D. S. Ulrich AIOUNOU

PhD Candidate in Econometrics — AMSE

Econometrics • Machine Learning • Macroeconomics

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About

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Academic Background

PhD
Sep 2022 — Present
Aix-Marseille place of Economics(AMSE) — Marseille, France
- Machine learning
- in-depth econometrics
- Spectral analysis
- Macro-economics
Big data economist engineer
Sep. 2020 — Jun. 2022
Aix-Marseille place of Economics(AMSE) — Marseille, France
- Research Methodology
- Advanced Econometrics & Machine learning
- Economics
Bachelor's degree in Statistics
Nov. 2014 — Dec. 2017
National School of Applied Economics and Management (ENEAM) — Cotonou, Bénin
- Data Mining and Analysis
- Probability, Descriptive and Inferential Statistics
- Linear Algebra & Mathematical Analysis
Advanced Technician's Certificate in Business Information Systems
Nov. 2015 — Nov. 2016
Sainte Felicity High School — Cotonou, Bénin
- Database by Merise
- Database management and administration
- Programming

Research & Thesis

“Heterogeneity, non-linearity, and correlations in econometric models: three essays”

Variable selection (Autometrics, LASSO and variants), regularization.
Causal ML for transversal data.
Forecasting energy prices and emerging markets; integration of sentiment signals.
Simulation & modeling: ARFIMA, Gegenbauer; robustness and time‑series cross‑validation.

Chapters

Keywords

LASSOAdaptive LASSOARFIMACausal MLPanel DataTime SeriesFinanceMachine LearningEconometrics

Publications

Estimation in high-dimensional linear regression: Post-Double-Autometrics as an alternative to Post-Double-Lasso — Working paper(2025) — PDF/Preprint
Publication in progress.
A regime switching Gegenbauer model of unemployment rates in the G7 countries — Working paper(2023)
In progress
Forecasting energy prices and emerging markets; integration of sentiment signals. — Draft(2024)
In progress

Talks & Seminars

2025

(3 talks)

CFE-CMStatistics— Londonlink
CREST PhD Seminar— Palaiseaulink
AMSE PhD Seminar— Marseillelink

2024

(3 talks)

Aix-Marseille, Konstanz, Strasbourg Workshop on Applied Econometrics— Bischofsvilla Konstanz, Germany
AMSE PhD Seminar— Marseillelink
French/Japanese Webinar— onlinelink

2023

(2 talks)

AMSE PhD Seminar— Marseillelink
French/Japanese one-day seminar on Economics and International Finance— Aix-en-Provence

2022

(1 talk)

AMSE PhD Seminar— Marseillelink

Teaching

4

Courses

7

Sessions

3

Distinct years

2

Levels

Mathematics

Undergraduate • Aix-Marseille University

202420232022

Topics

FunctionsOptimizationMatricesFunction with several variablesDerivativesTaylor development

Econometrics

Master • Aix-Marseille University

20232022

Topics

Linear regressionProbability theoryStatistical inferenceHypothesis testing

Applied Mathematics

Master • Aix-Marseille University

2024

Topics

OptimizationNumerical methodsDifferential equationsKuhn-Tucker conditions

Microeconomics

Undergraduate • Aix-Marseille University

2023

Topics

Consumer theoryProducer theoryMarket equilibrium

Skills & Technologies

Projects

7 / 7 shown

Predicting the popularity of an article

This project consists of predicting the popularity of an article based on certain characteristics of the article. To do this we used machine learning prediction algorithms.

#data

PythonR