- May 3, 12:15 am - 1:30 pm
George LOEWENSTEIN (Carnegie Mellon) – “Thanking, Apologizing, Bragging, and Blaming: Responsibility Exchange Theory and the Currency of Communication” with Shereen CHAUDRY
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: May 3, 2019 Place: Room 3001. George Loewenstein (Carnegie Mellon) – “Thanking, Apologizing, Bragging, and Blaming: Responsibility Exchange Theory and the Currency of Communication” with Shereen CHAUDRY Abstract: From the time we are children, we are taught to say “thank you” and “I’m sorry.” These
- May 6, 12:15 pm
Abdoulaye NDIAYE (NYU Stern and Chicago Fed.) “Flexible Retirement and Optimal Taxation”
Time: 12:15pm – 13:30 pm Date: 06th of May 2019 Place: Room 3001 Abdoulaye NDIAYE (NYU Stern and Chicago Fed.) “Flexible Retirement and Optimal Taxation” Abstract : This paper studies optimal insurance against private idiosyncratic shocks in a life-cycle model with intensive labor supply and endogenous retirement. In this environment, the optimal labor tax is
- May 7, 12:15 pm - 1:30 pm
Michèle BELOT (European University Institute) – “How wage announcements affect job search – a field experiment”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 7 th of May 2019 Place: Room 3001 Michèle BELOT (European University Institute) – “How wage announcements affect job search – a field experiment” Abstract: We study how job seekers respond to wage announcements by assigning wages randomly to pairs of otherwise similar vacancies
- May 14, 12:15 pm - 1:30 pm
Peter FREDRIKSSON ( ) – “TBA”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 14 th of May 2019 Place: Room 3001 Peter FREDRIKSSON ( ) – “TBA” Abstract: Organizers: Laurent DAVEZIES (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Arne UHLENDORFF (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- May 15, 12:15 am - 1:30 pm
Toivanen Otto (Aalto) – “TBA”
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 15th May 2019 Place: Room 3001. Toivanen Otto (Aalto) – “TBA” Abstract: Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Linda Schilling (CREST) Sponsors: CREST Lunch registration: food provided, no registration needed
- May 17, 12:15 am - 1:30 pm
Gautam Gowrisankaran (Arizona) – “TBA”
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 17th May 2019 Place: Room 3001. Gautam Gowrisankaran (Arizona) – “TBA” Abstract: Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Linda Schilling (CREST) Sponsors: CREST Lunch registration: food provided, no registration needed
- May 20, 12:15 pm
Hélène TURRON (Bristol University) “T.B.A.”
Time: 12:15pm – 13:30 pm Date: 20th of Mai 2019 Place: Room 3001 Hélène TURRON (Bristol University) “T.B.A.” Abstract : T.B.A
- May 22, 12:15 am - 1:30 pm
Matthias Hunold (Dusseldorf) – “TBA”
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 22th May 2019 Place: Room 3001. Matthias Hunold (Dusseldorf) – “TBA” Abstract: Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Linda Schilling (CREST) Sponsors: CREST Lunch registration: food provided, no registration needed
- May 27, 12:15 pm
Pablo WINANT (PSE) “T.B.A.”
Time: 12:15pm – 13:30 pm Date: 27th of Mai 2019 Place: Room 3001 Pablo WINANT (PSE) “T.B.A.” Abstract : T.B.A
- May 28, 12:15 pm - 1:30 pm
Julia CAGÉ (Sciences Po Paris) – “It Takes Money to Make MPs : New Evidence from 150 Years of British Campaign Spending”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 28 th of May 2019 Place: Room 3001 Julia CAGÉ (Sciences Po Paris) – “New Evidence from 150 Years of British Campaign Spending” Abstract: What is the price of a vote and how did it evolve over time? In this paper, we study
- May 29, 12:15 am - 1:30 pm
Carol Propper (Imperial) – “TBA”
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 29th May 2019 Place: Room 3001. Carol Propper (Imperial) – “TBA” Abstract: Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Linda Schilling (CREST) Sponsors: CREST Lunch registration: food provided, no registration needed
- June 3, 12:15 pm
Russel COOPER (European University Institute) “T.B.A.”
Time: 12:15pm – 13:30 pm Date: 03th of June 2019 Place: Room 3001 Russel COOPER (European University Institute) “T.B.A.” Abstract : T.B.A
- June 4, 12:15 pm - 1:30 pm
Chris MURIS (University of Bristol) – “TBA”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 4 th of June 2019 Place: Room 3001 Chris MURIS (University of Bristol) – “TBA” Abstract: Organizers: Laurent DAVEZIES (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Arne UHLENDORFF (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- June 5, 12:15 am - 1:30 pm
Anasuya Raj (CREST) – “TBA”
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 5th June 2019 Place: Room 3001. Anasuya Raj (CREST) – “TBA” Abstract: Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Linda Schilling (CREST) Sponsors: CREST Lunch registration: food provided, no registration needed
- June 11, 11:00 am - 12:15 pm
Guillaume ROCHETEAU (University of California at Irvine) “T.B.A.”
Time: 11:00am – 12:15 pm Date: 11th of June 2019 Place: Room 3001 Guillaume ROCHETEAU (University of California at Irvine) “T.B.A.” Abstract : T.B.A
- June 12, 12:15 am - 1:30 pm
Larry Samuelson (Yale) – “TBA”
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 12th June 2019 Place: Room 3001. Larry Samuelson (Yale) – “TBA” Abstract: Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Linda Schilling (CREST) Sponsors: CREST Lunch registration: food provided, no registration needed
- June 14, 12:15 am - 1:30 pm
John Rust (Georgetown) – “TBA”
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 12th June 2019 Place: Room 3001. John Rust (Georgetown) – “TBA” Abstract: Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Linda Schilling (CREST) Sponsors: CREST Lunch registration: food provided, no registration needed
- June 17, 12:15 pm
Pascal MICHAILLAT (Brown University) “T.B.A.”
Time: 12:15pm – 13:30 pm Date: 17th of June 2019 Place: Room 3001 Pascal MICHAILLAT (Brown University) “T.B.A.” Abstract : T.B.A
- June 18, 12:15 pm - 1:30 pm
Attila LINDNER (University College London) – “TBA”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 18 th of June 2019 Place: Room 3001 Attila LINDNER (University College London) – “TBA” Abstract: Organizers: Laurent DAVEZIES (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Arne UHLENDORFF (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- June 19, 12:15 am - 1:30 pm
Rossa O’Keeffe – O’Donovan (Oxford) – “TBA”
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 19th June 2019 Place: Room 3001. Rossa O’Keeffe – O’Donovan (Oxford) – “TBA” Abstract: Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Linda Schilling (CREST) Sponsors: CREST Lunch registration: food provided, no registration needed
- June 24, 12:15 pm
Marie Lalanne (-) “T.B.A.”
Time: 12:15pm – 13:30 pm Date: 24th of June 2019 Place: Room 3001 Marie Lalanne (-) “T.B.A.” Abstract : T.B.A
- June 25, 12:15 pm - 1:30 pm
Demian POUZO (UC Berkeley) – “TBA”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 25 th of June 2019 Place: Room 3001 Demian POUZO (UC Berkeley) – “TBA” Abstract: Organizers: Laurent DAVEZIES (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Arne UHLENDORFF (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- June 26, 12:15 am - 1:30 pm
Frederic Koessler (PSE) – “TBA”
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 26th June 2019 Place: Room 3001. Frederic Koessler (PSE) – “TBA” Abstract: Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Linda Schilling (CREST) Sponsors: CREST Lunch registration: food provided, no registration needed
- April 18, 12:15 pm - 1:30 pm
François DE SOYRES (Banque Mondial Washington) “Value Added and Productivity Linkages Across Countries”
- April 17, 12:15 am - 1:30 pm
Phil Reny (Chicago) – “Conditional ε-Equilibria of Multi-Stage Games with Infinite Sets of Signals and Actions”
- April 16, 12:15 pm - 1:15 pm
Robert J. GARY-BOBO (CREST) – “Bargaining over Treatment Choice under Disagreement”
- April 15, 11:00 am - 12:00 pm
Linda Schilling – “Too many voters to fail”
- April 11, 12:30 pm - 1:30 pm
Louis Pape (CREST): “Bargaining Power and the Impact of Mergers on Workers”
- April 10, 12:15 pm - 1:30 pm
Xavier Gabaix (Harvard) – “Granular Instrumental Variables”
- April 9, 12:15 pm - 1:30 pm
Saurabh BHARGAVA (Carnegie Mellon University) – “Save(d) by Design”
- April 8, 12:15 pm
Christophe GOUEL (INRA) “Love of variety and gains from trade”
- April 8, 11:00 am - 12:00 pm
Rafael Veiel – “Complexity of Strategic Thinking and Robustness of Interim Rationalizability”
- April 3, 12:15 am - 1:30 pm
Lukasz Grzybowski (Telecom ParisTech) – “Benefits of regulation vs. competition where inequality is high: The case of mobile telephony in South Africa “
- April 2, 12:15 pm - 1:30 pm
Florian OSWALD (SciencesPo Paris) – “The Effect of Homeownership on the Option Value of Regional Migration”
- April 1, 12:15 pm - 1:30 pm
Barbara PETRONGOLO (Queen Mary University) “Economic incentives, home production and gender identity norms”
- March 29, 12:15 am - 1:30 pm
Antoine Dechezleprêtre (OCDE, LSE) – “The economic cost of air pollution: Evidence from Europe”
- March 27, 12:15 am - 1:30 pm
Tobias KLEIN (Tilburg) – “Does the framing of patient cost-sharing incentives matter? The effects of deductibles vs. no-claim refunds “
- March 26, 12:15 pm - 1:30 pm
Robert SAUER (RHUL, IZA) – “The Dynamics of Domestic Violence: Learning about the Match”
- March 25, 12:15 pm - 1:30 pm
Gur Huberman (Columbia Business School) “An Economic Analysis of the Bitcoin Payment System”
- March 21, 12:30 pm - 1:30 pm
Clément Malgouyres (IPP) : “Technology-induced Trade Shocks? Evidence from Broadband Internet Expansion in France”
- March 20, 12:15 pm - 1:15 pm
Yannick GUYONVARCH (CREST) – “Asymptotic Results for Dyadic Data”
- March 19, 12:15 am - 1:30 pm
Linda Schilling & Harald Uhlig (CREST & Chicago) – “Some Simple Bitcoin Economics”
- March 18, 12:15 pm - 1:30 pm
Salomé BASLANDZE (EIEF) “Connecting to Power: Political Connections, Innovation, and Firm Dynamics”
- March 13, 12:15 am - 1:30 pm
Hector CALVO-PARDO (U. Southampton) – “Informative Social Interactions”
- March 12, 12:15 pm - 1:30 pm
ROTHE Christoph (University of Mannheim) – “Bias-Aware Inference in Fuzzy Regression Discontinuity Designs “
- March 11, 12:15 pm - 1:30 pm
Halis YILDIZ (Ryerson University) “Tariff Bindings and the Dynamic Formation of Preferential Trade Agreements”
- March 7, 12:30 pm - 1:10 pm
Pauline Carry (CREST): “The Employment Effects of Restricting Fixed-Term Contracts: Theory and Evidence”
- February 21, 12:30 pm - 1:30 pm
Jérémy Hervelin (CREST): “Do Employers Prefer to Hire Apprentices or Vocational Students?”
- February 14, 12:30 pm - 1:30 pm
Alfonso Montes: “A Purification Result for Games with Endogenous Information Structures”
- February 12, 12:15 pm - 1:30 pm
Alan OLIVI (MIT) – “Revealed Preferences and Beliefs from Consumption-Savings Decision” Polytechnique Recruitment
- February 6, 2:00 pm - 3:00 pm
Victor-Emmanuel Brunel (CREST) – “Different Forms of Negative Dependence in Statistics”
- February 6, 12:15 pm - 1:30 pm
Thomas J. RIVERA (HEC Paris) – “Bank Regulation under adverse selection and the Cost of capital” Polytechnique Recruitment
- February 5, 12:15 pm - 1:30 pm
Aljoscha JANSSEN (Stockholm School of Economics) – “Switching Costs, Quality Misconceptions and Behavioral Pricing in the Pharmaceutical Market” Polytechnique Recruitment
- February 4, 12:15 pm - 1:30 pm
Hanno FOERSTER (University of Mannheim) – “The Impact of Post-Marital Maintenance on Dynamic Decisions and Welfare of Couples ” Polytechnique Recruitment
- February 1, 12:15 pm - 1:00 pm
Kieu-Trang NGUYEN (London School of Economics) – “Trust and Innovation within the Firm: Evidence from Matched CEO-Firm Data” Polytechnique Recruitment
- January 30, 12:15 pm - 1:30 pm
Andreas UTHEMANN (London School of Economics)- “Higher-Order Uncertainty in Financial Markets: Evidence from a Consensus Pricing Service” Polytechnique Recruitment
- January 28, 12:15 pm - 1:30 pm
Mehdi BENATIYA ANDALOUSSI (Columbia University) – “Clearing the air: The role of technology adoption in the electricity generation sector” Polytechnique Recruitment
- January 25, 12:15 pm - 1:30 pm
Marta SANTAMARIA (Universitat Pompeu Fabra) – “The Gains from Reshaping Infrastructure: Evidence from the Division of Germany ” Polytechnique Recruitment
- January 25, 12:15 pm - 1:30 pm
Christophe GOUEL (INRA) “T.B.A.”
- January 24, 12:15 pm - 1:30 pm
Paolo ZACCHIA (IMT School for Advanced Studies) – “The Long Run Effects of R&D Place-based Policies: Evidence from Russian Science Cities” (Polytechnique Recruitment) Avec Helena SCHWEIGER et Alexander STEPANOV
- January 22, 12:15 pm - 1:30 pm
Avner SEROR (Chapman University California) – “Multi-candidate Political Competition and the Industrial Organization of Politics” Polytechnique Recruitment
- January 17, 12:15 pm - 1:30 pm
Julien COMBE (University College London) – “The Design of Teacher Assignment: Theory and Evidence” Polytechnique Recruitment
- January 16, 12:15 pm - 1:30 pm
Luca BITTARELLO (Northwestern University) – “Organizing Collective Action: Labor Strife in the U.S. in the 1880s” Polytechnique Recruitment
- January 9, 2:00 pm - 3:00 pm
Pierre Alquier (CREST) – “Introduction to Online Prediction”
- December 18, 2018, 2:00 pm - 3:00 pm
Anmol BHANDARI (University of Minnesota) “T.B.A”
- December 18, 2018, 12:15 pm - 1:30 pm
Brigham FRANDSEN (Brigham Young University) – “TBA”
- December 11, 2018, 12:15 pm - 1:30 pm
Thomas LE BARBANCHON ( BOCCONI University) – “TBA”
- December 10, 2018, 12:15 pm - 1:30 pm
Stefanie HALLER (University college Dublin) “How Exporters Grow “
- December 5, 2018, 2:00 pm - 3:00 pm
Xavier d’Haultfoeuille (CREST) – “Treatment Effects: Presentation and Open Questions”
- December 4, 2018, 12:15 pm - 1:30 pm
Nicola PAVANINI (Tilburg University) – “TBA”
- December 3, 2018, 12:15 pm - 1:30 pm
Antoine CAMOUS (University of Mannheim) “T.B.A”
- November 30, 2018, 1:00 pm - 2:15 pm
Aart de Zeeuw (Tilburg University) – “The Tipping Game”
- November 29, 2018, 11:00 am - 12:00 pm
Matias Nunez (CNRS, Paris-Dauphine) – “Approval Mechanisms: Theory and Experiments”
- May 13, 2:00 pm - 3:15 pm
Alexey NAUMOV (Higher School of Economics, Moscow) – “TBA”
The Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm – 3:15 pm Date: 13 th of May 2019 Place: Room 3001. Alexey NAUMOV (Higher School of Economics, Moscow) – “TBA” Abstract: Organizers: Cristina BUTUCEA, Alexandre TSYBAKOV, Julie JOSSE, Eric MOULINES, Mathieu ROSENBAUM Sponsors: CREST-CMAP
- May 20, 2:00 pm - 3:15 pm
Yohann DE CASTRO (Ecole Ponts ParisTech) – “TBA”
The Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm – 3:15 pm Date: 20 th of May 2019 Place: Room 3001. Yohann DE CASTRO (Ecole Ponts ParisTech) – “TBA” Abstract: Organizers: Cristina BUTUCEA, Alexandre TSYBAKOV, Julie JOSSE, Eric MOULINES, Mathieu ROSENBAUM Sponsors: CREST-CMAP
- May 27, 2:00 pm - 3:15 pm
Nicolas VAYATIS (ENS Paris Saclay) – “TBA”
The Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm – 3:15 pm Date: 27 th of May 2019 Place: Room 3001. Nicolas VAYATIS (ENS Paris Saclay) – “TBA” Abstract: Organizers: Cristina BUTUCEA, Alexandre TSYBAKOV, Julie JOSSE, Eric MOULINES, Mathieu ROSENBAUM Sponsors: CREST-CMAP
- June 3, 2:00 pm - 3:15 pm
Ilias DIAKONIKOLAS (University of Southern California) – “TBA”
The Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm – 3:15 pm Date: 3rd of June 2019 Place: Room 3001. Ilias DIAKONIKOLAS (University of Southern California) – “TBA” Abstract: Organizers: Cristina BUTUCEA, Alexandre TSYBAKOV, Julie JOSSE, Eric MOULINES, Mathieu ROSENBAUM Sponsors: CREST-CMAP
- April 8, 2:00 pm - 3:15 pm
Asaf WEINSTEIN (Carnegie Mellon University) – “A power analysis for knockoffs using Lasso and thresholded-Lasso statistics”
- April 1, 2:00 pm - 3:15 pm
Botond SZABO (Leiden University) – “On the fundamental understanding of distributed computation”
- March 25, 2:00 pm - 3:15 pm
Tengyuan LIANG (University of Chicago-Booth School of Business) – “New Thoughts on Adaptivity, Generalization and Interpolation Motivated from Neural Networks”
- March 11, 2:00 pm - 3:15 pm
Ismaël CASTILLO (Sorbonne Université) – “On frequentist false discovery rate of Bayesian multiple testing procédures”
- February 11, 2:00 pm - 3:15 pm
Olga KLOPP (CREST and ESSEC) – “Graphon Estimation in cut distance” (Canceled)
- February 6, 2:00 pm - 3:00 pm
Victor-Emmanuel Brunel (CREST) – “Different Forms of Negative Dependence in Statistics”
- February 4, 2:00 pm - 3:15 pm
Tom BERRETT(University of Cambridge) – “Efficient multivariate functional estimation and independence testing”
- January 28, 2:00 pm - 3:15 pm
Mohamed NDAOUD (CREST) – “Interplay of minimax estimation and minimax support recovery under sparsity”
- January 9, 2:00 pm - 3:00 pm
Pierre Alquier (CREST) – “Introduction to Online Prediction”
- December 5, 2018, 2:00 pm - 3:00 pm
Xavier d’Haultfoeuille (CREST) – “Treatment Effects: Presentation and Open Questions”
- December 3, 2018, 2:00 pm - 3:15 pm
Nabil MUSTAFA (ESIEE Paris) – “Sampling in Geometric Configurations”
- November 28, 2018, 2:00 pm - 3:00 pm
Martin Kroll (CREST) – “(Nonparametric) Estimation under Privacy Constraints”
- November 26, 2018, 2:00 pm - 3:15 pm
Stanislav MINSKER (University of Southern California) – “Median-of-means estimator and its generalizations”
- November 20, 2018, 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, 2018, 2:00 pm - 3:00 pm
Victor-Emmanuel Brunel (CREST) – “Use of Random Polytopes in Statistics”
- November 12, 2018, 2:00 pm - 3:15 pm
Karim LOUNICI (Ecole Polytechnique) – “Online PCA: non-asymptotics statistical guarantees for the Krasulina scheme”
- November 7, 2018, 2:00 pm - 3:00 pm
Yannick Guyonvarch (CREST) – “Asymptotic Results for Exchangeable Arrays”
- October 31, 2018, 2:00 pm - 3:00 pm
Badr-Eddine Chérief-Abdellatif (CREST) – “Consistency of Variational Bayes”
- October 17, 2018, 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, 2018, 2:00 pm - 3:15 pm
Mathias DRTON (Université de Copenhague) – “Causal Discovery in Linear Non-Gaussian Models “
- October 10, 2018, 2:00 pm - 3:00 pm
Alexis Derumigny (CREST) – “Copulas and measures of dependence”
- October 8, 2018, 2:00 pm - 3:15 pm
Stefan WAGER (Université de Stanford) – “Machine Learning for Causal Inference”
- October 1, 2018, 2:00 pm - 3:15 pm
Christophe GIRAUD (Université Paris-Sud) – “Partial recovery bounds for clustering with (corrected) relaxed Kmeans (2/2)”
- September 17, 2018, 2:00 pm - 3:15 pm
Christophe GIRAUD (Université Paris-Sud) – “Partial recovery bounds for clustering with (corrected) relaxed Kmeans (1/2)”
- September 10, 2018, 2:00 pm - 3:15 pm
Alexander MEISTER (Université de Rostock) – “Nonparametric density estimation for intentionally corrupted functional data”
- June 27, 2018, 2:00 pm - 3:15 pm
Emtiyaz Khan (Riken, Tokyo) – “Fast yet Simple Natural-Gradient Variational Inference”
- June 18, 2018, 2:00 pm - 3:15 pm
Mihai Cucuringu (Oxford University) – “Laplacian-based methods for ranking and constrained clustering”
- June 11, 2018, 2:00 pm - 3:15 pm
Jeremy Heng (Harvard University) – “Controlled sequential Monte Carlo”
- May 28, 2018, 2:00 pm - 3:15 pm
Sivaraman BALAKRISHNAN (Carnegie Mellon University) – “On computationally-efficient robust and non-convex estimation”
- May 4, 2018, 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, 2018, 2:00 pm - 3:15 pm
Eric KOLACZYK (University of Boston) – “Dynamic Networks with Multi-scale Temporal Structure “
- April 6, 2018, 2:00 pm - 3:15 pm
Cheng MAO (MIT) – “Breaking the n^{-1/2} barrier for permutation-based ranking models “
- April 5, 2018, 2:00 pm - 3:15 pm
Angelika Rohde (University of Freiburg) – “Geometrizing rates of convergence under privacy constraints “
- March 5, 2018, 2:00 pm - 3:15 pm
Rajarshi MUKHERJEE (University of Berkeley) – “Global Testing Against Sparse Alternatives under Ising Models”
- February 19, 2018, 2:00 pm - 3:15 pm
Laëtitia COMMINGES (Université Paris-Dauphine) – “Some effects in adaptive robust estimation under sparsity “
- February 5, 2018, 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, 2018, 2:00 pm - 3:15 pm
Anatoli JUDITSKY (Université Grenoble Alpes) – “Agrégation des estimateurs à partir d’observations indirectes”
- January 8, 2018, 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
- May 9, 12:00 pm - 1:15 pm
Stine MOLLEGAARD (University of Copenhagen) “The Genetics of Education and the role of Cognitive and Non-Cognitive Skills”
The Sociology Seminar: Thursdays Time: 12:00 pm – 1:15 pm Date: 9th of May 2019 Place: Room 3105, ENSAE. Stine MOLLEGAARD (University of Copenhagen) – “The Genetics of Education and the role of Cognitive and Non-Cognitive Skills“ Abstract : Genome-wide association studies have mapped a genetic component to education, now explaining up to 10-12 % of the
- May 16, 12:00 pm - 1:15 pm
Alyson VAN RAALTE (Max Planck Institute for Demographic Research) – “The case for monitoring lifespan inequality “
The Sociology Seminar: Thursdays Time: 12:00 pm – 1:15 pm Date: 16th of May 2019 Place: Room 3105, ENSAE. Alyson VAN RAALTE (Max Planck Institute for Demographic Research) – “The case for monitoring lifespan inequality “ Abstract : Inequality in length of life is the most fundamental of all inequalities; every other type of inequality is conditional
- June 20, 12:00 pm - 1:15 pm
Thomas GRUND (University College Dublin) – “Public Denunciation and the Limits of Scandal”
The Sociology Seminar: Thursdays Time: 12:00 pm – 1:15 pm Date: 20th of June 2019 Place: Room 3105, ENSAE. Thomas GRUND (University College Dublin) – “Public Denunciation and the Limits of Scandal“ Abstract : Scandals around deviant affairs, such as corruption of economic or political elites, are expected to reveal truths. In this study, we argue
- March 14, 12:00 pm - 1:15 pm
Etienne OLLION (CNRS-Université de Strasbourg) – “Vivre en politique. Carrières et pratiques après le second moment de professionnalisation politique “
- February 14, 12:00 pm - 1:15 pm
Man-Yee KAN (Oxford University) – “Lagged Adaptation in the Association between Women’s and Men’s Gender Attitudes and Housework Time in 24 countries”
- January 17, 12:00 pm - 1:15 pm
-Canceled- Camille Peugny (UVSQ) – “La polarisation de l’emploi en Europe à partir des enquêtes EU-LFS”
- December 13, 2018, 12:00 pm - 1:15 pm
Henning Hillmann (Universität Mannheim, MZES) – “Careers and Cohesion in Economic Networks”
- November 28, 2018, 12:00 pm - 1:00 pm
Felix TROPF (University of Oxford) – “How gene-environment interaction shapes genetic discovery in the social sciences”
- November 7, 2018, 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, 2018, 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, 2018, 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, 2018, 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, 2018, 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, 2018, 2:00 pm - 3:30 pm
Felix TROPF (University of Oxford) – “Using genetic data for social science research”
- May 17, 2018, 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, 2018, 12:00 pm - 1:15 pm
CANCELED : Henning HILLMANN ( University of Mannheim) – “Careers and Cohesion in Economic Networks”
- February 15, 2018, 11:00 am - 12:30 pm
Sarah VALDEZ (Linköping University) – “Finding ethnic enclaves with Swedish population registers”
- January 18, 2018, 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
- May 9, 10:30 am - 11:30 pm
Rogier QUAEDVLIEG (Erasmus University Rotterdam, Netherlands) “Conditional Superior Predictive Ability”
FINANCIAL ECONOMETRICS SEMINAR Time: 11:30 Date: 09th of May 2019 Place: Room 3001 Rogier QUAEDVLIEG (Erasmus University Rotterdam, Netherlands) “Conditional Superior Predictive Ability” Abstract : This paper proposes tests for the conditional superior predictive ability (CSPA) of a family of forecast methods with respect to a benchmark method. The null hypothesis of the CSPA test asserts that
- May 9, 11:30 am - 12:30 pm
Erwan KOCH (EPFL, Lausanne) “Infinitesimal Perturbation Analysis for Risk Measures Based on the Smith Max-Stab”
FINANCIAL ECONOMETRICS SEMINAR Time: 11:30 Date: 09th of May 2019 Place: Room 3001 Erwan KOCH (EPFL, Lausanne) “Infinitesimal Perturbation Analysis for Risk Measures Based on the Smith Max-Stab” Abstract : When using risk or dependence measures based on a given underlying model, it is essential to be able to quantify the sensitivity or robustness of
- May 13, 3:30 pm - 4:30 pm
Archil GULISASHVILI (Ohio University) “Gaussian Stochastic Volatility Models: Scaling Regimes, Large Deviations, and Moment Explosions”
1st Monday of each month Time: 3:30 pm – 4:30 pm Date: 13th of May 2019 Place: Room 3105 Archil GULISASHVILI (Ohio University) “Gaussian Stochastic Volatility Models: Scaling Regimes, Large Deviations, and Moment Explosions” Abstract : In a Gaussian stochastic volatility model, the evolution of volatility is described by a stochastic process, which can be represented
- May 28, 11:00 am - 12:00 pm
Kris JACOBS (University of Houston) “T.B.A.”
FINANCIAL ECONOMETRICS SEMINAR Time: Date: 28th of May 2019 Place: Room 3001 Kris JACOBS (University of Houston) “T.B.A.” Abstract : Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?
- June 20, 10:30 am - 11:30 am
Ostap OKHRIN (Dresden University of Technology, Germany) “T.B.A.”
FINANCIAL ECONOMETRICS SEMINAR Time:10:30 Date: 20th of June 2019 Place: Room 3001 Ostap OKHRIN (Dresden University of Technology, Germany) “T.B.A.” Abstract : Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?
- June 20, 11:30 am - 12:30 pm
Iryna OKHRIN (Dresden University of Technology, Germany) “T.B.A.”
FINANCIAL ECONOMETRICS SEMINAR Time:11:30 Date: 20th of June 2019 Place: Room 3001 Iryna OKHRIN (Dresden University of Technology, Germany) “T.B.A.” Abstract : Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?
- April 11, 11:30 am - 12:30 pm
Jean-Paul RENNE (Lausanne University, Swiss) “Fiscal Limits and Sovereign Credit Spreads”
- April 11, 10:30 am - 11:30 am
Veronika CZELLAR (EDHEC, France) “Limited participation in the joint behavior of asset prices and individual consumptions”
- April 1, 3:30 pm - 4:30 pm
Pierre CARDALIAGUET (Université Paris-Dauphine) “Jeux à champs moyen avec un agent majeur”
- March 14, 11:30 am - 12:30 pm
Kris BOUDT (Free University Amsterdam) “Reliable estimation of higher order comoments”
- March 14, 10:30 am - 11:30 am
Roberto CASARIN (University Ca’Foscari, Venice) “Bayesian Markov Switching Tensor Regression for Time-varying Networks”
- March 4, 3:30 pm - 4:30 pm
Christian ROBERT (Université Lyon 1) « How large is the jump discontinuity in the diffusion coefficient of an to diffusion?”
- February 14, 11:30 am - 12:15 pm
Guillaume CHEVILLON (ESSEC, France) “The Bias-Variance Trade-off in Multistep Forecasting and Predictive Regressions at Intermediate and Long Horizons”
- February 14, 10:30 am - 11:15 pm
Leopoldo CATANIA (Aarhus University, Denmark) “Dynamic Discrete Mixtures and High-Frequency Prices”
- February 4, 3:30 pm - 4:30 pm
Salvatore FEDERICO (Universita di Siena) “Irreversible Investment with Fixed Adjustment Costs: a Stochastic Impulse Control Approach”
- January 31, 11:00 am - 12:00 pm
Hamdi RAISSI (PUC Valparaiso, Chile) “On the VAR modelling of unconditionnally heteroscedastic time series”
- January 17, 11:00 am - 12:00 pm
Luc BAUWENS (CORE, Belgium) “NONLINEARITIES AND REGIMES IN CONDITIONAL CORRELATIONS WITH DIFFERENT DYNAMICS”
- January 7, 3:30 pm - 4:30 pm
Anthony REVEILLAC (Insa Toulouse, IMT) “On a stochastic Hardy-Littlewood-Sobolev inequality with application to Strichartz estimates for a noise dispersion”
- November 22, 2018, 10:30 am - 11:30 pm
Alexander HEINEMANN (Maastricht University ) “A Residual Bootstrap for Conditional Value-at-Risk”
- November 5, 2018, 4:45 pm - 5:45 pm
Elena ISSOGLIO (The University of Leeds) – “A numerical scheme for multidimensional SDEs with distributional drift “
- November 5, 2018, 3:30 pm - 4:30 pm
DE ANGELIS Tiziano (The University of Leeds) – “Dynkin Games with Incomplete and Asymmetric “
- October 18, 2018, 11:30 am - 12:30 pm
Francesco VIOLANTE (CREST) “Dynamics of variance risk premia: A model for disentangling the price of risk”
- October 18, 2018, 10:30 am - 11:30 pm
Sébastien FRIES (CREST) “Path prediction of aggregated alpha-stable moving averages using semi-norm representations”
- October 1, 2018, 4:30 pm - 5:30 pm
Charles BERTUCCI (Université Paris-Dauphine) “Mean field games of optimal stopping and impulse control.”
- October 1, 2018, 3:30 pm - 4:30 pm
Pierre NYQUIST (Eindhoven University of Technology) – “The Infinite Swapping Algorithm: Properties and Applications.”
- September 20, 2018, 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, 2018, 5:30 pm - 6:30 pm
Rasmus Søndergaard PEDERSEN (University of Copenhagen) “Testing GARCH-X type models”.
- June 21, 2018, 4:15 pm
Paolo SANTUCCI DE MAGISTRIS (Aarhus BSS) “Resuscitating the co-fractional model of Granger (1986)”.
- June 4, 2018, 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, 2018, 5:30 pm - 6:30 pm
Christophe CROUX (Edhec Business School) “Sparse Vector Autoregressive Models”.
- May 24, 2018, 4:15 pm
Esther RUIZ (Universidad Carlos III de Madrid) “Accurate subsampling intervals of Principal Components Factors”.
- April 12, 2018, 5:30 pm - 6:30 pm
Clément CEROVECKI (ULB, Bruxelles) “Functional GARCH Models”.
- April 12, 2018, 4:15 pm - 5:15 pm
Jose OLMO (University of Southampton) “Tests of Asset Pricing with Time-Varying Factor Loads”.
- April 9, 2018, 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, 2018, 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, 2018, 3:30 pm - 4:30 pm
Tyler ABBOT (Sciences Po, Paris) – “Heterogeneous Risk Preferences in Financial Markets”
- February 15, 2018, 5:30 pm - 6:30 pm
Alexis DERUMIGNY (CREST) “About Kendall’s Regression”.
- February 15, 2018, 4:15 pm - 5:15 pm
Matteo BARIGOZZI (LSE, UK) “Determining the Dimension of Factor Structures in Non-Stationary Large Dataset”.
- February 5, 2018, 3:30 pm - 4:30 pm
Ashkan NIKEGHBALI (University of Zurich) – ” Modélisation du risque, dépendance et graphes”
- January 25, 2018, 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, 2018, 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
– Theoretical results for deep neural networks – Johannes SCHMIDT-HIEBERr, Leiden University
– Topics in Behavioral Political Economy – Allan DRAZEN, University of Maryland
– Couplings and convergence of Markov Chain Monte Carlo methods – Andreas EBERLE, University of Bonn