Calendar of Events
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Boris MUZELLEC (INRIA – SIERRA) – “Imputing missing data using regularized optimal transport”
Boris MUZELLEC (INRIA – SIERRA) – “Imputing missing data using regularized optimal transport”
The Statistics-Econometrics-Machine Learning Seminar. Time: 14:00 pm - 15:00 pm Date: 6th of January 2021 Place: Online Boris MUZELLEC (INRIA - SIERRA) - "Imputing missing data using regularized optimal transport" Abstract : Missing data is a crucial issue when applying machine learning algorithms to real-world datasets. Indeed, even with a small fixed proportion of missing values, […]
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Clément de CHAISEMARTIN (UCSB) – “Difference-in-Differences Estimators of Intertemporal Treatment Effects”
Clément de CHAISEMARTIN (UCSB) – “Difference-in-Differences Estimators of Intertemporal Treatment Effects”
The Microeconometrics Seminar: Time: 04:30 pm - 5:45 pm Date: 7th of January 2021 exceptionally by visio Clément de CHAISEMARTIN (UCSB) - "Difference-in-Differences Estimators of Intertemporal Treatment Effects" Abstract: We consider the estimation of the effect of a policy or treatment, using panel data where different groups of units are exposed to the treatment at […]
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Nicolas SCHREUDER (CREST) – “A minimax framework for quantifying risk-fairness trade-off in regression”
Nicolas SCHREUDER (CREST) – “A minimax framework for quantifying risk-fairness trade-off in regression”
The Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:15 pm Date: 11th of January 2021 Place: Visio Nicolas SCHREUDER (CREST) - "A minimax framework for quantifying risk-fairness trade-off in regression" Abstract: A theoretical framework is proposed for the problem of learning a real-valued function which meets fairness requirements. This framework is built upon […]
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Marica VALENTE (Berlin School of Economics) – “Heterogeneous effects of waste-pricing strategies”
Marica VALENTE (Berlin School of Economics) – “Heterogeneous effects of waste-pricing strategies”
The Microeconometrics Seminar: Every Tuesday Job market interview (ENSAI) Time: 1:00 pm - 2:00 pm Date: 12th of January 2021 by visio Marica VALENTE (Berlin School of Economics) - "Heterogeneous effects of waste-pricing strategies" Abstract: Using machine learning methods in a quasi-experimental setting, I study the heterogeneous effects of introducing waste prices---unit prices on household unsorted […]
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Matteo BIZZARRI (Bocconi) – “Supply and Demand Function Equilibrium: Trade in a Network of Superstar Firms”
Matteo BIZZARRI (Bocconi) – “Supply and Demand Function Equilibrium: Trade in a Network of Superstar Firms”
CREST Microeconomics Seminar : Job market interview Time: 12:15 pm - 1:30pm Date: 13th January 2021 Room: VISIO Matteo BIZZARRI (Bocconi) - "Supply and Demand Function Equilibrium: Trade in a Network of Superstar Firms" Abstract: : This paper studies how input-output connections among rms determine the distribution and the welfare impact of market power in […]
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Stella CHATZITHEOCHARI (University of Warwick) – “Changing Togetherness? A New Look at Trends in Couple Time in the UK”
Stella CHATZITHEOCHARI (University of Warwick) – “Changing Togetherness? A New Look at Trends in Couple Time in the UK”
The Sociology Seminar: Thursdays Time: 12:00 pm - 1:15 pm Date: 14 th of January 2021 Place: Visio Stella CHATZITHEOCHARI (University of Warwick) - "Changing Togetherness? A New Look at Trends in Couple Time in the UK" Abstract :This paper examines changes in couple time across the life-course. Recent years have witnessed an increasing interest […]
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Mayya ZHILOVA (Georgia Institute of Technology) – “Higher-order accuracy of the bootstrap and the normal approximation on the set of all Euclidean balls”
Mayya ZHILOVA (Georgia Institute of Technology) – “Higher-order accuracy of the bootstrap and the normal approximation on the set of all Euclidean balls”
The Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:15 pm Date: 18th of January 2021 Place: Visio Mayya ZHILOVA (Georgia Institute of Technology) - "Higher-order accuracy of the bootstrap and the normal approximation on the set of all Euclidean balls" Abstract: In this talk I would like to discuss the problem of establishing […]
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Clément GAUCHY (CEA/CMAP) – “Adaptive importance sampling for fragility curve estimation”
Clément GAUCHY (CEA/CMAP) – “Adaptive importance sampling for fragility curve estimation”
The Statistics-Econometrics-Machine Learning Seminar. Time: 14:00 pm - 15:00 pm Date: 20th of January 2021 Place: Online Clément GAUCHY (CEA/CMAP) - "Adaptive importance sampling for fragility curve estimation" Abstract : As part of the risk assessment of the seismic safety of industrial installations, it is necessary to characterize the robustness of civil engineering structures to seismic […]
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Mathieu FOURNIER (HEC Montréal) “Conditional Risk Premia in the Cross-Section of Option Returns”
Mathieu FOURNIER (HEC Montréal) “Conditional Risk Premia in the Cross-Section of Option Returns”
FINANCIAL ECONOMETRICS SEMINAR Time: 16:00 Date: 28th of January 2021 Place: Zoom Mathieu FOURNIER (HEC Montréal) "Conditional Risk Premia in the Cross-Section of Option Returns" Abstract :We develop a factor model of option returns to study conditional risk premia. Option exposures are modeled nonparametrically and factor risk premia may vary non-linearly with states. The model […]
Abdelaati DAOUIA (TSE, University of Toulouse Capitole) “Extremile Regression”
Abdelaati DAOUIA (TSE, University of Toulouse Capitole) “Extremile Regression”
FINANCIAL ECONOMETRICS SEMINAR Time: 17:00 Date: 28th of January 2021 Place: Zoom Abdelaati DAOUIA (TSE, University of Toulouse Capitole) "Extremile Regression" Abstract :Regression extremiles define a least squares analogue of regression quantiles. They are determined by weighted expectations rather than tail probabilities. Of special interest is their intuitive meaning in terms of expected minima and […]