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.
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Publications
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