• January 27, 2:00 pm - 3:15 pm
  

  Christophe GAILLAC (TSE Toulouse) – “Adaptive estimation in the linear random coefficients model when regressors have limited variation”

  The Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm – 3:15 pm Date: 27th of January 2020 Place: Room 3001. Christophe GAILLAC (TSE Toulouse) – “Adaptive estimation in the linear random coefficients model when regressors have limited variation” Abstract: We consider adaptive estimation of the joint distribution of intercept and slopes in a linear random

• February 3, 2:00 pm - 3:15 pm
  

  Anatoli JUDITSKY (Université de Grenoble) – “Adaptive estimation from indirect observations “

  The Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm – 3:15 pm Date: 3rd of February 2020 Place: Room 3001. Anatoli JUDITSKI (Université de Grenoble) – “Adaptive estimation from indirect observations “ Abstract: We consider the problem of estimating of unknown “signal” known to belong to the union of finitely many convex compact sets from

• February 5, 2:00 pm - 3:00 pm
  

  Evgenii Chzhen (Orsay) – “Algorithmic Fairness in Classification and Regression”

  The Statistics-Econometrics-Machine Learning Seminar. Time: 14:00 pm – 15:00 pm Date: 5th of February 2020 Place: Room 3001. Evgenii Chzhen (Orsay) – “Algorithmic Fairness in Classification and Regression” Abstract : The goal of this talk is to introduce the audience to the problem of algorithmic fairness. I will provide a general overview on the topic, describe

• February 10, 2:00 pm - 3:15 pm
  

  Gilles BLANCHARD (Université Paris Sud) – “Is adaptive early stopping possible in statistical inverse problems?”

  The Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm – 3:15 pm Date: 10th of February 2020 Place: Room 3001. Gilles BLANCHARD (Université Paris Sud)- “Is adaptive early stopping possible in statistical inverse problems? “ Abstract: Consider a statistical inverse problem where different estimators $\hat{f}_1, \ldots , \hat{f}_K$ are available (ranked in order of increasing

• February 19, 2:00 pm - 3:00 pm
  

  Thomas Berrett (CREST) – “Local Differential Privacy”

  The Statistics-Econometrics-Machine Learning Seminar. Time: 14:00 pm – 15:00 pm Date: 19th of February 2020 Place: Room 3001. Thomas BERRETT (CREST) – “Local Differential Privacy” Abstract : In recent years, it has become clear that in certain studies there is a need to preserve the privacy of the individuals whose data is collected. As a way of

• March 2, 2:00 pm - 3:15 pm
  

  Richard NICKL (University of Cambridge) – ” TBA “

  The Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm – 3:15 pm Date: 2nd of March 2020 Place: Room 3001. Richard NICKL (University of Cambridge) – “TBA “ Abstract:   Organizers: Cristina BUTUCEA, Alexandre TSYBAKOV, Julie JOSSE, Eric MOULINES, Mathieu ROSENBAUM Sponsors: CREST-CMAP  

• March 9, 2:00 pm - 3:15 pm
  

  Yuhao WANG (University of Cambridge) – ” TBA “

  The Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm – 3:15 pm Date: 9th of March 2020 Place: Room 3001. Yuhao WANG (University of Cambridge) – “TBA “ Abstract:   Organizers: Cristina BUTUCEA, Alexandre TSYBAKOV, Julie JOSSE, Eric MOULINES, Mathieu ROSENBAUM Sponsors: CREST-CMAP  

• March 23, 2:00 pm - 3:15 pm
  

  Pierre ALQUIER (RIKEN) – “Finite sample properties of parametric MD estimation: robustness to misspecification and dependence”

  The Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm – 3:15 pm Date: 23th of March 2020 Place: Room 3001. Pierre ALQUIER (RIKEN) – “Finite sample properties of parametric MD estimation: robustness to misspecification and dependence” Abstract: Many works in statistics aim at designing a universal estimation procedure. This question is of major interest, in

• April 6, 2:00 pm - 3:15 pm
  

  Vladimir SPOKOINY (WIAS Berlin) – “TBA”

  The Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm – 3:15 pm Date: 6th of April 2020 Place: Room 3001. Vladimir SPOKOINY (WIAS Berlin) – “TBA” Abstract: Organizers: Cristina BUTUCEA, Alexandre TSYBAKOV, Julie JOSSE, Eric MOULINES, Mathieu ROSENBAUM Sponsors: CREST-CMAP  

• January 22, 2:00 pm - 3:00 pm
  

  Jules Depersin (CREST) – “Robust and Fast Estimation for Heavy-Tailed Distributions”

• January 13, 2:00 pm - 3:15 pm
  

  Marco AVELLA (Columbia University) – ” Privacy-preserving parametric inference: A case for robust statistics “

• January 8, 3:00 pm - 4:00 pm
  

  Julien Chhor (CREST) – “Minimax Testing in Random Graphs”

• December 4, 2019, 2:00 pm - 3:00 pm
  

  Théo Lacombe (INRIA) – “An Introduction to Topological Data Analysis”

• December 2, 2019, 4:00 pm - 5:30 pm
  

  Pierre LAFORGUE (Télécom Paris) – “On the Dualization of Operator-Valued Kernel Machines ” – Sylvain ARLOT (LMO, Université Paris-Sud) – “Analysis of some Purely Random Forests”

• December 2, 2019, 2:00 pm - 3:15 pm
  

  Henry REEVE (Université de Birmingham) – “Classification with unknown class conditional label noise on non-compact feature spaces “

• November 20, 2019, 2:00 pm - 3:00 pm
  

  François-Pierre PATY (CREST) – “An Introduction to Optimal Transport”

• November 18, 2019, 2:00 pm - 3:15 pm
  

  Sven WANG (Université de Cambridge) – “Convergence rates for penalised least squares estimators in PDE-constrained regression problems”

• November 6, 2019, 2:00 pm - 3:00 pm
  

  Badr-Eddine CHERIEF-ABDELLATIF(CREST) – “Theoretical Study of Variational Inference”

• November 4, 2019, 2:00 pm - 3:15 pm
  

  Richard SAMWORTH (Université de Cambridge) – “High-dimensional principal component analysis with heterogeneous missingness”

• October 7, 2019, 2:00 pm - 3:15 pm
  

  Vianney PERCHET (CREST) – “An adaptive stochastic optimization algorithm for resource allocation”

• September 30, 2019, 2:00 pm - 3:15 pm
  

  Alexandra CARPENTIER (Université de Magdebourg) – “Adaptive inference and its relations to sequential decision making”

• September 23, 2019, 2:00 pm - 3:15 pm
  

  Matthieu LERASLE (ENSAE) – “Pair Matching as a tricky bandit problem”

• September 16, 2019, 2:00 pm - 3:15 pm
  

  Yuri POLYANSKI (MIT) – “Smoothed Empirical Measures and Entropy Estimation”

• July 8, 2019, 2:00 pm - 3:15 pm
  

  Vladimir ULYANOV (Moscow) – “Asymptotic expansions for the distributions of statistics with random sample size”

• June 24, 2019, 2:00 pm - 3:15 pm
  

  Jonas PETERS (University of Copenhagen) – “The Impossibility of Conditional Independence Testing and Causality in Dynamical Systems”

• June 24, 2019, 10:30 am - 11:45 am
  

  Zheng Tracy KE (Harvard University) – “Optimal Adaptivity of Signed-Polygon Statistics for Network Testing”

• June 3, 2019, 2:00 pm - 3:15 pm
  

  Ilias DIAKONIKOLAS (University of Southern California) – “Algorithmic Questions in Robust High-Dimensional Statistics”

• May 27, 2019, 2:00 pm - 3:15 pm
  

  Geoffrey CHINOT (CREST) – “ERM and RERM are tractable and optimal estimators in the ε-contamination model”

• May 21, 2019, 10:30 am - 11:30 am
  

  Jérémy Fouliard (LBS) – “Answering the Queen : online machine learning and financial crises”, joint work with Hélène Rey (LBS)

• May 20, 2019, 2:00 pm - 3:15 pm
  

  Yohann DE CASTRO (Ecole Ponts ParisTech) – “Exact False Negative Control using Stopping Times on the LAR’s Path”

• May 13, 2019, 2:00 pm - 3:15 pm
  

  Alexey NAUMOV (Higher School of Economics, Moscow) – “Gaussian approximation for maxima of large number of quadratic forms of high-dimensional random vectors “

• April 8, 2019, 2:00 pm - 3:15 pm
  

  Asaf WEINSTEIN (Carnegie Mellon University) – “A power analysis for knockoffs using Lasso and thresholded-Lasso statistics”

• April 1, 2019, 2:00 pm - 3:15 pm
  

  Botond SZABO (Leiden University) – “On the fundamental understanding of distributed computation”

• March 25, 2019, 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, 2019, 2:00 pm - 3:15 pm
  

  Ismaël CASTILLO (Sorbonne Université) – “On frequentist false discovery rate of Bayesian multiple testing procédures”

• February 11, 2019, 1:00 pm - 2:15 pm
  

  Olga KLOPP (CREST and ESSEC) – “Graphon Estimation in cut distance” (Canceled)

• February 6, 2019, 2:00 pm - 3:00 pm
  

  Victor-Emmanuel Brunel (CREST) – “Different Forms of Negative Dependence in Statistics”

• February 4, 2019, 2:00 pm - 3:15 pm
  

  Tom BERRETT(University of Cambridge) – “Efficient multivariate functional estimation and independence testing”

• January 28, 2019, 2:00 pm - 3:15 pm
  

  Mohamed NDAOUD (CREST) – “Interplay of minimax estimation and minimax support recovery under sparsity”

• January 9, 2019, 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”

View All Events 

• January 30, 12:00 pm - 1:15 pm
  

  Ivan ERMAKOFF (Wisconsin University) – “Causality and History: Modes of Causal investigation”

  The Sociology Seminar: Thursdays Time: 12:00 pm – 1:15 pm Date: 30th of January 2020 Place: Room 3105, ENSAE. Ivan ERMAKOFF (Wisconsin University) – “Causality and History: Modes of Causal investigation” Abstract : Studies at the confluence of history and social science address issues of causation in three ways: morphological, variable-centered, and genetic. These approaches

• February 6, 12:00 pm - 1:15 pm
  

  Torkyld LINGSTAD (University of Oslo) – “TBA”

  The Sociology Seminar: Thursdays Time: 12:00 pm – 1:15 pm Date: 6th of February 2020 Place: Room 3105, ENSAE. Torkyld LINGSTAD (University of Oslo) – “TBA” Abstract : Organizers : Jeanne GANAULT, Céline GOFFETTE, Sébastien MICHIELS, Sander WAGNER (Laboratoire de sociologie quantitative – CREST) Sponsors : CREST

• February 12, 11:45 am - 1:00 pm
  

  Jean-Philippe COINTET (Associate Professor, Médialab – Sciences Po Paris) – “The structure of the French media space and the challenge of yellow vests”

  The Sociology Seminar: Exceptionally Wednesday 11:45-13:00 Time: 11:45 – 13:00 Date: 12th of February 2020 Place: Room 3105, ENSAE. Jean-Philippe COINTET (Associate Professor, Médialab – Sciences Po Paris)“The structure of the French media space and the challenge of yellow vests” Abstract : I will start by outlining the results of an ongoing study we are

• March 5, 12:00 pm - 1:15 pm
  

  Anette FASANG (Humbolt-University Berlin) – “TBA”

  The Sociology Seminar: Thursdays Time: 12:00 pm – 1:15 pm Date: 5th of Mars 2020 Place: Room 3105, ENSAE. Anette FASANG (Humbolt-University Berlin) – “TBA” Abstract : Organizers : Jeanne GANAULT, Céline GOFFETTE, Sébastien MICHIELS, Sander WAGNER (Laboratoire de sociologie quantitative – CREST) Sponsors : CREST

• March 19, 12:00 pm - 1:15 pm
  

  Nicolo CAVALLI (Bocconi University – University of Oxford) – “TBA”

  The Sociology Seminar: Thursdays Time: 12:00 pm – 1:15 pm Date: 19th of Mars 2020 Place: Room 3105, ENSAE. Nicolo CAVALLI (Bocconi University – University of Oxford) – “TBA” Abstract : Organizers : Jeanne GANAULT, Céline GOFFETTE, Sébastien MICHIELS, Sander WAGNER (Laboratoire de sociologie quantitative – CREST) Sponsors : CREST

• June 25, 12:00 pm - 1:15 pm
  

  Marion FOURCADE (Berkeley University) – “TBA”

  The Sociology Seminar: Thursdays Time: 12:00 pm – 1:15 pm Date: 25th of June 2020 Place: Room 3105, ENSAE. Marion FOURCADE (Berkeley University) – “TBA” Abstract : Organizers : Jeanne GANAULT, Céline GOFFETTE, Sébastien MICHIELS, Sander WAGNER (Laboratoire de sociologie quantitative – CREST) Sponsors : CREST

• January 16, 12:00 pm - 1:15 pm
  

  CANCELED / Antonio CASILLI (Telecom Paris) et Paola TUBARO (CNRS, LRI, CMH) – “The social capital of platform workers: lessons from the DiPLab project”

• December 18, 2019, 10:15 am - 11:45 am
  

  CANCELED : Jean-Philippe COINTET (Associate Professor, Médialab – Sciences Po Paris) – “The structure of the French media space and the challenge of yellow vests”

• November 21, 2019, 12:00 pm - 1:15 pm
  

  Philipp BRANDT (Sciences Po) – “Fast bucks, good money and public service : optimizing and experimenting in NYC’s yellow cab industry”

• October 24, 2019, 3:30 pm - 5:00 pm
  

  Michael J. ROSENFELD (Stanford University) – “Disintermediating your friends : How online dating in the United States displaces other ways of meeting”

• September 26, 2019, 12:00 pm - 1:15 pm
  

  Charles RAHAL et Aaron REEVES (University of Oxford) – “The Legacy of Longevity : Persistent inequalities in UK life expectancy 1500-2016”

• June 20, 2019, 12:00 pm - 1:15 pm
  

  Thomas GRUND (University College Dublin) – “Public Denunciation and the Limits of Scandal”

• May 16, 2019, 12:00 pm - 1:15 pm
  

  Alyson VAN RAALTE (Max Planck Institute for Demographic Research) – “The case for monitoring lifespan inequality “

• May 9, 2019, 12:00 pm - 1:15 pm
  

  Stine MOLLEGAARD (University of Copenhagen) “The Genetics of Education and the role of Cognitive and Non-Cognitive Skills”

• March 14, 2019, 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, 2019, 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, 2019, 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

View All Events 

• January 30, 10:30 am - 11:30 pm
  

  Alessandra LUATI (University of Bologna, Italy) “Semiparametric Modeling of Multiple Quantiles”

  FINANCIAL ECONOMETRICS SEMINAR Time:10:30 Date: 30th of January 2020 Place: Room 3001 Alessandra LUATI (University of Bologna, Italy) “Semiparametric Modeling of Multiple Quantiles” Abstract : We develop a semiparametric model to track a large number of quantiles of a time series. The model satisfies the condition of non crossing quantiles and the defining property of

• January 30, 11:30 am - 12:30 pm
  

  Christian CONRAD (University of Heidelberg, Germany) “Modelling the Forecast Errors: the (MF)^2 GARCH Model”

  FINANCIAL ECONOMETRICS SEMINAR Time:11:30 Date: 30th of January 2020 Place: Room 3001 Christian CONRAD (University of Heidelberg, Germany) “Modelling the Forecast Errors: the (MF)^2 GARCH Model” Abstract : We suggest a multiplicative factor multi frequency ((MF)^2) component GARCH model. The model consists of a daily (high-frequency) GARCH component and one or multiple low-frequency components. The

• February 26, 10:30 am - 11:30 pm
  

  Eric HILLEBRAND (University of Aarhus, Denmark) “T.B.A”

  FINANCIAL ECONOMETRICS SEMINAR Time:10:30 Date: 26th of March 2020 Place: Room 3001 Eric HILLEBRAND (University of Aarhus, Denmark) “T.B.A” Abstract : T.B.A Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?  

• April 23, 10:30 am - 11:30 pm
  

  Christian BROWNLESS (University Pompeu Fabra, Spain) “T.B.A”

  FINANCIAL ECONOMETRICS SEMINAR Time:10:30 Date: 23th of April 2020 Place: Room 3001 Christian BROWNLESS (University Pompeu Fabra, Spain) “T.B.A” Abstract : T.B.A Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?  

• April 23, 11:30 am - 12:30 pm
  

  Yannick HOGA (University of Duisburg-Essen, Germany) “T.B.A”

  FINANCIAL ECONOMETRICS SEMINAR Time:11:30 Date: 23th of April 2020 Place: Room 3001 Yannick HOGA (University of Duisburg-Essen, Germany) “T.B.A” Abstract :T.B.A   Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?  

• May 28, 10:30 am - 11:30 pm
  

  Mathieu FOURNIER (HEC Montréal, Canada) “T.B.A”

  FINANCIAL ECONOMETRICS SEMINAR Time:10:30 Date: 28th of May 2020 Place: Room 3001 Mathieu FOURNIER (HEC Montréal, Canada) “T.B.A” Abstract : T.B.A Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?  

• May 28, 11:30 am - 12:30 pm
  

  Christophe PERIGNON (HEC, France) “T.B.A”

  FINANCIAL ECONOMETRICS SEMINAR Time:11:30 Date: 28th of May 2020 Place: Room 3001 Christophe PERIGNON (HEC, France) “T.B.A” Abstract :T.B.A   Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?  

• June 25, 10:30 am - 11:30 pm
  

  Abdelaati DAOUIA (Toulouse School of Economics, France) “T.B.A”

  FINANCIAL ECONOMETRICS SEMINAR Time:10:30 Date: 25th of June 2020 Place: Room 3001 Abdelaati DAOUIA (Toulouse School of Economics, France) “T.B.A” Abstract : T.B.A Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?  

• June 25, 11:30 am - 12:30 pm
  

  Sylvain BENOIT (Université Paris-Dauphine, France) “T.B.A”

  FINANCIAL ECONOMETRICS SEMINAR Time:11:30 Date: 25th of June 2020 Place: Room 3001 Christophe PERIGNON (HEC, France) “T.B.A” Abstract :T.B.A   Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?  

• January 9, 11:30 am - 12:30 pm
  

  Flavio ZIEGELMANN (Universidade Federal do Rio Grande do Sul (Bresil)) “Forecasting Volatility using Curve Time Series”

• January 6, 3:30 pm - 4:30 pm
  

  Mohamed MRAD (University Paris 13, LAGA) “Forward and Backward Monte Carlo simulations using Euler schemes and Random Number Generator Inversion”

• November 14, 2019, 11:30 am - 12:30 pm
  

  Andreas HEINEN (Université de Cergy – France) “Competition, Fast Growth and Commercialization: Systemic Credit Risk in Microcredit Markets: A Copula Approach”

• November 14, 2019, 10:30 am - 11:30 pm
  

  Simos MEINTANIS (University of Athens, Greece) “Change-point methods for multivariate time-series: Paired vectorial observations”

• October 7, 2019, 2:30 pm - 3:30 pm
  

  COCULESCU Delia (University of Zurich) “Continuous Time Distress Propagation: the Role of Cooperation”

• October 3, 2019, 11:30 am - 12:30 pm
  

  Olivier-David ZERBIB (Tilburg University and ISFA) “A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from green investing and sin stock exclusion”

• October 3, 2019, 10:30 am - 11:30 pm
  

  Jean-Jacques FORNERON (Boston University) “Detecting Identification Failure in Moment Condition Models”

• June 20, 2019, 11:30 am - 12:30 pm
  

  Iryna OKHRIN (Dresden University of Technology, Germany) “On LASSO-GARCH Approach”

• June 20, 2019, 10:30 am - 11:30 am
  

  Ostap OKHRIN (Dresden University of Technology, Germany) “Stochastic Volatility with Jump Models: Moments, Simulation, and Estimation”

• May 28, 2019, 11:00 am - 12:00 pm
  

  Kris JACOBS (University of Houston) “Estimation and Filtering with Big Option Data : Implications for Asset Pricing”

• May 13, 2019, 2:30 pm - 3:30 pm
  

  Archil GULISASHVILI (Ohio University) “Gaussian Stochastic Volatility Models: Scaling Regimes, Large Deviations, and Moment Explosions”

• May 9, 2019, 11:30 am - 12:30 pm
  

  Erwan KOCH (EPFL, Lausanne) “Infinitesimal Perturbation Analysis for Risk Measures Based on the Smith Max-Stable Random Field”

• May 9, 2019, 10:30 am - 11:30 pm
  

  Rogier QUAEDVLIEG (Erasmus University Rotterdam, Netherlands) “Conditional Superior Predictive Ability”

• April 11, 2019, 11:30 am - 12:30 pm
  

  Jean-Paul RENNE (Lausanne University, Swiss) “Fiscal Limits and Sovereign Credit Spreads”

• April 11, 2019, 10:30 am - 11:30 am
  

  Veronika CZELLAR (EDHEC, France) “Limited participation in the joint behavior of asset prices and individual consumptions”

• April 1, 2019, 2:30 pm - 3:30 pm
  

  Pierre CARDALIAGUET (Université Paris-Dauphine) “Jeux à champs moyen avec un agent majeur”

• March 14, 2019, 11:30 am - 12:30 pm
  

  Kris BOUDT (Free University Amsterdam) “Reliable estimation of higher order comoments”

• March 14, 2019, 10:30 am - 11:30 am
  

  Roberto CASARIN (University Ca’Foscari, Venice) “Bayesian Markov Switching Tensor Regression for Time-varying Networks”

• March 4, 2019, 2:30 pm - 3:30 pm
  

  Christian ROBERT (Université Lyon 1) « How large is the jump discontinuity in the diffusion coefficient of an to diffusion?”

• February 14, 2019, 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, 2019, 10:30 am - 11:15 pm
  

  Leopoldo CATANIA (Aarhus University, Denmark) “Dynamic Discrete Mixtures and High-Frequency Prices”

• February 4, 2019, 2:30 pm - 3:30 pm
  

  Salvatore FEDERICO (Universita di Siena) “Irreversible Investment with Fixed Adjustment Costs: a Stochastic Impulse Control Approach”

• January 31, 2019, 11:00 am - 12:00 pm
  

  Hamdi RAISSI (PUC Valparaiso, Chile) “On the VAR modelling of unconditionnally heteroscedastic time series”

• January 17, 2019, 11:00 am - 12:00 pm
  

  Luc BAUWENS (CORE, Belgium) “NONLINEARITIES AND REGIMES IN CONDITIONAL CORRELATIONS WITH DIFFERENT DYNAMICS”

• January 7, 2019, 2:30 pm - 3:30 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, 3:45 pm - 4:45 pm
  

  Elena ISSOGLIO (The University of Leeds) – “A numerical scheme for multidimensional SDEs with distributional drift “

• November 5, 2018, 2:30 pm - 3:30 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, 3:30 pm - 4:30 pm
  

  Charles BERTUCCI (Université Paris-Dauphine) “Mean field games of optimal stopping and impulse control.”

• October 1, 2018, 2:30 pm - 3:30 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, 2:30 pm - 3:30 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, 3:30 pm - 4:30 pm
  

  Roxana DUMITRESCU (King’s College London) – “On E^g-pricing of American options in complete and incomplete markets with default”

• April 9, 2018, 2:30 pm - 3:30 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, 2:30 pm - 3:30 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, 2:30 pm - 3:30 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, 2:30 pm - 3:30 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”

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