Anne MacKay
@anmcky.bsky.social
Probability & statistics, quantitative finance & risk management.
Université de Sherbrooke, Québec, Canada
Université de Sherbrooke, Québec, Canada
Reposted by Anne MacKay
CANDIDATURES OUVERTES !
Les bourses postdoctorales de l'INCASS offrent une expérience complète de recherche et de formation centrée sur les #sciencesstatistiques.
Postulez d’ici le 16 janvier : https://loom.ly/GcYLwYI
Les bourses postdoctorales de l'INCASS offrent une expérience complète de recherche et de formation centrée sur les #sciencesstatistiques.
Postulez d’ici le 16 janvier : https://loom.ly/GcYLwYI
November 22, 2025 at 1:25 AM
CANDIDATURES OUVERTES !
Les bourses postdoctorales de l'INCASS offrent une expérience complète de recherche et de formation centrée sur les #sciencesstatistiques.
Postulez d’ici le 16 janvier : https://loom.ly/GcYLwYI
Les bourses postdoctorales de l'INCASS offrent une expérience complète de recherche et de formation centrée sur les #sciencesstatistiques.
Postulez d’ici le 16 janvier : https://loom.ly/GcYLwYI
Reposted by Anne MacKay
Announcing the Mathematical Advances in Dependence and Extremes (MADE@KIT) workshop:
www.mathsee.kit.edu/2495.php
Registration closes on Feb. 17!
www.mathsee.kit.edu/2495.php
Registration closes on Feb. 17!
www.mathsee.kit.edu
November 27, 2025 at 3:40 AM
Announcing the Mathematical Advances in Dependence and Extremes (MADE@KIT) workshop:
www.mathsee.kit.edu/2495.php
Registration closes on Feb. 17!
www.mathsee.kit.edu/2495.php
Registration closes on Feb. 17!
La diversité des caractéristiques sexuées est bien réelle : lp.ca/8QvWt8?shari...
En réaction au rapport du Comité des sages | La diversité des caractéristiques sexuées est bien réelle
Les auteurs souhaitent apporter des nuances à certaines conclusions du Comité des sages sur l’identité de genre, en particulier en ce qui a trait à une vision strictement binaire du sexe qui serait ap...
lp.ca
August 8, 2025 at 2:25 AM
La diversité des caractéristiques sexuées est bien réelle : lp.ca/8QvWt8?shari...
Reposted by Anne MacKay
“The only democracy in the Middle East” they keep telling us
“Just because it’s Jews only doesn’t make it an apartheid state” they insist
www.aljazeera.com/news/2025/6/...
“Just because it’s Jews only doesn’t make it an apartheid state” they insist
www.aljazeera.com/news/2025/6/...
‘Not for you’: Israeli shelters exclude Palestinians as bombs rain down
Shelters are a lifeline in Israel from Iranian attacks, but Palestinian citizens of the country have been locked out.
www.aljazeera.com
June 18, 2025 at 12:47 PM
“The only democracy in the Middle East” they keep telling us
“Just because it’s Jews only doesn’t make it an apartheid state” they insist
www.aljazeera.com/news/2025/6/...
“Just because it’s Jews only doesn’t make it an apartheid state” they insist
www.aljazeera.com/news/2025/6/...
Reposted by Anne MacKay
The article arxiv.org/abs/2405.11248 that was the basis of my talk at the Young Talents in Actuarial Science and Quantitative Finance Conference was just accepted for publication in Electronic Journal of Statistics :-) There are some slight changes that will be updated on the arXive...
arxiv.org
May 7, 2025 at 7:37 PM
The article arxiv.org/abs/2405.11248 that was the basis of my talk at the Young Talents in Actuarial Science and Quantitative Finance Conference was just accepted for publication in Electronic Journal of Statistics :-) There are some slight changes that will be updated on the arXive...
Reposted by Anne MacKay
📐 🎉 Happy Women in Mathematics Day!
Women in math have made — and continue to make — incredible contributions to science, technology, and our understanding of the universe.
Let’s honour the pioneers who’ve paved the way and cheer on the next generation of brilliant minds shaping the future!
Women in math have made — and continue to make — incredible contributions to science, technology, and our understanding of the universe.
Let’s honour the pioneers who’ve paved the way and cheer on the next generation of brilliant minds shaping the future!
May 12, 2025 at 4:07 PM
📐 🎉 Happy Women in Mathematics Day!
Women in math have made — and continue to make — incredible contributions to science, technology, and our understanding of the universe.
Let’s honour the pioneers who’ve paved the way and cheer on the next generation of brilliant minds shaping the future!
Women in math have made — and continue to make — incredible contributions to science, technology, and our understanding of the universe.
Let’s honour the pioneers who’ve paved the way and cheer on the next generation of brilliant minds shaping the future!
Reposted by Anne MacKay
Great upcoming conference at the @fieldsinstitute.bsky.social
Some would say it's optimal to stop by:
www.fields.utoronto.ca/activities/2...
Some would say it's optimal to stop by:
www.fields.utoronto.ca/activities/2...
Fields-CFI Conference on Optimal Stopping and Its Applications in Finance and Insurance
Problems of optimal stopping are a fundamental tool in both the theory and application of mathematics to finance and insurance. Researchers in the field address these problems through techniques from ...
www.fields.utoronto.ca
May 12, 2025 at 1:35 AM
Great upcoming conference at the @fieldsinstitute.bsky.social
Some would say it's optimal to stop by:
www.fields.utoronto.ca/activities/2...
Some would say it's optimal to stop by:
www.fields.utoronto.ca/activities/2...
Reposted by Anne MacKay
Great (and rare!) @wired.com story on the transformative story of Arxiv, and its creator Paul Ginsparg www.wired.com/story/inside...
Inside arXiv—the Most Transformative Platform in All of Science
Modern science wouldn’t exist without the online research repository known as arXiv. Three decades in, its creator still can’t let it go.
www.wired.com
March 27, 2025 at 4:58 PM
Great (and rare!) @wired.com story on the transformative story of Arxiv, and its creator Paul Ginsparg www.wired.com/story/inside...
À considérer dans nos choix de conférences au cours des prochaines années.
L'étau se resserre.
www.lemonde.fr/internationa...
www.lemonde.fr/internationa...
Etats-Unis : un chercheur français refoulé pour avoir exprimé « une opinion personnelle sur la politique menée par l’administration Trump »
Le ministre de la recherche français a dit sa « préoccupation », mercredi, après cette décision des autorités américaines. Le chercheur du CNRS aurait subi un contrôle aléatoire à son arrivée, avant q...
www.lemonde.fr
March 19, 2025 at 6:47 PM
À considérer dans nos choix de conférences au cours des prochaines années.
Reposted by Anne MacKay
El Capitan displays a massive American flag upside down—the traditional signal of distress or extreme emergency.
February 23, 2025 at 6:01 PM
El Capitan displays a massive American flag upside down—the traditional signal of distress or extreme emergency.
Pour le Québec aussi ça peut être super intéressant. Il y a plein de scientifiques francophones aux États-Unis qui pensent sûrement à bouger, si l'occasion se présente. (Les anglophones et allophones sont aussi les bienvenus! ✌🏼)
🧪
If I were Canadian PM I would immediately:
1. Create a new $15B science fund
2. Offer any credentialed US scientist funding for lab startup and replacement of NIH grants if they move to Canada
3. Immediate permanent residency
4. Citizenship after 2 years
Overnight a science superpower
If I were Canadian PM I would immediately:
1. Create a new $15B science fund
2. Offer any credentialed US scientist funding for lab startup and replacement of NIH grants if they move to Canada
3. Immediate permanent residency
4. Citizenship after 2 years
Overnight a science superpower
February 2, 2025 at 2:58 PM
Pour le Québec aussi ça peut être super intéressant. Il y a plein de scientifiques francophones aux États-Unis qui pensent sûrement à bouger, si l'occasion se présente. (Les anglophones et allophones sont aussi les bienvenus! ✌🏼)
Reposted by Anne MacKay
I think some people hear “grants” and think that without them, scientists and government workers just have less stuff to play with at work. But grants fund salaries for students, academics, researchers, and people who work in all areas of public service.
“Pausing” grants means people don’t eat.
“Pausing” grants means people don’t eat.
White House pauses all federal grants, sparking confusion
The Trump administration has put a hold on all federal financial grants and loans, affecting tens of billions of dollars in payments.
www.washingtonpost.com
January 28, 2025 at 3:03 AM
I think some people hear “grants” and think that without them, scientists and government workers just have less stuff to play with at work. But grants fund salaries for students, academics, researchers, and people who work in all areas of public service.
“Pausing” grants means people don’t eat.
“Pausing” grants means people don’t eat.
Reposted by Anne MacKay
On the migration of the scientific community to Bluesky:
www.nature.com/articles/d41... 🧪
www.nature.com/articles/d41... 🧪
Bluesky’s science takeover: 70% of Nature poll respondents use platform
Roughly 6,000 readers answered our poll, with many declaring that Bluesky was nicer, kinder and less antagonistic to science than X.
www.nature.com
January 27, 2025 at 8:19 PM
On the migration of the scientific community to Bluesky:
www.nature.com/articles/d41... 🧪
www.nature.com/articles/d41... 🧪
Et même en augmentant les bourses provinciales, il reste que la majorité des étudiant.e.s ne reçoivent pas ces bourses et sont sous-financés dans bien des domaines. Tout le système est à revoir.
lp.ca/6gVCiB?shari...
lp.ca/6gVCiB?shari...
Études supérieures | Même les boursiers en arrachent financièrement
Ils sont considérés comme la crème de la relève scientifique… et vivent sous le seuil de la pauvreté. Appuyés par des chercheurs et des professeurs, des étudiants boursiers aux cycles supérieurs récla...
lp.ca
January 28, 2025 at 11:30 AM
Et même en augmentant les bourses provinciales, il reste que la majorité des étudiant.e.s ne reçoivent pas ces bourses et sont sous-financés dans bien des domaines. Tout le système est à revoir.
lp.ca/6gVCiB?shari...
lp.ca/6gVCiB?shari...
Un des avantages de l'Université de Sherbrooke, c'est que ma course sur l'heure du midi ressemble à ça 🤩
January 14, 2025 at 12:44 AM
Un des avantages de l'Université de Sherbrooke, c'est que ma course sur l'heure du midi ressemble à ça 🤩
Our paper on the pricing of debt securities using CTMC approximations is online. Based on the last chapter of Marie-Claude Vachon's PhD thesis which she successfully defended at the beginning of the month. Congratulations! 🎉
www.tandfonline.com/doi/full/10....
www.tandfonline.com/doi/full/10....
A unifying approach for the pricing of debt securities
We propose a unifying framework for the pricing of debt securities under general time-inhomogeneous short-rate diffusion processes. The pricing of bonds, bond options, callable/putable bonds, and c...
www.tandfonline.com
December 19, 2024 at 3:10 PM
Our paper on the pricing of debt securities using CTMC approximations is online. Based on the last chapter of Marie-Claude Vachon's PhD thesis which she successfully defended at the beginning of the month. Congratulations! 🎉
www.tandfonline.com/doi/full/10....
www.tandfonline.com/doi/full/10....
Reposted by Anne MacKay
CANSSI SSC Seminar: Predictive Modeling and Balance Property through Autocalibration
Julien Trufin (U Libre de Bruxelles)
1/28/24 3:30–4:30 p.m. ET
U du Québec à Montréal, Pavillon Président Kennedy, 201, Av. Président Kennedy, PK-5115, Montréal and online
www.eventbrite.ca/e/predictive...
Julien Trufin (U Libre de Bruxelles)
1/28/24 3:30–4:30 p.m. ET
U du Québec à Montréal, Pavillon Président Kennedy, 201, Av. Président Kennedy, PK-5115, Montréal and online
www.eventbrite.ca/e/predictive...
Predictive Modeling and Balance Property through Autocalibration
CANSSI SSC Seminar: Predictive Modeling and Balance Property through Autocalibration
www.eventbrite.ca
November 19, 2024 at 7:34 PM
CANSSI SSC Seminar: Predictive Modeling and Balance Property through Autocalibration
Julien Trufin (U Libre de Bruxelles)
1/28/24 3:30–4:30 p.m. ET
U du Québec à Montréal, Pavillon Président Kennedy, 201, Av. Président Kennedy, PK-5115, Montréal and online
www.eventbrite.ca/e/predictive...
Julien Trufin (U Libre de Bruxelles)
1/28/24 3:30–4:30 p.m. ET
U du Québec à Montréal, Pavillon Président Kennedy, 201, Av. Président Kennedy, PK-5115, Montréal and online
www.eventbrite.ca/e/predictive...