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Agenda
- 04
SeptemberMicroeconomics, SeminarsSimon LOERTSCHER (University of Melbourn...
“TBA”
12:15 PM - 1:30 PM09
SeptemberMacroeconomics, SeminarsOmar LICANDRO (University of Leicester) “t.b.a.”
12:15 PM - 1:30 PM11
SeptemberMicroeconomics, SeminarsZhijun CHEN (Monash University)
“TBA”
12:15 PM - 1:30 PM18
SeptemberMicroeconomics, SeminarsDmitry TAUBINSKY (UC Berkeley)
“TBA”
12:15 PM - 1:30 PM30
SeptemberMicroeconomics, SeminarsPaul-Henri MOISSON (TSE)
“The Cooperative and the For-Profits”
12:15 PM - 1:30 PM14
OctoberMacroeconomics, SeminarsHélène REY (London Business School) “t.b.a.”
12:15 PM - 1:30 PM04
NovemberMacroeconomics, SeminarsOlivier BLANCHARD (…) “t.b.a.”
12:15 PM - 1:30 PM07
NovemberThere are no upcoming events at this time.Publications
finance
Semiparametric copula models applied to the decomposition of claim amounts
In this paper, we develop a conditional copula model to analyze the distribution of a claim that generates different types of costs and/or simultaneously impacts several guarantees. Our methodology is ...
Scandinavian Actuarial Journal, 2024
statistics
Contextual Continuum Bandits: Static Versus Dynamic Regret
We study the contextual continuum bandits problem, where the learner sequentially receives a side information vector and has to choose an action in a convex set, minimizing a function associated to th ...
arXiv:2406.05714v1 [stat.ML], 2024
economics
Identifying European trade dependencies
We review and extend upon existing literature using product-level trade data to identify trade dependencies that expose the European Union to potential disruptions. While acknowledging the significanc ...
Pisani-Ferry, J, B Weder Di Mauro and J Zettelmeyer (eds), Paris Report 2: Europe's Economic Security, CEPR Press, Paris & London., 2024
statistics
Generalized multi-view model: Adaptive density estimation under low-rank constraints
We study the problem of bivariate discrete or continuous probability density estimation under low-rank constraints.For discrete distributions, we assume that the two-dimensional array to estimate is a ...
Arxiv, Cornell University, 2024