SeminarsEventsPast Seminars and Events
- December 18, 12:15 pm - 1:30 pm
Brigham FRANDSEN (Brigham Young University) – “Judging Judge Fixed Effects: Testing the identifying assumptions in heterogeneous treatment effects models with many instruments”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 18 th of December 2018 Place: Room 3001 Brigham FRANDSEN (Brigham Young University) – “Judging Judge Fixed Effects: Testing the identifying assumptions in heterogeneous treatment effects models with many instruments” Abstract: We propose a test for the identifying assumptions invoked in designs based
- December 18, 2:00 pm - 3:00 pm
ANNULE Anmol BHANDARI (University of Minnesota) “T.B.A”
Time: 14:00pm – 15:00 pm Date:18th of December 2018 Place: Room 3001 Anmol BHANDARI (University of Minnesota) “T.B.A” Abstract : T.B.A.
- December 19, 12:15 am - 1:30 pm
Alessandro Pavan (CREST) – “Price Customization and Targeting in Platform Markets “
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 19th December 2018 Place: Room 3001. Alessandro Pavan (CREST) – “Price Customization and Targeting in Platform Markets “ Abstract: Recent technologies enable matching intermediaries to engage in unprecedented levels of targeting, whereby matches finely depend on the agents’ characteristics, but also favor customized (i.e., match-specific) pricing. Yet,
There are no upcoming events at this time.
- December 12, 2:00 pm - 3:00 pm
Jérémy L’Hour (CREST) – “A Penalized Synthetic Control Estimator for Disaggregated Data”, joint work with Alberto Abadie (MIT)
- December 12, 12:15 am - 1:30 pm
Tomáš Jagelka (CREST) – “Preferences, Ability, and Personality: Explaining Heterogeneity in Decisions Under Uncertainty and Delay”
- December 11, 12:15 pm - 1:30 pm
Thomas LE BARBANCHON ( BOCCONI University) – “Voter Bias and Women in Politics”
- December 10, 12:15 pm - 1:30 pm
Stefanie HALLER (University college Dublin) “How Exporters Grow “
- December 6, 12:30 pm - 1:30 pm
Gwen-Jiro Clochard (CREST): “The Power of Feedback : Improved Information or Taste for Ranking?”
- December 5, 2:00 pm - 3:00 pm
Xavier d’Haultfoeuille (CREST) – “Treatment Effects: Presentation and Open Questions”
- December 5, 12:15 am - 1:30 pm
David Martimort (PSE) – “TBA”
- December 4, 12:15 pm - 1:30 pm
Nicola PAVANINI (Tilburg University) – “Collateral and Asymmetric Information in Lending Markets”
- December 3, 12:15 pm - 1:30 pm
Antoine CAMOUS (University of Mannheim) “Benefits and Credibility of Extended Commitments “
- November 30, 1:00 pm - 2:15 pm
Aart de Zeeuw (Tilburg University) – “The Tipping Game”
- November 29, 11:00 am - 12:00 pm
Matias Nunez (CNRS, Paris-Dauphine) – “Approval Mechanisms: Theory and Experiments”
- November 28, 2:00 pm - 3:00 pm
Martin Kroll (CREST) – “(Nonparametric) Estimation under Privacy Constraints”
- November 28, 12:15 am - 1:30 pm
Emanuele Tarantino (Mannheim) – “The Effect of Horizontal Mergers, When Firms Compete in Prices and Investments”
- November 27, 12:15 pm - 1:30 pm
Martin WEIDNER (University College London) – “Nuclear Norm Regularized Estimation of Panel Regression Models”
- November 26, 12:15 pm - 1:30 pm
Pedro GOMES (Birkbeck University London) “You’re the one that I want! Public Employment and women’s labour market outcomes”
- November 22, 12:30 pm - 1:30 pm
Yannick Guyonvarch (CREST): “Finite Confidence Intervals for Ratios of Means”
- November 21, 12:15 am - 1:30 pm
Camille Landais (LSE) – “Subsidizing Labor Hoarding in Recessions: The Employment & Welfare Effects of Short Time Work”
- November 20, 12:15 pm - 1:30 pm
Mathilde POULHES (CREST-INSEE) – “Increasing Housing Transfer Taxes: Buy Now or Foot the Bill Later”
- November 19, 12:15 pm - 1:30 pm
Hakki YASICI (Sabanci University) “Taxation, Redistribution and Frictional Labor Supply”
- November 15, 12:30 pm - 1:30 pm
Bastien Alvarez: “Labour mobility and skill heterogeneity in Europe”
- November 14, 2:00 pm - 3:00 pm
Victor-Emmanuel Brunel (CREST) – “Use of Random Polytopes in Statistics”
- November 14, 12:15 am - 1:30 pm
Benoit Schmutz (CREST) – “Search and Zipf “
- November 13, 12:15 pm - 1:30 pm
Alexandra ROULET (INSEAD) – “Geographic Mobility and the Gender Wage Gap : Evidence from a Randomized Experiment in France”
- November 12, 12:15 pm - 1:30 pm
David Rezza BAQAEE (LSE) “Productivity and Missalocation in General Equilibrium”
- November 7, 2:00 pm - 3:00 pm
Yannick Guyonvarch (CREST) – “Asymptotic Results for Exchangeable Arrays”
- November 7, 12:15 am - 1:30 pm
Patrick REY (TSE) – “Organizing Competition for the Market”
- November 6, 12:15 pm - 1:30 pm
Clément IMBERT (University of Warwick) – “Migrants and Firms: Evidence from China”
- November 4, 12:15 pm - 1:30 pm
Abdoulaye NDIAYE (NYU Stern and Chicago Fed) “Flexible Retirement and Optimal Taxation”
- October 31, 2:00 pm - 3:00 pm
Badr-Eddine Chérief-Abdellatif (CREST) – “Consistency of Variational Bayes”
- October 30, 12:15 pm - 1:30 pm
Enrique FATAS (Loughborough University & University of Pennsylvania) – “Democracy fights in darkness”
- October 19, 12:00 am - 1:15 pm
Katheline SCHUBERT (PSE) – “Energy transition with variable and intermittent renewable electricity generation”
- October 18, 12:45 pm - 1:45 pm
Bérengère Patault (CREST): “The Uncertainty of Severance Payments and Firms’ Survival”
- October 17, 2:00 pm - 3:00 pm
Lionel Riou-Durand (CREST) – “On sampling from a log-concave density using kinetic Langevin diffusions”, joint work with Arnak Dalalyan (CREST)
- October 17, 12:15 am - 1:30 pm
Salvatore NUNNARI (Bocconi) – “A Model of Focusing in Political Choice”
- October 16, 12:15 pm - 1:30 pm
Christophe BELLEGO (CREST) – “Does it Pay to Fight Crime? The Effects of Drug Gangs Fighting Policy using Endogenously Reported Crime Data”
- October 15, 12:15 pm - 1:30 pm
Emilie SARTRE (CREST ) “Toxic Loans and the Entry of Extreme Candidates”
- October 10, 2:00 pm - 3:00 pm
Alexis Derumigny (CREST) – “Copulas and measures of dependence”
- October 10, 12:15 am - 1:30 pm
Florian SCHEUER (UZH) – “Signaling to Experts”
- October 8, 12:15 pm - 1:30 pm
James HARRIGAN (University of Virginia ) “Techies, Trade, and Skill-Biased Productivity: Firm Level Evidence from France”
- October 4, 12:30 pm - 1:30 pm
Antoine Valtat (CREST): “Representativeness of Labor Market Institutions”
- October 3, 12:15 am - 1:30 pm
Anastasios DOSIS (ESSEC) – “On the Informed Principal Model with Common Values”
- October 2, 12:15 pm - 1:30 pm
Alessandro IARA (University of Bristol) – “Navigation, World Trade and the Chronometer”
- October 1, 12:15 pm - 1:30 pm
Carlos THOMAS (Banco de España ) “A Large Central Bank Balance Sheet? Floor vs Corridor Systems in a New Keynesian Environment”
- September 26, 12:15 am
Reda ABOUTAJDINE (CREST) – “Should I Stalk or Should I Go? An Auditing Exploration/Exploitation Dilemma”
- September 25, 12:15 pm - 1:45 pm
Claire MONTIALOUX (CREST) – “Minimum Wages and Racial Inequality” – practice job talk
- September 24, 12:15 pm - 1:30 pm
Isabelle Méjean (CREST) “Foreign Shocks as Granular Fluctuations”
- September 18, 12:15 pm - 1:15 pm
Thierry KAMIONKA (CREST) – “Homeownership and Labour Market Transitions”
- September 17, 12:15 pm - 1:30 pm
Christian MERKL (Friedrich-Alexander Universität Erlangen-Nürnberg ) “Hartz IV and the Decline of German Unemployment: A Macroeconomic Evaluation”
- September 12, 12:15 pm - 1:30 pm
Geoffrey BARROWS (CREST-tba) – “tba” joint with tba
- September 11, 12:15 pm - 1:30 pm
Timothy ARMSTRONG (Yale University) – “Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness”
SeminarsEventsPast Seminars and Events
There are no upcoming events at this time.
There are no upcoming events at this time.
- December 12, 2:00 pm - 3:00 pm
Jérémy L’Hour (CREST) – “A Penalized Synthetic Control Estimator for Disaggregated Data”, joint work with Alberto Abadie (MIT)
- December 10, 2:00 pm - 3:15 pm
Quentin BERTHET (University of Cambridge) – “Estimation of smooth densities in Wasserstein distance”
- December 5, 2:00 pm - 3:00 pm
Xavier d’Haultfoeuille (CREST) – “Treatment Effects: Presentation and Open Questions”
- December 3, 2:00 pm - 3:15 pm
Nabil MUSTAFA (ESIEE Paris) – “Sampling in Geometric Configurations”
- November 28, 2:00 pm - 3:00 pm
Martin Kroll (CREST) – “(Nonparametric) Estimation under Privacy Constraints”
- November 26, 2:00 pm - 3:15 pm
Stanislav MINSKER (University of Southern California) – “Median-of-means estimator and its generalizations”
- November 20, 2:00 pm - 3:15 pm
Guenther WALTHER (Stanford University) – “Constructing an optimal confidence set for a distribution function with applications to visualizing data”
- November 14, 2:00 pm - 3:00 pm
Victor-Emmanuel Brunel (CREST) – “Use of Random Polytopes in Statistics”
- November 12, 2:00 pm - 3:15 pm
Karim LOUNICI (Ecole Polytechnique) – “Online PCA: non-asymptotics statistical guarantees for the Krasulina scheme”
- November 7, 2:00 pm - 3:00 pm
Yannick Guyonvarch (CREST) – “Asymptotic Results for Exchangeable Arrays”
- October 31, 2:00 pm - 3:00 pm
Badr-Eddine Chérief-Abdellatif (CREST) – “Consistency of Variational Bayes”
- October 17, 2:00 pm - 3:00 pm
Lionel Riou-Durand (CREST) – “On sampling from a log-concave density using kinetic Langevin diffusions”, joint work with Arnak Dalalyan (CREST)
- October 15, 2:00 pm - 3:15 pm
Mathias DRTON (Université de Copenhague) – “Causal Discovery in Linear Non-Gaussian Models “
- October 10, 2:00 pm - 3:00 pm
Alexis Derumigny (CREST) – “Copulas and measures of dependence”
- October 8, 2:00 pm - 3:15 pm
Stefan WAGER (Université de Stanford) – “Machine Learning for Causal Inference”
- October 1, 2:00 pm - 3:15 pm
Christophe GIRAUD (Université Paris-Sud) – “Partial recovery bounds for clustering with (corrected) relaxed Kmeans (2/2)”
- September 17, 2:00 pm - 3:15 pm
Christophe GIRAUD (Université Paris-Sud) – “Partial recovery bounds for clustering with (corrected) relaxed Kmeans (1/2)”
- September 10, 2:00 pm - 3:15 pm
Alexander MEISTER (Université de Rostock) – “Nonparametric density estimation for intentionally corrupted functional data”
- June 27, 2:00 pm - 3:15 pm
Emtiyaz Khan (Riken, Tokyo) – “Fast yet Simple Natural-Gradient Variational Inference”
- June 18, 2:00 pm - 3:15 pm
Mihai Cucuringu (Oxford University) – “Laplacian-based methods for ranking and constrained clustering”
- June 11, 2:00 pm - 3:15 pm
Jeremy Heng (Harvard University) – “Controlled sequential Monte Carlo”
- May 28, 2:00 pm - 3:15 pm
Sivaraman BALAKRISHNAN (Carnegie Mellon University) – “On computationally-efficient robust and non-convex estimation”
- May 4, 2:00 pm - 3:30 pm
Quentin F. GRONAU (University of Amsterdam) – “Bayesian Model Comparison for Hierarchical Multinomial Processing Tree Models using Warp-III Bridge Sampling”
- April 13, 2:00 pm - 3:15 pm
Eric KOLACZYK (University of Boston) – “Dynamic Networks with Multi-scale Temporal Structure “
- April 6, 2:00 pm - 3:15 pm
Cheng MAO (MIT) – “Breaking the n^{-1/2} barrier for permutation-based ranking models “
- April 5, 2:00 pm - 3:15 pm
Angelika Rohde (University of Freiburg) – “Geometrizing rates of convergence under privacy constraints “
- March 5, 2:00 pm - 3:15 pm
Rajarshi MUKHERJEE (University of Berkeley) – “Global Testing Against Sparse Alternatives under Ising Models”
- February 19, 2:00 pm - 3:15 pm
Laëtitia COMMINGES (Université Paris-Dauphine) – “Some effects in adaptive robust estimation under sparsity “
- February 5, 2:00 pm - 3:15 pm
Frédéric CHAZAL (INRIA) – “An introduction to persistent homology in Topological Data Analysis and the density of expected persistence diagrams “
- January 29, 2:00 pm - 3:15 pm
Anatoli JUDITSKY (Université Grenoble Alpes) – “Agrégation des estimateurs à partir d’observations indirectes”
- January 8, 2:00 pm - 3:15 pm
Eric MOULINES (Ecole Polytechnique) – “Algorithmes de simulation de Langevin “
- December 11, 2017, 2:00 pm - 3:15 pm
Jamal NAJIM (CNRS UPEM) – “Grandes matrices de covariance empirique “
- December 4, 2017, 2:00 pm - 3:15 pm
Philip THOMPSON (ENSAE-ParisTech CREST) – “Stochastic approximation with heavier tails “
- November 27, 2017, 2:00 pm - 3:15 pm
Elisabeth GASSIAT (Université Paris-Sud) – “Estimation of the proportion of explained variation in high dimensions”
- November 20, 2017, 2:00 pm - 3:15 pm
Olivier COLLIER (Université Paris-Nanterre) – “Estimation robuste de la moyenne en temps polynômial”
- November 6, 2017, 2:00 pm - 3:15 pm
Martin KROLL (ENSAE-ParisTech CREST) – “On minimax optimal and adaptive estimation of linear functionals in inverse Gaussian sequence space models”
- October 23, 2017, 2:00 pm - 3:15 pm
ANNULE – Philip THOMPSON (ENSAE-ParisTech CREST) – “Stochastic approximation with heavier tails “
- October 9, 2017, 2:00 pm - 3:15 pm
Zoltan SZABO (Ecole Polytechnique) – “Characteristic Tensor Kernels”
- October 2, 2017, 3:00 pm - 4:15 pm
Nicolas MARIE (Modal’X (Paris 10)/ESME Sudria) – “Estimation non-paramétrique dans les équations différentielles dirigées par le mouvement brownien fractionnaire”
- September 25, 2017, 3:00 pm - 4:15 pm
Mathias TRABS (Université de Hambourg) – Volatility estimation for stochastic PDE’s using high-frequency observations.
- September 11, 2017, 3:00 pm - 4:15 pm
Arnak DALALYAN – “User-friendly bounds for sampling from a log-concave density using Langevin Monte Carlo”
- June 26, 2017, 3:00 pm - 4:30 pm
Jianfeng Yao – Identifying the number of factors from singular values of a large sample auto-covariance matrix
- June 16, 2017, 3:00 pm - 4:30 pm
Mikhail Belkin – Subtle but not malicious? The (high) computational cost of non-smoothness in learning from big data
SeminarsEventsPast Seminars and Events
- January 17, 2019, 12:00 pm - 1:15 pm
ANNULÉ – Camille Peugny (UVSQ) – “La polarisation de l’emploi en Europe à partir des enquêtes EU-LFS”
The Sociology Seminar: Thursdays Time: 12:00 pm – 1:15 pm Date: 17th of Juanary 2018 Place: Room 3105, ENSAE. Camille Peugny (UVSQ) – “La polarisation de l’emploi en Europe à partir des enquêtes EU-LFS“ Abstract : Organizers : Jeanne GANAULT, Céline GOFFETTE, Sander WAGNER (Laboratoire de sociologie quantitative – CREST) Sponsors : CREST
There are no upcoming events at this time.
- December 13, 12:00 pm - 1:15 pm
Henning HILLMANN (Universität Mannheim, MZES) – “Careers and Cohesion in Economic Networks”
- November 28, 12:00 pm - 1:00 pm
Felix TROPF (University of Oxford) – “How gene-environment interaction shapes genetic discovery in the social sciences”
- November 7, 12:30 pm - 1:45 pm
Haley McAvay (Ined) – “Pathways out of the Parental Home: Contextual Determinants of Home-Leaving Patterns Across Second Generation Immigrant Origins in France”
- October 18, 12:00 pm - 1:15 pm
Pierre MERCKLE (Université de Grenoble-Alpes) – “Mesurer, analyser (et corriger ?) les incohérences de réponses dans les enquêtes longitudinales”
- July 12, 12:00 pm - 1:15 pm
Diederik BOERTIEN (Centre for Demographic Studies, Barcelona) – “Same-sex parent families and school progress of children:an association that disappeared over time”
- July 5, 12:00 pm - 1:15 pm
Léa PESSIN (Pennsylvania State University) – “Race and class differences in linking women’s work and family lives across the life course – How gender, race and class shape the work and family trajectories of black, Latina, and white women from early adulthood to midlife”
- June 21, 12:00 pm - 1:15 pm
Dingeman WIERTZ (University of Oxford) – “Civic Inequalities across the United States : Civic Deserts, Civic Hotspots, and Their Persistence over Time”
- June 19, 2:00 pm - 3:30 pm
Felix TROPF (University of Oxford) – “Using genetic data for social science research”
- May 17, 12:00 pm - 1:15 pm
Marii PASKOV (Department of Social Policy and Intervention, Nuffield College, Institute for New Economic Thinking – The Oxford Martin School, University of Oxford) – “Intergenerational class mobility in Europe: A new account”
- April 12, 12:00 pm - 1:15 pm
CANCELED : Henning HILLMANN ( University of Mannheim) – “Careers and Cohesion in Economic Networks”
- February 15, 11:00 am - 12:30 pm
Sarah VALDEZ (Linköping University) – “Finding ethnic enclaves with Swedish population registers”
- January 18, 12:00 pm - 1:15 pm
Leïla FROUILLOU ( Paris 8 Vincennes – Saint-Denis) – “Ségrégations universitaires en Ile de France : d’APB aux trajectoires d’études “
- November 9, 2017, 12:00 pm - 1:15 pm
Anna BARBUSCIA ( Oxford University) – “Fertility Treatments and Divorce: Evidence from the National Survey of Family Growth”
- October 12, 2017, 12:00 pm - 1:15 pm
Gianluca MANZO – Complex contagions and the diffusion of innovations: evidence from a small-N case study
- September 28, 2017, 11:30 am - 1:00 pm
Margot DELON – Un privilège à double-tranchant. Trajectoires et positions des immigrés et descendants d’immigrés d’origine portugaise en France
- June 15, 2017, 11:00 am - 12:30 pm
Julien Boelaert – Une révolution statistique ? Machine Learning et prédiction en sciences sociales
SeminarsEventsPast Seminars and Events
There are no upcoming events at this time.
There are no upcoming events at this time.
- December 3, 3:30 pm - 4:30 pm
Sigrid KÄLLBLAD (Vienna University of Technology) – “Forward criteria and the assumption of zero volatility in the presence of model uncertainty and consumption streams “
- November 22, 10:30 am - 11:30 pm
Alexander HEINEMANN (Maastricht University ) “A Residual Bootstrap for Conditional Value-at-Risk”
- November 5, 4:45 pm - 5:45 pm
Elena ISSOGLIO (The University of Leeds) – “A numerical scheme for multidimensional SDEs with distributional drift “
- November 5, 3:30 pm - 4:30 pm
DE ANGELIS Tiziano (The University of Leeds) – “Dynkin Games with Incomplete and Asymmetric “
- October 18, 11:30 am - 12:30 pm
Francesco VIOLANTE (CREST) “Dynamics of variance risk premia: A model for disentangling the price of risk”
- October 18, 10:30 am - 11:30 pm
Sébastien FRIES (CREST) “Path prediction of aggregated alpha-stable moving averages using semi-norm representations”
- October 1, 4:30 pm - 5:30 pm
Charles BERTUCCI (Université Paris-Dauphine) “Mean field games of optimal stopping and impulse control.”
- October 1, 3:30 pm - 4:30 pm
Pierre NYQUIST (Eindhoven University of Technology) – “The Infinite Swapping Algorithm: Properties and Applications.”
- September 20, 11:00 am - 12:00 pm
Richard LUGER (Université Laval, Québec) “Exact inference in long-horizon predictive quantile regressions with an application to stock returns”.
- June 21, 5:30 pm - 6:30 pm
Rasmus Søndergaard PEDERSEN (University of Copenhagen) “Testing GARCH-X type models”.
- June 21, 4:15 pm
Paolo SANTUCCI DE MAGISTRIS (Aarhus BSS) “Resuscitating the co-fractional model of Granger (1986)”.
- June 4, 3:30 pm - 4:30 pm
Huyên PHAM (Université Paris Diderot & CREST) – “Portfolio Diversification and Model Uncertainty: a Robust Dynamic Mean-Variance Approach”
- May 24, 5:30 pm - 6:30 pm
Christophe CROUX (Edhec Business School) “Sparse Vector Autoregressive Models”.
- May 24, 4:15 pm
Esther RUIZ (Universidad Carlos III de Madrid) “Accurate subsampling intervals of Principal Components Factors”.
- April 12, 5:30 pm - 6:30 pm
Clément CEROVECKI (ULB, Bruxelles) “Functional GARCH Models”.
- April 12, 4:15 pm - 5:15 pm
Jose OLMO (University of Southampton) “Tests of Asset Pricing with Time-Varying Factor Loads”.
- April 9, 4:30 pm - 5:30 pm
Roxana DUMITRESCU (King’s College London) – “On E^g-pricing of American options in complete and incomplete markets with default”
- April 9, 3:30 pm - 4:30 pm
GONCALO DOS REIS (University of Edinburgh) – “Mean field and N-Agent games for optimal investment under relative performance concerns and forward-utilities”
- March 5, 3:30 pm - 4:30 pm
Tyler ABBOT (Sciences Po, Paris) – “Heterogeneous Risk Preferences in Financial Markets”
- February 15, 5:30 pm - 6:30 pm
Alexis DERUMIGNY (CREST) “About Kendall’s Regression”.
- February 15, 4:15 pm - 5:15 pm
Matteo BARIGOZZI (LSE, UK) “Determining the Dimension of Factor Structures in Non-Stationary Large Dataset”.
- February 5, 3:30 pm - 4:30 pm
Ashkan NIKEGHBALI (University of Zurich) – ” Modélisation du risque, dépendance et graphes”
- January 25, 5:30 pm - 6:30 pm
Jean-Marc BARDET (Paris I) “Non-Parametric Estimation of Time Varying AR(1)-Processes with Local Stationarity and Periodicity”.
- January 25, 4:15 pm - 5:15 pm
Donatien HAINAUT (Université Catholique de Louvain, Belgium) “A Self-Excited Switching Jump Diffusion (SESJD): Properties, Calibration and Hitting Time.
- December 4, 2017, 3:30 pm - 4:30 pm
Claudio FONTANA (Université Paris-Diderot) – “The Value of Informational Arbitrage”
- November 16, 2017, 5:30 pm - 6:30 pm
Elise GOURIER (Queen Mary University of London) – “Inferring Volatility Dynamics and Risk Premia From the S&P 500 and VIX Markets”
- November 16, 2017, 4:15 pm - 5:15 pm
Francisco BLASQUES (VU University Amsterdam Tinbergen Institute) – “Transformed Polynomials for Semi-Nonparametric Conditional Volatility Models”
- November 6, 2017, 5:00 pm - 6:00 pm
Nicolas BARADEL (CREST) – “Optimal control under uncertainty and bayesian parameters adjustments”
- November 6, 2017, 3:30 pm - 4:30 pm
Eyal NEYMAN (Imperial College) – “Incorporating signals into optimal trading”
- October 26, 2017, 11:00 am - 12:00 pm
Enrique SENTANA (Cemfi) – “Specification Tests for non-Gaussian Maximum Likelihood Estimators”
- October 2, 2017, 4:00 pm - 5:00 pm
Sergio PULIDO – Stochastic Model in Finance
- October 2, 2017, 3:00 pm - 4:00 pm
Mitja STADJE – Perfect Hedging Under Endogenous Permanent Market Impacts
- June 22, 2017, 4:15 pm - 5:30 pm
Matthias Fengler – Textual sentiment, option information and stock predictability
- June 22, 2017, 4:15 pm - 5:30 pm
Anna Petronevich – Dynamical interaction between financial and business cycles
For information concerning ENSAI’s events and/or Seminars, please visit the following page:
http://www.ensai.fr/crest-ensai/seminaires.html