CURRICULUM VITAE

Qualification

  • 2018 : PhD in Economics - Université Toulouse 1 Capitole - Toulouse
  • 2014 : Diplôme Européen d'Economie Quantitative Approfondie - Université Toulouse 1 Capitole - Toulouse
  • 2013 : Master 2 in Finance - Université Toulouse 1 Capitole - Toulouse
  • 2010 : Economist Statistician Engineer - Institut Sous-régional de Statistique et d'Economie Appliqué (ISSEA) - Yaoundé
  • 2008 : High School Teaching Diploma - École Normale Supérieure - Yaoundé
  • 2007 : Master in Mathematics - Université de Yaoundé 1 - Yaoundé

Teaching Experience

  • 2018 : Professor in Information Systems Management Toulouse Business School Toulouse
  • 2016 : ATER with Teaching Contract in Econometrics, Data Analysis and Finance - Université Toulouse 1 Capitole - Toulouse
  • 2013 : PhD Candidate with Teaching Contract in Econometrics, Data Analysis and Finance - Université Toulouse 1 Capitole - Toulouse
  • 2007 : Teaching Internship in Mathematics - École Normale Supérieure - Yaoundé
PUBLICATIONS
    • TCHUENTE, D., S. NYAWA, "Real estate price estimation in French cities using geocoding and machine learning", Annals of Operations Research, 2021 [cnrs: 2, fnege: 2]

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    • BOLLERSLEV, T., N. MEDDAHI, S. NYAWA, "High-dimensional multivariate realizedvolatility estimation", Journal of Econometrics, 2019, vol. 212, no. 1, pp. 116-136 [cnrs: 1]

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    • NYAWA, S., "A Factor Model for systemic risk using Mutually Exciting Jump Processes" in Econometric Society European Winter Meeting 2017, Barcelona, Spain, 12-13 December, 2017

    • NYAWA, S., "A Factor Model for systemic risk using Mutually Exciting Jump Processes" in French Econometric Conference, Paris, France, 30 Novembre - 1er Décembre 2017, 2017

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    • NYAWA, S., T. BOLLERSLEV, N. MEDDAHI, "High-Dimensional Multivariate Realized Volatility Estimation" in Society of Financial Econometrics Conference, New York, USA, June 2017, 2017

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    • NYAWA, S., T. BOLLERSLEV, N. MEDDAHI, "High-Dimensional Multivariate Realized Volatility Estimation" in Big Data in Dynamic Predictive Econometric Modeling, Pennsylvania, 18-19 Mai, 2017

    • NYAWA, S., N. MEDDAHI, T. BOLLERSLEY, "High-Dimensional Multivariate Realized Volatility Estimation" in 10th Financial Risks International Forum 2017, Paris, France, 27-28 mars, 2017

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    • NYAWA, S., T. BOLLERSLEV, N. MEDDAHI, "High Dimensional Multivariate Realized Volatility Measures" in Vienna Financial Econometrics Conference, Vienna, 9-11 mars, 2017 Coauthorspresented

    • NYAWA, S., T. BOLLERSLEV, N. MEDDAHI, "High Dimensional Multivariate Realized Volatility Measures" in 27th (EC)2 Conference on Big Data Toulouse, 16-17 Décembre, 2016

    • NYAWA, S., T. BOLLERSLEV, N. MEDDAHI, "High Dimensional Multivariate Realized Volatility Measures" in Recent Advances in Econometrics, Toulouse, France, 28-29 Juin, 2016

    • NYAWA, S., T. BOLLERSLEV, N. MEDDAHI, "High Dimensional Multivariate Realized Volatility Measures" in EEA-ESEM 2016 Conference, Geneve, switzerland , 22-26 août, 2016

EXPERTISE
    • Econometrics
    • Business Analytics
    • Big Data
    • Data Analysis
    • Statistics
    • Mathematiques
    • Statistical Programming
    • Financial Markets and Intermediaries
    • Financial Risks and High Frequency Data
    • High Dimensional Porfolio Risks
    • Big Data
    • Data Analysis
    • Market Microstructure Noise
      • 2010 - 2012 : Senior Statistician Ministry of Economy Paris
      • 2010 - 2012 : Senior Statistician International Consulting Partners Paris
S.nyawa

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