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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

A CIRANO Researcher and Fellow since 2003, Nathalie de Marcellis-Warin has been President and Chief Executive Officer of CIRANO since 2016, has been leading the Baromètre CIRANO project on risk perception in Quebec, which annually collects data on Quebecers' concerns on 47 social issues since 2011, is responsible of the CIRANO Pole on the Socio-economic Impacts of Digital Intelligence and Main Researcher of the theme Innovation and Digital Transformation. Nathalie de Marcellis-Warin is Full Professor in the Department of Mathematics and Industrial Engineering at Polytechnique Montréal. She is also a Visiting Scientist at Harvard T. Chan School of Public Health and an associate researcher at the Institute for Data Valorization (IVADO).

Holding a Ph.D. in Management Science (in risks and insurance management) from École normale supérieure de Cachan, her research interests focus on risk management and decision-making in different risks and uncertainty contexts as well as public policies. Her research combines economic analysis, cost-benefit analysis, survey data analysis, and more recently massive unstructured data analysis.

In 2008 she created the RISQH network to raise awareness and share experiences on risks management, and patient safety and quality of care in health care facilities.

She participated in the creation of the Montreal Declaration for a Responsible Development of AI.

She is also co-PI of the "Monitoring and Surveys" function at the International Observatory on the Societal Impacts of AI and Digital Technology.

She has published numerous scientific articles, several books and more than 30 reports for government and other organizations. She has given more than a hundred conferences and is regularly solicited 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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