Nicolas-Kirti Scholtes Last updated: 23rd March, 2014 Personal Date of birth: January 13, 1988 Citizenship: Belgian Contact Information CORE, 34 Voie du Roman Pays 1348, Louvain-la-Neuve, Belgium Research Interests Agent-based modelling, network theory, complexity science, Macro-finance, financial econometrics Education 2012 - 2016 (Expected): Ph.D in Finance 0032-487-752-797 [email protected] Universit´e de Namur (CeReFiM, FiXS research group) and Universit´e catholique de Louvain (CORE, Econometrics group), Belgium 2010 - 2012: M.Sc in Economics (Research focus) Cum Laude Universit´e catholique de Louvain, Louvain-la-Neuve (LLN), Belgium Thesis: Efficiency and Conservation in Common Property Resource Management Advisor: Jean-Marie Baland (Universit´e de Namur) 2006 - 2010: B.Eng in Chemical Engineering McGill University, Montreal, Canada • Graduate level courses: Environmental bioremediation, Air pollution control • Technical papers: Production of hydrogen from oxidative processing of hydrocarbons, Assessing the feasibility of downhole oil-water separation Awards Scholarships 2013: Four-year ARC Ph.D Scholarship1 in Financial Complex Systems. 2012: Teaching assistantship at UCL. Research Experience Sept. 2013 - present: Researcher Universit´e de Namur and Universit´e catholique de Louvain, Belgium Sept. 2012 - Sept. 2013: Teaching and research assistant Universit´e catholique de Louvain (CORE, Econometrics group) Teaching Experience Sept. 2012 - Sept. 2013: Teaching assistant COPS 1115 - General economics (Bachelor year 1, in French) ECGE 1222 - Microeconomics (Bachelor year 2, in French) ECON 2112 - Advanced Microeconomics II (Research master, in English) Professional Experience June 2010 - Sept. 2010: Intern Environmental Management Branch, Cleaner Production Unit United Nations Industrial Development Organization (UNIDO) Supervisor: Heinz Leuenberger (Director) Vienna, Austria 1 ARC are competitive research grants provided by the French-speaking community in Belgium devoted to foster transdisciplinary research. For more details, see http://www.uclouvain.be/390.html. 1 of 3 June 2009 - Sept. 2009: Programmer McGill University (Department of psychology) Translation of code on mate selection and neural networks from Lisp to Matlab Affiliated with the Laboratory for Natural and Simulated Cognition Montreal, Canada June 2008 - Sept. 2008: Intern Euroconsult Mott MacDonald EU - India Joint Action Plan Support Facility (APSF) Supervisor: Paul Holmes (Team leader) New Delhi, India Research Papers Braione, M. and Scholtes, N.K., “Using value-at-risk to evaluate financial returns distributions”. 2013 (Mimeo) Ongoing projects Power laws and financial stability in interbank networks - In progress Trust in interbank networks and the role of information - Preliminary phase Heterogenous agents, bounded rationality and macroeconomic representation: From DSGE to a multi-agent framework (w. Sophie B´ereau) Presentations Seminars CeSAM2 Ph.D Seminar, Universit´e catholique de Louvain Louvain-la-Neuve, (Belgium) Nov. 2013 Conferences 13th Econometrics Day, Universit´e de Paris Ouest Nanterre La D´efense Nanterre (France) Dec. 2013 Reading groups CORE Econometrics reading group, UCL Louvain-la-Neuve (Belgium) FiXS Internal reading group Namur (Belgium) Administrative duties Skills Oct. 2013 Oct. 2013 Webmaster, project website www.fixsproject.com Co-organizer, 2012-2013 doctoral workshop at UCL Assistant, Lecture series in International Economics, Spring 2012 Computer Languages: C++, Matlab, Python, R Typesetting: LATEX, Beamer Web design: Drupal, HTML 5 Languages French, English (fluent), German (competent), Dutch (beginner) 2 The Center for Studies in Asset Management (CeSAM) is the finance research center at UCL. For more details see http://www.uclouvain.be/en-cesam.html 2 of 3 Ph.D Courses Multivariate Volatility Modelling Luc Bauwens, (UCL) - UCL, LLN Copula-based Dependence Models Elif Acar, (University of Manitoba) - UCL, LLN Econometrics of Mixed Data Sampling (MIDAS) regressions and related methods Eric Ghysels, (University of North Carolina, Chapel Hill) - CEMS-NBB-CORE Doctoral course An Introduction to Extreme Value Theory Stefan Straetmans, (Maastricht University) - ECARES, ULB, Brussels High-Dimensional Econometrics Jianqing Fan, Princeton University - CORE-ILSM Lecture series, UCL, LLN Introduction to Complexity (Online) Melanie Mitchell, (Santa Fe Institute) - SFI platform VAR Models: Time-Varying Parameters and Identification with Sign Restrictions Christiane Baumeister (Bank of of Canada) - CORE Doctoral Intensive Course Markov Switching and Time-varying Parameter Models in Finance Alan Timmerman (UCSD) - CORE Doctoral Intensive Course (CORE-NBB-KUL) Hobbies Nature photography, cross-country running, indoor and outdoor climbing, blues guitar References Sophie B´ereau Assistant professor of Finance Louvain School of Management & CORE Universit´e catholique de Louvain Phone: +32 (0)10 47 84 40 E-mail: [email protected] S´ebastien Van Bellegem Professor of Econometrics Phone: +32 (0)10 47 4315 CORE & GREMAQ E-mail: [email protected] Universit´e catholique de Louvain &Toulouse School of Economics 3 of 3