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 Olivier Wintenberger

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. The full program is available here.
  
• 23-25 April 2025 Workshop Neural dynamical systems for time-series data jointly organized by QUARIMAFI and the Wolfgang Pauli Institute at the University of Vienna.
  

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