Name: Alexander Raklin (Massachusetts Institute of Technology): “Foundations of Interactive Decision Making”
Start: 2025-03-12T00:00:00+02:00
End: 2025-03-12T23:59:59+02:00

CREST Working Papers Series No. 2017-88

by Bastien Alonzo, Philippe Drobinski, Riwal Plougonven and Peter Tankov

Working Papers

Julien Trufin (Université Libre de Bruxelles): “Insurance Pricing and Financial Equilibrium through Autocalibration”

Alexander Raklin (Massachusetts Institute of Technology): “Foundations of Interactive Decision Making”

Isabelle MEJEAN (Sciences Po) – “The Fragmentation Paradox : De-risking Trade and Global Safety co-authored” with Thierry Mayer and Mathias Thoenig

Alexander Raklin (Massachusetts Institute of Technology): “Foundations of Interactive Decision Making”

Finance

The finite sample properties of Sparse M-estimators with Pseudo-Observations

Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations

Negative Binomial Autoregressive Process

About Kendall’s regression

Probabilistic forecasting of the wind energy resource at the monthly to seasonal scale

Optimal management of a wind power plant with storage capacity

Shapes of implied volatility with positive mass at zero

Trading against disorderly liquidation of a large position under asymmetric information and market impact

Pricing formulae for derivatives in insurance using the Malliavin calculus

Consistent Utility of Investment and Consumption : a forward/backward SPDE viewpoint

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