- February 24, 12:15 pm - 1:30 pm
Bérengère PATAULT (CREST) “Sales managers, poaching and network transmission in international markets “
Time: 12:15pm – 13:30 pm Date: 24th of February 2020 Place: Room 3001 Bérangère PATAULT (CREST) “Sales managers, poaching and network transmission in international markets ” Abstract : This paper investigates the role of managers’ networks for the acquisition of buyers in international markets. Buyers accumulation abroad is a crucial component of exporters growth: sales
- February 25, 12:15 pm - 1:30 pm
Andrea CANIDIO (INSEAD) – “Cryptotokens and cryptocurrencies: the extensive margin”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 25th of February 2020 Place: Room 3001 Andrea CANIDIO (INSEAD) – “Cryptotokens and cryptocurrencies: the extensive margin” Abstract: Cryptotokens and cryptocurrencies can have positive value only if their supply is finite in every period. Blockchain technology can guarantee this property on
- March 3, 12:15 pm - 1:30 pm
Richard BLUNDELL (University College London) – “Wages, Experience and Training of Women over the Lifecycle”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 3rd of March 2020 Place: Room 3001 Richard BLUNDELL (University College London) – “Wages, Experience and Training of Women over the Lifecycle” Abstract: Organizers: Xavier D’HAULTFOEUILLE (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- March 4, 12:15 am - 1:30 pm
Guillaume Plantin (Sciences Po) – “TBA”
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 4th March 2020 Place: Room 3001. Guillaume Plantin (Sciences Po) – “TBA” Abstract: “TBA” Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Pierre Boyer (CREST) Sponsors: CREST Lunch registration: Food provided, no registration needed.
- March 9, 12:15 am - 1:30 pm
Natalia Fabra (University Carlos III de Madrid) – “TBA”
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 9th March 2020 Place: Room 3001. Natalia Fabra (University Carlos III de Madrid)- “TBA” Abstract: “TBA” Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Pierre Boyer (CREST) Sponsors: CREST Lunch registration: Food provided, no registration needed.
- March 10, 12:15 pm - 1:30 pm
Séverine TOUSSAERT (University of Oxford) – “TBA”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 10th of March 2020 Place: Room 3001 Séverine TOUSSAERT (University of Oxford) – “TBA” Abstract: Organizers: Xavier D’HAULTFOEUILLE (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- March 16, 12:15 pm - 1:30 pm
HIRANO Tomohiro “Royal Holloway” (T.B.A)
Time: 12:15pm – 13:30 pm Date: 16th of March 2020 Place: Room 3001 HIRANO Tomohiro “Royal Holloway” (T.B.A) Abstract : t.b.a
- March 18, 12:15 pm - 1:30 pm
Philipp KIRCHER (European University Institute) – “TBA”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 18th of March 2020 Exceptionally Wednesday Place: Room 3001 Philipp KIRCHER (European University Institute) – “TBA” Abstract: Organizers: Xavier D’HAULTFOEUILLE (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- March 23, 12:15 pm - 1:30 pm
David THESMAR (MIT) (T.B.A)
Time: 12:15pm – 13:30 pm Date: 23th of March 2020 Place: Room 3001 David THESMAR (MIT) (T.B.A) Abstract : t.b.a
- March 24, 12:15 pm - 1:30 pm
Anders KOCK (University of Oxford) – “TBA”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 24th of March 2020 Place: Room 3001 Anders KOCK (University of Oxford) – “TBA” Abstract: Organizers: Xavier D’HAULTFOEUILLE (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- March 25, 12:15 am - 1:30 pm
Francesco Squintani (University of Warwick) – “TBA”
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 25th March 2020 Place: Room 3001. Francesco Squintani (University of Warwick) – “TBA” Abstract: “TBA” Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Pierre Boyer (CREST) Sponsors: CREST Lunch registration: Food provided, no registration needed.
- March 30, 12:15 pm - 1:30 pm
BHANDARI Anmol (U Minnesota) “T.B.A”
Time: 12:15pm – 13:30 pm Date: 30th of March 2020 Place: Room 3001 BHANDARI Anmol (U Minnesota) “T.B.A” Abstract : t.b.a
- March 31, 12:15 pm - 1:30 pm
Kirill BORUSYAK (University College London) – “TBA”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 31th of March 2020 Place: Room 3001 Kirill BORUSYAK (University College London) – “TBA” Abstract: Organizers: Xavier D’HAULTFOEUILLE (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- April 1, 12:15 am - 1:30 pm
Giacomo Calzolari (European University Institute) – “TBA”
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 1st April 2020 Place: Room 3001. Giacomo Calzolari (European University Institute) – “TBA” Abstract: “TBA” Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Pierre Boyer (CREST) Sponsors: CREST Lunch registration: Food provided, no registration needed.
- April 8, 12:15 am - 1:30 pm
Nikos Nikiforakis (NYU Abu Dhabi) – “TBA”
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 8th April 2020 Place: Room 3001. Nikos Nikiforakis (NYU Abu Dhabi) – “TBA” Abstract: “TBA” Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Pierre Boyer (CREST) Sponsors: CREST Lunch registration: Food provided, no registration needed.
- April 20, 12:15 pm - 1:30 pm
Franck PORTIER (UCL) “T.B.A”
Time: 12:15pm – 13:30 pm Date: 20th of April 2020 Place: Room 3001 Franck PORTIER (UCL) “T.B.A” Abstract : t.b.a
- April 21, 12:15 pm - 1:30 pm
Marc KAUFMANN (Central European University) – “TBA”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 21th of April 2020 Place: Room 3001 Marc KAUFMANN (Central European University) – “TBA” Abstract: Organizers: Xavier D’HAULTFOEUILLE (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- April 22, 12:15 am - 1:30 pm
Elliot Ash (ETH Zürich) – “TBA”
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 22th April 2020 Place: Room 3001. Elliot Ash (ETH Zürich) – “TBA” Abstract: “TBA” Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Pierre Boyer (CREST) Sponsors: CREST Lunch registration: Food provided, no registration needed.
- April 27, 12:15 pm - 1:30 pm
Axel GOTTFRIES (University of Edinburg) “T.B.A”
Time: 12:15pm – 13:30 pm Date: 27th of April 2020 Place: Room 3001 Axel GOTTFRIES (University of Edinburg) “T.B.A” Abstract : t.b.a
- April 28, 12:15 pm - 1:30 pm
Ioana MARINESCU (University of Pennsylvania) – “TBA”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 28th of April 2020 Place: Room 3001 Ioana MARINESCU (University of Pennsylvania) – “TBA” Abstract: Organizers: Xavier D’HAULTFOEUILLE (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- May 4, 12:15 pm - 1:30 pm
Cosmin ILUT (Duke) “T.B.A”
Time: 12:15pm – 13:30 pm Date: 04th of May 2020 Place: Room 3001 Cosmin ILUT (Duke) “T.B.A” Abstract : t.b.a
- May 5, 12:15 pm - 1:30 pm
Emmanuel FLACHAIRE (Université d’Aix-Marseille) – “TBA”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 5th of May 2020 Place: Room 3001 Emmanuel FLACHAIRE (Université d’Aix-Marseille) – “TBA” Abstract: Organizers: Xavier D’HAULTFOEUILLE (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- May 6, 12:15 am - 1:30 pm
Andreas Kotsadam (The Frisch Centre) – “TBA”
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 6th May 2020 Place: Room 3001. Andreas Kotsadam (The Frisch Centre) – “TBA” Abstract: “TBA” Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Pierre Boyer (CREST) Sponsors: CREST Lunch registration: Food provided, no registration needed.
- May 12, 12:15 pm - 1:30 pm
François GERARD (Queen Mary University) – “TBA”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 12th of May 2020 Place: Room 3001 François GERARD (Queen Mary University) – “TBA” Abstract: Organizers: Xavier D’HAULTFOEUILLE (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- May 13, 12:15 am - 1:30 pm
Mattia NARDOTTO (KU Leuven) – “TBA”
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 13th May 2020 Place: Room 3001. Mattia NARDOTTO (KU Leuven) – “TBA” Abstract: “TBA” Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Pierre Boyer (CREST) Sponsors: CREST Lunch registration: Food provided, no registration needed.
- May 19, 12:15 am - 1:30 pm
Yinghua He (Rice University) – “TBA”
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 13th May 2020 Place: Room 3001. Yinghua He (Rice University) – “TBA” Abstract: “TBA” Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Pierre Boyer (CREST) Sponsors: CREST Lunch registration: Food provided, no registration needed.
- May 19, 12:15 am - 1:30 pm
Yinghua He (Rice University) – “TBA”
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 19th May 2020 Place: Room 3001. Yinghua He (Rice University) – “TBA” Abstract: “TBA” Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Pierre Boyer (CREST) Sponsors: CREST Lunch registration: Food provided, no registration needed.
- May 19, 12:15 pm - 1:30 pm
Kirill EVDOKIMOV (Universat Pompeu Fabra) – “TBA”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 19th of May 2020 Place: Room 3001 Kirill EVDOKIMOV (Universat Pompeu Fabra) – “TBA” Abstract: Organizers: Xavier D’HAULTFOEUILLE (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- May 25, 12:15 pm - 1:30 pm
David ARGENTE (Penn State) “T.B.A”
Time: 12:15pm – 13:30 pm Date: 25h of May 2020 Place: Room 3001 David ARGENTE (Penn State) “T.B.A” Abstract : t.b.a
- May 26, 12:15 pm - 1:30 pm
Arnaud MAUREL (Duke University) – “TBA”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 26th of May 2020 Place: Room 3001 Arnaud MAUREL (Duke University) – “TBA” Abstract: Organizers: Xavier D’HAULTFOEUILLE (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- May 27, 12:15 am - 1:30 pm
Mathieu Marcoux (Université de Montréal) – “TBA”
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 27th May 2020 Place: Room 3001. Mathieu Marcoux (Université de Montréal) – “TBA” Abstract: “TBA” Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Pierre Boyer (CREST) Sponsors: CREST Lunch registration: Food provided, no registration needed.
- June 2, 12:15 pm - 1:30 pm
Fabian ECKERT (Princetown University) – “TBA”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 2nd of June 2020 Place: Room 3001 Fabian ECKERT (Princetown University) – “TBA” Abstract: Organizers: Xavier D’HAULTFOEUILLE (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- June 16, 12:15 pm - 1:30 pm
Dennis KRISTENSEN (University College London) – “TBA”
The Microeconometrics Seminar: Every Tuesday at 12:15 pm. Time: 12:15 pm – 1:30 pm Date: 16th of June 2020 Place: Room 3001 Dennis KRISTENSEN (University College London) – “TBA” Abstract: Organizers: Xavier D’HAULTFOEUILLE (Laboratoire de Microéconométrie-CREST) Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) Sponsors: CREST
- June 17, 12:15 am - 1:30 pm
Aureo DE PAULA (University College London) – “TBA”
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 17 June 2020 Place: Room 3001. Aureo DE PAULA (University College London) – “TBA” Abstract: “TBA” Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Pierre Boyer (CREST) Sponsors: CREST Lunch registration: Food provided, no registration needed.
- June 24, 12:15 am - 1:30 pm
Jeanine Thal (University of Rochester) – “TBA”
CREST Microeconomics Seminar : Time: 12:15 pm – 1:30pm Date: 24th June 2020 Place: Room 3001. Jeanine Thal (University of Rochester) – “TBA” Abstract: “TBA” Organizers: Roxana Fernandez Machado (CREST), Marie Laure Allain (CREST), and Pierre Boyer (CREST) Sponsors: CREST Lunch registration: Food provided, no registration needed.
- 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, 12:30 pm - 1:45 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, 12:30 pm - 1:45 pm
Alessandra ALLOCCA (University of Mannheim) “No Man is an Island “: An Empirical Study on Team Formation and Performance
- January 21, 12:30 pm - 1:45 pm
Camilo ACOSTA-MEJIA (UToronto) ” Spatial Wage Differentials, Geographic Frictions and the Organization of Labor within Firms”
- January 17, 12:30 pm - 1:45 pm
TRAN Kévin Ducbao (German Institute for Economic Research (DIW Berlin) “Partitioned Pricing and Consumer Welfare”
- January 15, 12:30 pm - 1:45 pm
QIU Chen (LSE) “Minimax Learning for Average Regression Functionals with an Application to Electoral Accountability and Corruption”
- January 14, 12:30 pm - 1:45 pm
Pieter de VLIEGER (University of Michigan) “Quantifying Sources of Persistent Prescription Behavior : Evidence from Belgium”
- January 13, 12:30 pm - 1:45 pm
Elia LAPENTA (TSE) “A Bootstrap Specification Test for Semiparametric Models with Generated Regressors”
- January 10, 12:30 pm - 1:45 pm
RUBENS Michal (KU Leuven) “Ownership consolidation, monopsony power and efficiency”
- January 6, 12:15 pm - 1:30 pm
ANDRIES Marianne (TSE) “Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty”
- December 18, 2019, 12:15 am - 1:30 pm
Philipp Strack (UC Berkeley – Yale University) – t.b.a.
- December 17, 2019, 12:15 pm - 1:15 pm
Lucas GIRARD (CREST) – “Measuring Speech Polarization: Identification and Estimation”
- December 16, 2019, 12:15 pm - 1:30 pm
CHALLE Edouard (Ecole Polytechnique and CREST) “Optimal Monetary Policy in HANK Economies”
- December 13, 2019, 10:30 am - 11:45 am
Alberto ABADIE (MIT) – “Statistical Non-Significance in Empirical Economics”
- December 11, 2019, 12:15 am - 1:30 pm
Ao Wang -“A BLP Demand Model of Product-Level Market Shares with Complementarity”
- December 10, 2019, 12:15 pm - 1:15 pm
Antoine BERTHEAU (CREST) – “ Identifying Core Parameters of Labor Market Models: Evidence from Unexpected Worker Separations “
- December 4, 2019, 2:00 pm - 3:15 pm
Narayana KOCHERLAKOTA (Rochester) “21st Century Macro”
- December 4, 2019, 12:15 am - 1:30 pm
Anasuya Raj (CREST) – “Optimal income taxation in the presence of networks of altruism”
- December 3, 2019, 12:15 pm - 1:30 pm
James SNYDER (Harvard University) – “The Growth of Campaign Advertising in the U.S., 1880 to 1930”
- December 2, 2019, 12:15 pm - 1:30 pm
Jean-Baptiste MICHAU (Ecole Polytechnique and CREST) “Helicopter Drops of Money under Secular Stagnation”
- November 27, 2019, 12:15 am - 1:30 pm
Christophe Bellégo (CREST) – “Entry and Strategic Reactions in a Deregulated Industry: Evidence from French Broadband Internet”
- November 26, 2019, 11:30 am - 12:45 pm
CANCELED – Roberto WEBER (University of Zurich) – “Continuous Gender, Sex and Economic Decision Making”
- November 25, 2019, 12:15 pm - 1:30 pm
ZANETTI Francesco (Oxford) ” Search Complementarities, Aggregate Fluctuations and Fiscal Policy”
- November 20, 2019, 12:15 am - 1:30 pm
Estelle Cantillon (Université libre de Bruxelles) – “What is price discovery achieving in the New Zealand electricity market ?”
- November 19, 2019, 12:15 pm - 1:30 pm
Natalie BAU (UCLA) – “Misallocation and Capital Market Integration: Evidence From India”
- November 18, 2019, 12:15 pm - 1:30 pm
EECKHOUT Jan (UPF) “Quantifying Market Power”
- November 13, 2019, 12:15 am - 1:30 pm
Maria Ana Vitorino (INSEAD) – “Drip Pricing When Consumers Have Limited Foresight: Evidence from Driving School Fees”
- November 12, 2019, 12:15 pm - 1:30 pm
Rafael LALIVE (University of Lausanne) – “How Stated Gender Preference Affects Gender Segregation Across Firms”
- November 7, 2019, 12:15 am - 1:30 pm
Béatrice Cherrier (Université Cergy-Pontoise) – “A century of economics and engineering at Stanford”
- November 6, 2019, 2:00 pm - 3:00 pm
Badr-Eddine CHERIEF-ABDELLATIF(CREST) – “Theoretical Study of Variational Inference”
- November 6, 2019, 12:15 am - 1:30 pm
Harry Di Pei (Northwestern University) – “Reputation Building with Endogenous Speed of Learning”
- November 5, 2019, 12:15 pm - 1:30 pm
Simon JÄGER (MIT) – “Labor in the Boardroom”
- November 4, 2019, 12:15 pm - 1:30 pm
BERGEAUD Antonin (Banque de France) “A Theory of Falling Growth and Rising Rents”
- October 24, 2019, 12:30 pm - 1:30 pm
Germain Gauthier (CREST): “Mining Narratives in Large Text Corpora”
- October 17, 2019, 12:15 am - 1:30 pm
Steven Berry (Yale University) – “Estimating Labor Market Power”
- October 16, 2019, 12:15 am - 1:30 pm
Martin Oehmke (LSE) – “A Theory of Socially Responsible Investment”
- October 15, 2019, 12:15 pm - 1:30 pm
Clément de CHAISEMARTIN (UCSB) – “The long-term effects of a boarding school for disadvantaged students”
- October 14, 2019, 12:15 pm - 1:30 pm
MOSER Christian (Columbia Business School) “The Gender Gap: Micro Sources and Macro Consequences”
- October 10, 2019, 12:15 pm - 1:15 pm
Yannick Guyonvarch (CREST): “Finite sample inference in linear regression without Normal errors”
- October 9, 2019, 12:15 pm - 1:30 pm
ROSSI Pauline (University of Amsterdam) “Spillovers in childbearing decisions and fertility transitions: evidence from China’s family planning policies”
- October 8, 2019, 12:15 pm - 1:30 pm
Gérard VAN DEN BERG (University of Bristol) – “Mandatory Integration Agreements for Unemployed Job Seekers: a Randomized Controlled Trial in Germany”
- October 7, 2019, 12:15 am - 1:30 pm
Matthew Jackson (Stanford University) – “What Makes Financial Networks Special? Distorted Investment Incentives, Regulation, and Systemic Risk Measurement”
- October 1, 2019, 12:15 pm - 1:15 pm
Vincenzo CAPONI (CREST, IZA) – “Assortative Mating and Migration”
- September 30, 2019, 12:15 pm - 1:30 pm
VIOLANTE Gianluca (Princeton University) “Firm and Worker Dynamics in a Frictional Labor Market”
- September 25, 2019, 12:15 am - 1:30 pm
Mattia Nardotto (KU Leuven) – “Price norms and consumption behavior”
- September 24, 2019, 12:15 pm - 1:30 pm
Gregory JOLIVET (University of Bristol) – “A Structural Analysis of Health and Labor Market Trajectories”
- September 23, 2019, 12:15 pm - 1:30 pm
MEDINA QUISPE Pamela (University of Toronto) “Capital-Reallocation Frictions and Trade Shocks”
- September 18, 2019, 12:15 am - 1:30 pm
Roberto Galbiati (Sciences Po) – “Les Liaisons Dangereuses: Politics and Wealth in the Florentine Republic”
- March 2, 2:00 pm - 3:15 pm
Richard NICKL (University of Cambridge) – ” On Bayesian solutions of some statistical inverse boundary value problems “
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) – “On Bayesian solutions of some statistical inverse boundary value problems “ Abstract: We discuss Bayesian inference in a class of nonlinear statistical inverse problems arising with partial differential equations
- 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
- February 19, 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, 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, 2:00 pm - 3:15 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)”
- 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 11, 12:15 pm - 1:30 pm
Antonio CASILLI (Telecom Paris) et Paola TUBARO (CNRS, LRI, CMH) – “The social capital of platform workers: lessons from the DiPLab project”
The Sociology Seminar: Time: 12:15 pm – 13:30 pm Date: 11th of March 2020 Exceptionally Wednesday Place: Room 3105, ENSAE. Antonio CASILLI (Telecom Paris) et Paola TUBARO (CNRS, LRI, CMH) “The social capital of platform workers: lessons from the DiPLab project“ Abstract : Today’s smart solutions, computer vision technologies, and virtual assistants are predicated on the
- 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
- 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, 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
- 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?
- March 5, 11:00 am - 12:00 pm
Will CONG (Cornell University) “AlphaPortfolio and Interpretable AI for Finance”
FINANCIAL ECONOMETRICS SEMINAR Time:11:00 Date: 5th of March 2020 Place: Room 3001 Will CONG (Cornell University) “AlphaPortfolio and Interpretable AI for Finance” Abstract :We propose a reinforcement-learning-based portfolio management model, an alternative that improves upon the traditional two-step portfolio-construction paradigm a la Markowitz (1952), to directly optimize investors’ objectives under dynamic constraints. We enhance cutting-edge
- 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?
- February 3, 4:15 pm - 5:00 pm
Sébastien Farkas (LPSM, Sorbonne Université) “Cyber claim analysis through Generalized Pareto Regression Trees with applications to insurance”
- February 3, 3:30 pm - 4:15 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, 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, 3:30 pm - 4:30 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, 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, 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, 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, 3:30 pm - 4:30 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, 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”
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
Information-theoretic methods in computer science and statistics, Yury POLYANSKIY, MIT Download the syllabus
Topics in Behavioral Political Economy, Allan DRAZEN, University of Maryland 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