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Webinar: Macroeconomic Forecasting in the Age of Massive Data and Machine Learning

Tuesday 13 Apr 2021
From 12PM To 2PM

As part of the events related to the book Le Québec économique 9 : Perspectives et défis de la transformation numérique (Opportunities and Challenges of the Digital Transformation) and the CIRANO Pole on Modeling, CIRANO organized a webinar on the topic of macroeconomic forecasting in the age of massive data and machine learning.

 

During this webinar moderated by Genevieve Dufour (CIRANO), Dalibor Stevanovic (UQAM and CIRANO) presented the highlights of the chapter focusing on macroeconomic forecasting in the age of massive data and machine learning.

Nathalie De Marcellis-Warin

Nathalie de Marcellis-Warin joined CIRANO in 2000 as a postdoctoral researcher and was appointed President and CEO in 2016, after serving as Vice-President from 2008 to 2016. Since 2011, she has led the CIRANO Barometer project on risk perception in Quebec, which annually collects data on Quebecers’ concerns regarding 47 major societal issues. She is also Head of the CIRANO Research Pole on the Socioeconomic Impacts of Digital Intelligence and Principal Investigator of the Innovation and Digital Transformation research theme.

She is a Full Professor in the Department of Mathematics and Industrial Engineering at Polytechnique Montréal, where she also serves as Academic Director of PolyFinances. In addition, she is a Visiting Scientist at the Harvard T.H. Chan School of Public Health and an Associate Researcher at the Institute for Data Valorization (IVADO).

She holds a PhD in Management Science (specializing in risk management and insurance) from the École normale supérieure de Cachan. Her research focuses on risk management and decision-making in contexts of risk and uncertainty, as well as the design and evaluation of public policies. Her work combines economic analysis, cost-benefit analysis, survey data analysis, and more recently, large-scale unstructured data analytics.

In 2008, she founded the RISQH network, a knowledge-sharing and awareness network dedicated to risk management, patient safety, and quality of care in healthcare institutions. She contributed to the development of the Montreal Declaration for a Responsible Development of Artificial Intelligence.

She serves as Scientific Director of the Measurement Tools, Monitoring and Surveys Division at the International Observatory on the Societal Impacts of AI and Digital Technologies (OBVIA). She is also co-founder of the International Francophone Network on Scientific Advice (RFICS).

At CIRANO, she leads and contributes to several large-scale research initiatives, notably the creation of an economic digital twin of the St. Lawrence–Great Lakes region (GVCdtLab), developed in collaboration with the federal government.

She has published numerous scientific articles, several books, and more than 40 reports for government and other organizations. She has delivered over one hundred conferences and is regularly invited to speak in the media.

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Genevieve Dufour

Genevieve Dufour holds a Master's degree in Economics from the Université de Montréal, with a semester spent at Temple University in Philadelphia. She has worked as a research professional in numerous organizations including the Wharton School of the University of Pennsylvania, the Université de Montréal and CIRANO. She also has worked as a private economic consultant on assignments leading to the writing of expert reports used, among others, in Court.

Since her return at CIRANO in 2017, she has been in charge of numerous research partnerships, including those with the Ministère de l'Économie et de l'Innovation (MEI) on the socio-economic impacts of digital innovation and artificial intelligence, and the partnership with the Centre de recherches mathématiques CRM) on the importance of mathematics for Quebec society. In addition, she coordinated Le Québec économique 9: Perspectives et défis de la transformation numérique (2021) and Le Québec économique 10: Compétences et transformation du marché du travail (2022). She is also a member of  4POINT0 Scientific Committtee.

Her research interests focus mainly on the effects of technological innovations, labour market, training, human resources, and productivity.

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Dalibor Stevanovic

A CIRANO Researcher and Fellow since 2011, responsible of the CIRANO Pole on Modeling and Main Researcher of the theme Economic and Fiscal Policy, Dalibor Stevanovic is Associate Professor in the Department of Economics at the École des sciences de la gestion of the Université du Québec à Montréal and co-holder of the Chair in Macroeconomics and Forecasting at ESG-UQAM.

Holding a Ph.D. in Economics from Université de Montréal, his research interests are time series econometrics, automatic learning and massive data, with applications in macroeconomics and finance.

After a bachelor's and master's degree in economics from Université Laval in Quebec City, Dalibor Stevanovic obtained his doctorate under the supervision of Jean-Marie Dufour and Jean Boivin. He then did a postdoctoral fellowship as part of the Max Weber programme at the European University Institute in Florence.

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