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Anne MacKay

@anmcky.bsky.social

Probability & statistics, quantitative finance & risk management. Université de Sherbrooke, Québec, Canada

79 Followers  |  155 Following  |  6 Posts  |  Joined: 09.09.2023  |  1.5493

Latest posts by anmcky.bsky.social on Bluesky

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‘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.

“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/...

18.06.2025 12:47 — 👍 236    🔁 89    💬 1    📌 6

Oui c'est bien tranquille ici en général. Ça bouge plus sur mastodon?

12.05.2025 23:34 — 👍 0    🔁 0    💬 0    📌 0

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...

07.05.2025 19:37 — 👍 1    🔁 1    💬 0    📌 0
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📐 🎉 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!

12.05.2025 16:07 — 👍 2    🔁 3    💬 0    📌 0
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 ...

Great upcoming conference at the @fieldsinstitute.bsky.social
Some would say it's optimal to stop by:
www.fields.utoronto.ca/activities/2...

12.05.2025 01:35 — 👍 1    🔁 1    💬 0    📌 1
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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.

Great (and rare!) @wired.com story on the transformative story of Arxiv, and its creator Paul Ginsparg www.wired.com/story/inside...

27.03.2025 16:58 — 👍 86    🔁 23    💬 4    📌 3

À considérer dans nos choix de conférences au cours des prochaines années.

19.03.2025 18:48 — 👍 0    🔁 0    💬 0    📌 0
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El Capitan displays a massive American flag upside down—the traditional signal of distress or extreme emergency.

23.02.2025 18:01 — 👍 96884    🔁 21193    💬 1024    📌 944

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! ✌🏼)

02.02.2025 14:58 — 👍 1    🔁 0    💬 0    📌 0
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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.

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.

28.01.2025 03:03 — 👍 43902    🔁 14563    💬 1621    📌 966
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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.

On the migration of the scientific community to Bluesky:
www.nature.com/articles/d41... 🧪

27.01.2025 20:19 — 👍 6717    🔁 1253    💬 100    📌 77
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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...

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...

28.01.2025 11:30 — 👍 1    🔁 0    💬 0    📌 0
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Un des avantages de l'Université de Sherbrooke, c'est que ma course sur l'heure du midi ressemble à ça 🤩

14.01.2025 00:44 — 👍 3    🔁 0    💬 0    📌 0
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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...

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....

19.12.2024 15:10 — 👍 2    🔁 0    💬 0    📌 0
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Predictive Modeling and Balance Property through Autocalibration CANSSI SSC Seminar: Predictive Modeling and Balance Property through Autocalibration

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...

19.11.2024 19:33 — 👍 0    🔁 1    💬 0    📌 0

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