a0participants.<\/p>\n

In the\u00a0organizing\u00a0committee\u00a0of One World\u00a0Extremes\u00a0Seminar, Gilles\u00a0Stupfler\u00a0is\u00a0in charge of communications. He\u00a0launched\u00a0the “Extreme\u00a0Value\u00a0Analysis\u00a0Newsletter<\/strong>”\u00a0he serves as\u00a0the editor\u00a0of.
\nThis newsletter\u00a0was\u00a0created\u00a0in\u00a0order\u00a0to\u00a0share\u00a0research\u00a0work\u00a0and\u00a0scientific\u00a0events\u00a0in the\u00a0Extremes\u00a0community.<\/p>\n

More information on Gilles Stupfler and on research at ENSAI<\/a>.<\/strong><\/p>\n","protected":false},"excerpt":{"rendered":"

Gilles\u00a0Stupfler, a\u00a0lecturer and researcher\u00a0in Statistics at ENSAI\u00a0and member of\u00a0the CREST research lab\u00a0whose…
Lire la suite<\/a><\/p>\n","protected":false},"author":73,"featured_media":6243,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[295,185],"tags":[351,343],"class_list":["post-6246","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-non-classifiee-en","category-research-innovation","tag-award","tag-faculty"],"yoast_head":"\nGilles Stupfler Awarded the Habilitation, an Accreditation to Supervise Research | ENSAI<\/title>\n<meta name=\"description\" content=\"Gilles\u00a0Stupfler, a\u00a0lecturer and researcher\u00a0in Statistics at ENSAI\u00a0and member of\u00a0the CREST research lab\u00a0whose work\u00a0focuses on extreme value techniques,\u00a0obtained\u00a0a postdoctoral\u00a0degree\u00a0required\u00a0to\u00a0advise\u00a0PhD\u00a0students.\u00a0\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, 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