March 31, 2025 | Economics
Patricia Crifo répond aux questions sur l’intégration des dimensions économiques et financières dans la transition écologique dans l’enseignement des futurs ingénieurs
March 25, 2025 | Economics
Pierre Boyer, Héloïse Cloléry, Matías Núñez et Pauline Rossi apportent leur éclairage sur l’ensemble des axes de recherches des Nobels 2024.
March 25, 2025 | Finance-Insurance
Thomas's first publications as a PhD student at CREST-GENES with Exiom Partners
March 19, 2025 | CREST
Quels sont les produits et secteurs les plus vulnérables ? Quelles sont les dépendances critiques ? Comment renforcer la résilience européenne ?
March 19, 2025 | Economics
Julien Prat pour le média Vert
March 19, 2025 | Economics
L’IPP publie une étude consacrée à la question de la réembauche.
Research Fields
Economics
Explore economics topics studied at CREST.
Finance and Actuarial Science
Learn about finance and insurance studies at CREST.
Sociology
Discover sociology research at CREST.
Statistics
Explore statistics studies at CREST.
Activities
News
Get the latest updates and insights from CREST.
Doctoral Courses
Advance your academic journey with our doctoral courses at CREST.
Working Papers
Discover our research findings in our working papers.
From Our Researchers
Explore discussion papers from our researchers.
Agenda
- 07
AprilMacroeconomics, SeminarsGuido ASCARI (University of Pavia) “Great Layoff, Great Retirement and Post-pandemic Inflation”
12:15 PM - 1:30 PM07
AprilParis Econometrics Seminar, SeminarsKirill EVDOKIMOV (University Pompeu Fabr...
“Nonparametric Identification and Estimation with Non-Classical Errors-in-Vari...
4:00 PM - 5:30 PM08
AprilApplied Seminar, SeminarsMichela TINCANI (University College Lond...
“How Far Can Inclusion Go ? The Long-Term Impacts Of Preferential College Admi...
12:15 PM - 1:30 PM09
AprilMicroeconomics, SeminarsThomas GRAEBER (Harvard Business School)...
“TBA”
12:15 PM - 1:30 PM14
AprilSeminars, SociologyElena Pavan (University of Trento)
“An indestructible coalition? Spanning boundaries and sidelining differences ...
2:00 PM - 3:30 PM24
AprilFinance-Insurance, SeminarsBonsoo KOO (Monash University) “t.b.a.”
10:00 AM - 11:00 AM24
AprilFinance-Insurance, SeminarsAndreas HEINEN (Universite de Cergy-Pontoise.) “t.b.a.”
11:00 AM - 12:00 PM30
AprilMicroeconomics, SeminarsAnqi LI (University of Waterloo)
“TBA”
12:15 PM - 1:30 PM05
MayMacroeconomics, SeminarsNicolas COEURDACIER (Sciences Po) “t.b.a”
12:15 PM - 1:30 PM06
MayApplied Seminar, SeminarsGabriel ZUCMAN (PSE Bekerley)
“t.b.a.”
12:15 PM - 1:30 PM07
MayLocation: ENSAI
Economics, SeminarsXiaoyun Yu (Shanghai Advanced Institute of Finance)
11:00 AM - 12:15 PM07
MayMicroeconomics, SeminarsEun Jeong Heo (University of Seoul)
“TBA”
12:15 PM - 1:30 PM12
MayMacroeconomics, SeminarsYuriy GORODNICHENKO (University of California) “t.b.a”
12:15 PM - 1:30 PM12
MaySeminars, StatisticsYury POLYANSKIY (MIT)
TBA
2:00 PM - 2:00 PM13
MayLocation: ENSAI
Economics, SeminarsRobert Miller (Carnegie Mellon University)
11:00 AM - 12:15 PM13
MayApplied Seminar, SeminarsStefano CARIA (University of Warwick)
“t.b.a.”
12:15 PM - 1:30 PM14
MayMicroeconomics, SeminarsJoel VAN der WEELE (University of Amster...
“TBA”
12:15 PM - 1:30 PM14
MaySeminars, SociologyChristof BRANDTNER (EM LYON)
“t.b.a”
12:15 PM - 1:30 PM15
May- 07
AprilDoctoral Courses, FinanceAlessandra Luati (Imperial College London): “Inference in Time-Varying Parameter Models”
12:00 AM - 11:59 PM10
AprilDoctoral Courses, FinanceAlessandra Luati (Imperial College London): “Inference in Time-Varying Parameter Models”
12:00 AM - 11:59 PM06
MayDoctoral Courses, FinanceJan Obloj (University of Oxford): “X-OT: On Variants Of Optimal Transport Problem and Understanding Model Robustness”
12:00 AM - 11:59 PM07
MayDoctoral Courses, FinanceJan Obloj (University of Oxford): “X-OT: On Variants Of Optimal Transport Problem and Understanding Model Robustness”
12:00 AM - 11:59 PM13
May- 11
AprilConferences and Workshops, EconomicsParis Conference on Digital Economics
12:00 AM - 11:59 PM27
AprilConferences and Workshops, StatisticsWorkshop #ICLR 2025 Frontiers in Probabilistic Inference: Sampling Meets Learning
12:00 AM - 11:59 PM29
AprilConferences and Workshops, Finance-InsurancePetit déjeuner DATA & IA : Mieux quantifier et anticiper le risque cyber
8:30 AM - 10:00 AM08
MayConferences and Workshops, Finance-InsuranceAgeing and Sustainable Finance 2025
12:00 AM - 11:59 PM22
MayConferences and Workshops, Economics2025 Theories and Methods in Macro (T2M) Conference
12:00 AM - 11:59 PM02
JunePublications
statistics
Gradient-free stochastic optimization for additive models
We address the problem of zero-order optimization from noisy observations for an objective function satisfying the Polyak-Łojasiewicz or the strong convexity condition. Additionally, we assume that t ...
Arxiv, Cornell University, 2025
statistics
Modelling Pathwise Uncertainty of Stochastic Differential Equations Samplers via Probabilistic Numerics
Probabilistic ordinary differential equation (ODE) solvers have been introduced over the past decade as uncertainty-aware numerical integrators. They typically proceed by assuming a functional prior t ...
Bayesian Anal. Advance Publication 1-24, 2025
finance
Tree-based conditional copula estimation
This article proposes a regression tree procedure to estimate conditional copulas. The associated algorithm determines classes of observations based on covariate values and fits a simple parametric co ...
Dependence Modeling, Volume 13, Issue 1, 2025
economics
Private Wealth Over the Life Cycle: A Meeting Between Microsimulation and Structural Approaches
This paper embeds a structural model of private wealth accumulation over the life cycle within a dynamic microsimulation model designed for long-run projections of pensions. In such an environment, th ...
The Review of Income and Wealth, Volume 71, Issue 1, 2025