I am from Chambery, France. I hold a B.S. with a major in Applied Mathematics and minor in Computer Science from Universite de Lyon 1 in 2010. Moreover, I obtained a M.S. (Diplome d'Ingenieur) in Probability from Ecole Polytechnique in 2013. Finally, I graduated for my Ph.D. in Statistics from University of Chicago in 2016. I joined the Faculty of Business and Commerce at Keio University in Tokyo as a Tenure-track Assistant Professor in 2016, before obtaining my tenure in 2018 and becoming an Associate Professor in 2020. I am interested in problems arising in statistics, stochastic processes, econometrics and finance. My research is partly supported by Japanese Society for the Promotion of Science Grants-in-Aid for Early-Career Scientists "Econometric methods for high frequency data" (20K13470).
I am looking for Ph.D or postdoc students (possibly working remotedely as an exchange student). I am also looking for Master or B.S. students to work on collaborative research and/or research assistanship.
Faculty of Business and Commerce, Keio University.
2-15-45 Mita, Minato-ku, Tokyo 108-8345
E-mail: potiron (at) fbc.keio.ac.jp
Phone: +81 (0)3 5418 6571
Office : Research building 439B (4th floor)
2023/12/18 (scheduled) The 16th International Conference of the ERCIM WG on CFE and Computational and Methodological Statistics (CFE-CMStatistics 2023), HTW Berlin University of Applied Sciences (organizer of a session entitled Duration data)
2023/08/01-03 (scheduled) The 6th International Conference on Econometrics and Statistics (EcoSta 2023), Waseda University, Tokyo (organizer of a session entitled Hawkes processes in econometrics and statistics)
2023/06/30-07/02 (scheduled) 2023 Asia Meeting of the Econometric Society at Tsinghua University, Beijing, China
2023/06/15-18 (scheduled) Fifteenth Annual SoFiE Conference at Sungkyunkwan University, Seoul
2022/12/18 (virtual) The 15th International Conference of the ERCIM WG on CFE and Computational and Methodological Statistics (CFE-CMStatistics 2022), King's College London (organizer of a session entitled Hawkes processes in finance)
2022/12/09 33rd (EC)^2 Conference, Econometrics of High Frequency Data & Factor Models, ESSEC Business School Paris (poster session)
2022/12/08 Capital Fund Management (CFM) Paris seminar
2022/12/06 Laboratoire Manceau de Mathématiques (LMM) Le Mans University seminar
2022/07/01 (virtual) Statistical Methods in Finance 2022 jointly hosted by Chennai Mathematical Institute, Indian Statistical Institute, and North Dakota State University (invited talk)
2022/06/05 (virtual) The 5th International Conference on Econometrics and Statistics (EcoSta 2022), Ryukoku University, Kyoto
2021/12/19 (virtual) 14th International Conference of the ERCIM WG on Computational and Methodological Statistics at King's College London
2021/09/17 (virtual) Research Webinar Series at Decision Sciences Area, Indian Institute of Management Bangalore
2019/12/18 Mini workshop on Financial Econometrics at the University of Cambridge INET Institute
2019/12/16 13th International Conference on Computational and Financial Econometrics at Senate House and Birkbeck University of London
2019/06/27 The 3rd International Conference on Econometrics and Statistics (EcoSta 2019) at National Chung Hsing University, Taiwan
2019/06/23 Nippon Finance Association 27th annual conference at Keio University
2019/01/10 Mathematisches Seminar at Kiel University, Germany
2018/07/04 Econometric Society Australasian Meeting at Auckland University of Technology
2018/06/22
2018 Asian meeting of the Econometric Society at Sogang University, Seoul
2018/06/21 The 2nd International Conference on Econometrics and Statistics (EcoSta 2018) at the City University of Hong Kong
2017/12/18
CMAP Ecole Polytechnique Seminar, Paris
2017/11/28
Seminar at the Faculty of Business and Commerce (joint with the Econometrics workshop), Keio University
2017/08/03
Joint Statistical Meetings in Baltimore, Maryland
2017/07/26
SoFiE Financial Econometrics Summer School 2017 at Kellogg School of Management, Northwestern University, Chicago
2017/06/20
Tenth Annual SoFiE Conference at NYU Stern School of Business
2017/06/04 2017 Asian meeting of the Econometric Society at The Chinese University of Hong Kong
2017/03/15 Special Lecture and Workshop on Theory and Practice in Econometrics at Keio University
2017/02/22 13th Workshop on Stochastic Models, Statistics and Their Applications, Humboldt-Universitat zu Berlin
2016/12/15 The Quantitative Methods in Finance 2016 Conference, Sydney
2016/12/12 Workshop on Portfolio dynamics and limit order books, Ecole Centrale Paris
2016/09/09 Center for Mathematical Modeling and Data Science, Osaka University
2016/07/08 6th International IMS-FIPS Workshop at the University of Alberta in Edmonton, Canada
2016/06/13
Ninth Annual SoFiE Conference at City University of Hong Kong and GRU
2016/04/25 ICS Hitotsubashi University Seminar
2016/02/21
The Fourth Asian Quantitative Finance Conference (AQFC), the Osaka University Nakanoshima Center (Bachelier Finance conference)
2016/01/21 IMES Bank of Japan Seminar
2016/01/18 Hitotsubashi University Department of Economics Seminar
2016/01/16 Keio University Department of Business and Commerce Seminar
2015/12/18 HU Berlin Statistics Seminar
2015/11/10
Institute of Economic Studies, Keio University Econometrics Workshop
2015/10/25 Conference on new developments of statistical science in various fields, Toyama Syposium
2015/08/10 Hong Kong University Science and Technology Business School Seminar
2015/08/07 The University of Tokyo Seminar on Probability and Statistics
2015/08/04 Conference Frontiers in Financial Econometrics. Hosted by Hitotsubashi Institute for
Advanced Studies and CFEE (Center for Financial
Engineering Education) (invited talk)
2015/07/31 Seminar Center for the Study of Finance and Insurance Osaka
2015/07/30 Math-fi Seminar. Department of Mathematical Sciences, Ritsumeikan University