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Events for January 2018

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Eric MOULINES (Ecole Polytechnique) – “Algorithmes de simulation de Langevin “

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Frédéric SCHNEIDER (Yale University) – “Mental Capabilities, Trading Styles, and Asset Market Bubbles: Theory and Experiment” with Andreas HEFTI and Steve HEINKE

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Giusepe BERTOLA (Université de Turin) – ” Distribution, Distortions, and Market Integration Dynamics”

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Job Market Interview – Bary PRADELSKI (ETH Zurich) – “The assignment game: Decentralized dynamics, rate of convergence and the value of information”

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Leïla FROUILLOU ( Paris 8 Vincennes – Saint-Denis) – “Ségrégations universitaires en Ile de France : d’APB aux trajectoires d’études “

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Donatien HAINAUT (Université Catholique de Louvain, Belgium) “A Self-Excited Switching Jump Diffusion (SESJD): Properties, Calibration and Hitting Time.

Jean-Marc BARDET (Paris I) “Non-Parametric Estimation of Time Varying AR(1)-Processes with Local Stationarity and Periodicity”.

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Anatoli JUDITSKY (Université Grenoble Alpes) – “Agrégation des estimateurs à partir d’observations indirectes”

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