Sébastien FRIES

Assistant Professor of Data Science

Vrije Universiteit Amsterdam - Department of Econometrics



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. Submitted.

2019. arXiv:1809.03631.


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, lectures & tutorials
  • 2019 - Case Study in Data Science - MSc, lectures & tutorials
  • 2019 - High-dimensional statistics - MSc, tutorials