Sébastien FRIES

Assistant Professor of Econometrics and Data Science

Vrije Universiteit Amsterdam - Department of Econometrics and Data Science



Office A6-75, De Boelelaan 1105, Amsterdam 1081 HV, The Netherlands

Welcome to my personal website!

About me

Since September 2019, I am an Assistant Professor (tenure-track) of Data Science at the Department of Econometrics of the Vrije Universiteit Amsterdam. I completed a PhD in applied mathematics at the ENSAE-CREST in December 2018 focusing on the forecasting of so-called anticipative, or noncausal, heavy-tailed processes.


Working papers

2018. arXiv:1805.05397. Revise & Resubmit at Journal of Business & Economic Statistics.

2019. arXiv:1809.03631.

2020, with Friedrich, M., Pahle, M. & O. Edenhofer. arXiv preprint arXiv:1906.10572.


2019. S. Fries, J.-M. Zakoïan. Econometric Theory, 35.

2018. S. Fries, J.-S. Mésonnier, S. Mouabbi, J.-P. Renne. Journal of Applied Econometrics, 33.


2019 - Machine Learning - BSc, full coordinator

2019 - Data Science Project : Introduction to text mining and classification - BSc, co-coordinator

2019 - Case Study in Data Science : A data-centered competition on the theme of The Election Game - MSc, full coordinator

2019 - High-dimensional statistics - MSc, tutorials