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Agenda
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SeptemberApplied Seminar, SeminarsLéonard BOCQUET (PSE-Cambridge) “The Network Origin of Slow Labor Reallocation”
12:15 PM - 1:30 PM11
SeptemberMicroeconomics, SeminarsZhijun CHEN (Monash University)
“TBA”
12:15 PM - 1:30 PM16
SeptemberSeminars, StatisticsGil KUR (Université de Zurich)
TBA
2:00 PM - 3:30 PM17
SeptemberApplied Seminar, SeminarsRoberto GALBIATI (Sciences Po)
“Science under Inquisition : The allocation of talent in early modern Europe ....
12:15 PM - 1:30 PM18
SeptemberMicroeconomics, SeminarsDmitry TAUBINSKY (UC Berkeley)
“TBA”
12:15 PM - 1:30 PM24
SeptemberApplied Seminar, SeminarsDita ECKARDT (Warwick)
“t.b.a.”
12:15 PM - 1:30 PM30
SeptemberMicroeconomics, SeminarsPaul-Henri MOISSON (TSE)
“The Cooperative and the For-Profits”
12:15 PM - 1:30 PM01
OctoberApplied Seminar, SeminarsJoshua BLUMENSTOCK (Berkeley)
“t.b.a.”
12:15 PM - 1:30 PM14
OctoberMacroeconomics, SeminarsHélène REY (London Business School) “t.b.a.”
12:15 PM - 1:30 PM15
OctoberApplied Seminar, SeminarsShuang ZHANG (Imperial College London)
“t.b.a.”
12:15 PM - 1:30 PM24
OctoberFinance, Financial Econometrics, SeminarsTimo DIMITRIADIS (Heidelberg University) ” t.b.a.”
11:00 AM - 12:00 PM04
NovemberMacroeconomics, SeminarsOlivier BLANCHARD (Petersen Institute for International Economics) “t.b.a.”
12:15 PM - 1:30 PM07
NovemberFinance, Quantitative Sustainable Economics and Finance, SeminarsRaman UPPAL (EDHEC Business School) “Evaluating the Impact of Portfolio Mandates”
11:30 AM - 12:30 PM25
NovemberPublications
finance
Bayesian credibility model with heavy tail random variables: calibration of the prior and application to natural disasters and cyber insurance
The Bayesian credibility approach is a method for evaluating a certain risk of a segment of a portfolio (such as policyholder or category of policyholders) by compensating for the lack of historical d ...
European Actuarial Journal, 2024
statistics
Minimax estimation of functionals in sparse vector model with correlated observations
We consider the observations of an unknown s-sparse vector θ corrupted by Gaussian noise with zero mean and unknown covariance matrix Σ. We propose minimax optimal methods of estimating the ℓ2 n ...
Arxiv, Cornell University, 2024
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