SeminarsEventsPast Seminars and Events
There are no upcoming events at this time.
There are no upcoming events at this time.
- July 1, 1:15 am - 2:30 pm
Nikhil Agarwal (MIT) – “TBA”
- June 24, 1:15 am - 2:30 pm
Jeanine Thal (University of Rochester) – “TBA”
- June 17, 1:15 am - 2:30 pm
Aureo DE PAULA (University College London) – “TBA”
- June 16, 1:15 pm - 2:30 pm
Dennis KRISTENSEN (University College London) – “TBA”
- June 9, 1:15 pm - 2:30 pm
Andrea CANIDIO (INSEAD) – “Cryptotokens and cryptocurrencies: the extensive margin”
- June 2, 1:15 pm - 2:30 pm
Fabian ECKERT (Princetown University) – “TBA”
- May 27, 1:15 am - 2:30 pm
Mathieu Marcoux (Université de Montréal) – “TBA”
- May 26, 1:15 pm - 2:30 pm
Arnaud MAUREL (Duke University) – “TBA”
- May 25, 12:15 pm - 1:30 pm
David ARGENTE (Penn State) “T.B.A”
- May 19, 1:15 pm - 2:30 pm
Kirill EVDOKIMOV (Universat Pompeu Fabra) – “TBA”
- May 19, 1:15 am - 2:30 pm
Yinghua He (Rice University) – “TBA”
- May 19, 1:15 am - 2:30 pm
Yinghua He (Rice University) – “TBA”
- May 13, 1:15 am - 2:30 pm
Mattia NARDOTTO (KU Leuven) – “TBA”
- May 12, 1:15 pm - 2:30 pm
François GERARD (Queen Mary University) – “TBA”
- May 6, 1:15 am - 2:30 pm
Andreas Kotsadam (The Frisch Centre) – “TBA”
- May 5, 1:15 pm - 2:30 pm
Emmanuel FLACHAIRE (Université d’Aix-Marseille) – “TBA”
- May 4, 12:15 pm - 1:30 pm
Cosmin ILUT (Duke) “T.B.A”
- April 28, 1:15 pm - 2:30 pm
Ioana MARINESCU (University of Pennsylvania) – “TBA”
- April 27, 12:15 pm - 1:30 pm
Axel GOTTFRIES (University of Edinburg) “T.B.A”
- April 22, 1:15 am - 2:30 pm
Elliot Ash (ETH Zürich) – “TBA”
- April 21, 1:15 pm - 2:30 pm
CANCELLED : Marc KAUFMANN (Central European University) – “TBA”
- April 20, 12:15 pm - 1:30 pm
Franck PORTIER (UCL) “T.B.A”
- April 8, 1:15 am - 2:30 pm
Nikos Nikiforakis (NYU Abu Dhabi) – “TBA”
- April 1, 1:15 am - 2:30 pm
Giacomo Calzolari (European University Institute) – “TBA”
- March 31, 1:15 pm - 2:30 pm
CANCELLED : Kirill BORUSYAK (University College London) – “Instruments Combining Quasi-Random Shocks with Non-Random Exposure: Theory and Applications”
- March 30, 12:15 pm - 1:30 pm
CANCELLED BHANDARI Anmol (U Minnesota) “T.B.A”
- March 25, 12:15 am - 1:30 pm
Francesco Squintani (University of Warwick) – “TBA”
- March 24, 12:15 pm - 1:30 pm
CANCELLED : Anders KOCK (University of Oxford) – “TBA”
- March 23, 11:15 am - 12:30 pm
CANCELLED : David THESMAR (MIT) (T.B.A)
- March 18, 12:15 pm - 1:30 pm
CANCELLED : Philipp KIRCHER (European University Institute) – “TBA”
- March 16, 11:15 am - 12:30 pm
CANCELLED HIRANO Tomohiro (Royal Holloway University of London) “Wealth Concentration and Asset Bubbles”
- March 10, 12:15 pm - 1:30 pm
Séverine TOUSSAERT (University of Oxford) – “Anticipatory utility and stochastic dominance”
- March 9, 12:15 am - 1:30 pm
Natalia Fabra (University Carlos III de Madrid) – “Price Exposure and Market Power: Learning from Changes in Renewables Regulation”
- March 4, 12:15 am - 1:30 pm
Guillaume Plantin (Sciences Po) – “TBA”
- March 3, 12:15 pm - 1:30 pm
Richard BLUNDELL (University College London) – “Wages, Experience and Training of Women over the Lifecycle”
- March 2, 11:15 am - 12:30 pm
Emilie SARTRE (CREST) “Toxic Loans and The Entry of Extreme Candidates”
- February 25, 12:15 pm - 1:30 pm
Léa Bou Sleiman (CREST) – “Are car-free downtown zones detrimental to the periphery? Evidence from the pedestrianization of Paris’ riverank”
- February 24, 11:15 am - 12:30 pm
Bérengère PATAULT (CREST) “Sales managers, poaching and network transmission in international markets “
- February 6, 12:30 pm - 1:30 pm
Claire Leroy (IPP): “Follow the money! Combining household and firm-level evidence to unravel the tax elasticity of dividends”
- February 4, 12:15 pm - 1:15 pm
Jérémy HERVELIN (CREST) – “Apprenticeship and Youth Unemployment”
- January 29, 12:30 pm - 1:30 pm
TABRI Rami “Inference for Moment Inequalities: A Constrained Moment Selection Procedure”
- January 23, 11:30 am - 12:45 pm
Anthony STRITTMATTER (University of St. Gallen) “What Is the Value Added by Using Causal Machine Learning Methods in a Welfare Experiment Evaluation?”
- January 22, 11:30 am - 12:45 pm
Alessandra ALLOCCA (University of Mannheim) “No Man is an Island “: An Empirical Study on Team Formation and Performance
- January 21, 11:30 am - 12:45 pm
Camilo ACOSTA-MEJIA (UToronto) ” Spatial Wage Differentials, Geographic Frictions and the Organization of Labor within Firms”
- January 17, 11:30 am - 12:45 pm
TRAN Kévin Ducbao (German Institute for Economic Research (DIW Berlin) “Partitioned Pricing and Consumer Welfare”
- January 15, 11:30 am - 12:45 pm
QIU Chen (LSE) “Minimax Learning for Average Regression Functionals with an Application to Electoral Accountability and Corruption”
- January 14, 11:30 am - 12:45 pm
Pieter de VLIEGER (University of Michigan) “Quantifying Sources of Persistent Prescription Behavior : Evidence from Belgium”
- January 13, 11:30 am - 12:45 pm
Elia LAPENTA (TSE) “A Bootstrap Specification Test for Semiparametric Models with Generated Regressors”
- January 10, 11:30 am - 12:45 pm
RUBENS Michal (KU Leuven) “Ownership consolidation, monopsony power and efficiency”
- January 6, 11:15 am - 12:30 pm
ANDRIES Marianne (TSE) “Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty”
SeminarsEventsPast Seminars and Events
There are no upcoming events at this time.
There are no upcoming events at this time.
- June 22, 3:00 pm - 4:15 pm
Yuhao WANG (University of Cambridge) – ” TBA “
- April 6, 3:00 pm - 4:15 pm
CANCELLED – Vladimir SPOKOINY (WIAS Berlin) – “TBA”
- April 2, 4:00 pm - 5:15 pm
On line : Richard NICKL (University of Cambridge) – ” On statistical Calderon problems “
- March 23, 2:00 pm - 3:15 pm
CANCELLED : Pierre ALQUIER (RIKEN) – “Finite sample properties of parametric MD estimation: robustness to misspecification and dependence”
- March 9, 2:00 pm - 3:15 pm
CANCELLED Yuhao WANG (University of Cambridge) – ” TBA “
- March 4, 2:00 pm - 3:00 pm
Victor-Emmanuel Brunel (CREST) – “Stein’s method and Berry-Esseen bounds”
- March 2, 2:00 pm - 3:15 pm
CANCELED : Richard NICKL (University of Cambridge) – ” On Bayesian solutions of some statistical inverse boundary value problems “
- February 26, 2:00 pm - 3:00 pm
Thomas Berrett (CREST) – “Local Differential Privacy”
- February 10, 2:00 pm - 3:15 pm
Gilles BLANCHARD (Université Paris Sud) – “Is adaptive early stopping possible in statistical inverse problems?”
- February 5, 2:00 pm - 3:00 pm
Evgenii Chzhen (Orsay) – “Algorithmic Fairness in Classification and Regression”
- February 3, 2:00 pm - 3:15 pm
Anatoli JUDITSKY (Université de Grenoble) – “Adaptive estimation from indirect observations “
- 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”
- 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, 3:00 pm - 4:15 pm
Vianney PERCHET (CREST) – “An adaptive stochastic optimization algorithm for resource allocation”
- September 30, 2019, 3:00 pm - 4:15 pm
Alexandra CARPENTIER (Université de Magdebourg) – “Adaptive inference and its relations to sequential decision making”
- September 23, 2019, 3:00 pm - 4:15 pm
Matthieu LERASLE (ENSAE) – “Pair Matching as a tricky bandit problem”
- September 16, 2019, 3:00 pm - 4:15 pm
Yuri POLYANSKI (MIT) – “Smoothed Empirical Measures and Entropy Estimation”
- July 8, 2019, 3:00 pm - 4:15 pm
Vladimir ULYANOV (Moscow) – “Asymptotic expansions for the distributions of statistics with random sample size”
- June 24, 2019, 3:00 pm - 4:15 pm
Jonas PETERS (University of Copenhagen) – “The Impossibility of Conditional Independence Testing and Causality in Dynamical Systems”
- June 24, 2019, 11:30 am - 12:45 pm
Zheng Tracy KE (Harvard University) – “Optimal Adaptivity of Signed-Polygon Statistics for Network Testing”
- June 3, 2019, 3:00 pm - 4:15 pm
Ilias DIAKONIKOLAS (University of Southern California) – “Algorithmic Questions in Robust High-Dimensional Statistics”
- May 27, 2019, 3:00 pm - 4:15 pm
Geoffrey CHINOT (CREST) – “ERM and RERM are tractable and optimal estimators in the ε-contamination model”
- May 21, 2019, 11:30 am - 12:30 pm
Jérémy Fouliard (LBS) – “Answering the Queen : online machine learning and financial crises”, joint work with Hélène Rey (LBS)
- May 20, 2019, 3:00 pm - 4:15 pm
Yohann DE CASTRO (Ecole Ponts ParisTech) – “Exact False Negative Control using Stopping Times on the LAR’s Path”
- May 13, 2019, 3:00 pm - 4:15 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, 3:00 pm - 4:15 pm
Asaf WEINSTEIN (Carnegie Mellon University) – “A power analysis for knockoffs using Lasso and thresholded-Lasso statistics”
- April 1, 2019, 3:00 pm - 4:15 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”
SeminarsEventsPast Seminars and Events
There are no upcoming events at this time.
There are no upcoming events at this time.
- June 25, 1:00 pm - 2:15 pm
Marion FOURCADE (Berkeley University) – “TBA”
- April 15, 12:45 pm - 2:00 pm
CANCELLED : Stella CHATZITHEOCHARI ( University of Warwick) – “TBA”
- March 25, 12:00 pm - 1:15 pm
CANCELLED – Nicolo CAVALLI (Bocconi University – University of Oxford) – “TBA”
- March 11, 12:15 pm - 1:30 pm
CANCELLED : Antonio CASILLI (Telecom Paris) et Paola TUBARO (CNRS, LRI, CMH) – “The social capital of platform workers: lessons from the DiPLab project”
- March 5, 12:00 pm - 1:15 pm
CANCELLED Anette FASANG (Humbolt-University Berlin) – “How do welfare states shape social inequality in work-family life courses ? “
- 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”
- February 6, 12:00 pm - 1:15 pm
Torkyld LINGSTAD (University of Oslo) – “Social change, genetics and the gender revolution. Results from analyses of 26000 Norwegian twins born 1915-1991”
- January 30, 12:00 pm - 1:15 pm
Ivan ERMAKOFF (Wisconsin University) – “Causality and History: Modes of Causal investigation”
- 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, 4:30 pm - 6:00 pm
Michael J. ROSENFELD (Stanford University) – “Disintermediating your friends : How online dating in the United States displaces other ways of meeting”
- September 26, 2019, 1:00 pm - 2:15 pm
Charles RAHAL et Aaron REEVES (University of Oxford) – “The Legacy of Longevity : Persistent inequalities in UK life expectancy 1500-2016”
- June 20, 2019, 1:00 pm - 2:15 pm
Thomas GRUND (University College Dublin) – “Public Denunciation and the Limits of Scandal”
- May 16, 2019, 1:00 pm - 2:15 pm
Alyson VAN RAALTE (Max Planck Institute for Demographic Research) – “The case for monitoring lifespan inequality “
- May 9, 2019, 1:00 pm - 2:15 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, 1:00 pm - 2:15 pm
Pierre MERCKLE (Université de Grenoble-Alpes) – “Mesurer, analyser (et corriger ?) les incohérences de réponses dans les enquêtes longitudinales”
- July 12, 2018, 1:00 pm - 2:15 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, 1:00 pm - 2:15 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, 1:00 pm - 2:15 pm
Dingeman WIERTZ (University of Oxford) – “Civic Inequalities across the United States : Civic Deserts, Civic Hotspots, and Their Persistence over Time”
- June 19, 2018, 3:00 pm - 4:30 pm
Felix TROPF (University of Oxford) – “Using genetic data for social science research”
- May 17, 2018, 1:00 pm - 2:15 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, 1:00 pm - 2:15 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, 1:00 pm - 2:15 pm
Gianluca MANZO – Complex contagions and the diffusion of innovations: evidence from a small-N case study
- September 28, 2017, 12:30 pm - 2:00 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, 12:00 pm - 1:30 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.
- June 25, 12:30 pm - 1:30 pm
Sylvain BENOIT (Université Paris-Dauphine, France) “T.B.A”
- June 25, 11:30 am - June 26, 12:30 am
Abdelaati DAOUIA (Toulouse School of Economics, France) “T.B.A”
- May 28, 12:30 pm - 1:30 pm
Christophe PERIGNON (HEC, France) “T.B.A”
- May 28, 11:30 am - May 29, 12:30 am
Mathieu FOURNIER (HEC Montréal, Canada) “T.B.A”
- April 23, 12:30 pm - 1:30 pm
Yannick HOGA (University of Duisburg-Essen, Germany) “T.B.A”
- April 23, 11:30 am - April 24, 12:30 am
Christian BROWNLESS (University Pompeu Fabra, Spain) “T.B.A”
- March 26, 11:30 am - 12:30 pm
CANCELLED Mika MEITZ (University of Helsinki) Testing for observation-dependent regime switching in mixture autoregressive models
- March 26, 10:30 am - 11:30 pm
CANCELLED : Eric HILLEBRAND (University of Aarhus, Denmark) “T.B.A”
- March 5, 11:00 am - 12:00 pm
Will CONG (Cornell University) “AlphaPortfolio and Interpretable AI for Finance”
- March 2, 3:30 pm - 4:30 pm
Julien Claisse (Université Paris Dauphine) “Mean Field Games with Branching”
- March 2, 2:30 pm - 3:30 pm
Jaksa Cvitanic (Caltech) “Large Tournament Games”
- February 3, 3:15 pm - 4:00 pm
Sébastien Farkas (LPSM, Sorbonne Université) “Cyber claim analysis through Generalized Pareto Regression Trees with applications to insurance”
- February 3, 2:30 pm - 3:15 pm
Laura TINSI (CREST, LFA) “Price formation and optimal trading in intraday electricity markets”
- January 30, 11:30 am - 12:30 pm
Christian CONRAD (University of Heidelberg, Germany) “Modelling the Forecast Errors: the (MF)^2 GARCH Model”
- January 30, 10:30 am - 11:30 pm
Alessandra LUATI (University of Bologna, Italy) “Semiparametric Modeling of Multiple Quantiles”
- 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, 3:30 pm - 4:30 pm
COCULESCU Delia (University of Zurich) “Continuous Time Distress Propagation: the Role of Cooperation”
- October 3, 2019, 12:30 pm - 1:30 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, 11:30 am - October 4, 2019, 12:30 am
Jean-Jacques FORNERON (Boston University) “Detecting Identification Failure in Moment Condition Models”
- June 20, 2019, 12:30 pm - 1:30 pm
Iryna OKHRIN (Dresden University of Technology, Germany) “On LASSO-GARCH Approach”
- June 20, 2019, 11:30 am - 12:30 pm
Ostap OKHRIN (Dresden University of Technology, Germany) “Stochastic Volatility with Jump Models: Moments, Simulation, and Estimation”
- May 28, 2019, 12:00 pm - 1:00 pm
Kris JACOBS (University of Houston) “Estimation and Filtering with Big Option Data : Implications for Asset Pricing”
- May 13, 2019, 3:30 pm - 4:30 pm
Archil GULISASHVILI (Ohio University) “Gaussian Stochastic Volatility Models: Scaling Regimes, Large Deviations, and Moment Explosions”
- May 9, 2019, 12:30 pm - 1:30 pm
Erwan KOCH (EPFL, Lausanne) “Infinitesimal Perturbation Analysis for Risk Measures Based on the Smith Max-Stable Random Field”
- May 9, 2019, 11:30 am - May 10, 2019, 12:30 am
Rogier QUAEDVLIEG (Erasmus University Rotterdam, Netherlands) “Conditional Superior Predictive Ability”
- April 11, 2019, 12:30 pm - 1:30 pm
Jean-Paul RENNE (Lausanne University, Swiss) “Fiscal Limits and Sovereign Credit Spreads”
- April 11, 2019, 11:30 am - 12:30 pm
Veronika CZELLAR (EDHEC, France) “Limited participation in the joint behavior of asset prices and individual consumptions”
- April 1, 2019, 3:30 pm - 4:30 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, 12:30 pm - 1:30 pm
Francesco VIOLANTE (CREST) “Dynamics of variance risk premia: A model for disentangling the price of risk”
- October 18, 2018, 11:30 am - October 19, 2018, 12:30 am
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, 12:00 pm - 1:00 pm
Richard LUGER (Université Laval, Québec) “Exact inference in long-horizon predictive quantile regressions with an application to stock returns”.
- June 21, 2018, 6:30 pm - 7:30 pm
Rasmus Søndergaard PEDERSEN (University of Copenhagen) “Testing GARCH-X type models”.
- June 21, 2018, 5:15 pm
Paolo SANTUCCI DE MAGISTRIS (Aarhus BSS) “Resuscitating the co-fractional model of Granger (1986)”.
For information concerning ENSAI’s events and/or Seminars, please visit the following page:
http://www.ensai.fr/crest-ensai/seminaires.html
@ENSAI
Adaptivity in Online Learning. Tim van Erven, Leiden University Download the syllabus
@ENSAE
Structural Econometrics – methods and applications, Hélène TURON, University of Bristol.
Topics in Behavioral Political Economy, Allan DRAZEN, University of Maryland.
Information-theoretic methods in computer science and statistics, Yury POLYANSKIY, MIT Download the syllabus
Estimation of Functionals of High-Dimensional Parameters: Bias Reduction and Concentration, Vladimir KOLTCHINSKII, School of Mathematics, Georgia Institute of Technology Download the syllabus
Short-Course Proposal : Risk Estimation via Copulas and Curve Time Series, Flavio A. Ziegelmann, Universidade Federal do Rio Grande do Sul (UFRGS), Brazil Download the syllabus