BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//CREST - ECPv5.1.3//NONSGML v1.0//EN
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-WR-CALNAME:CREST
X-ORIGINAL-URL:https://crest.science
X-WR-CALDESC:Events for CREST
BEGIN:VTIMEZONE
TZID:Europe/Helsinki
BEGIN:DAYLIGHT
TZOFFSETFROM:+0200
TZOFFSETTO:+0300
TZNAME:EEST
DTSTART:20250330T010000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0300
TZOFFSETTO:+0200
TZNAME:EET
DTSTART:20251026T010000
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
DTSTART;VALUE=DATE:20250703
DTEND;VALUE=DATE:20250704
DTSTAMP:20260710T055943
CREATED:20250611T163829Z
LAST-MODIFIED:20250627T060928Z
UID:18124-1751500800-1751587199@crest.science
SUMMARY:CREST – CentraleSupélec workshop « Mathématiques du risque et de la finance »
DESCRIPTION:Date: July 3rd\, 2025 \nPlace: Bâtiment d’Enseignement Mutualisé\, Room 3 1003 \nProgramme: \n12h30 – 13h30: Déjeuner cocktail (espace de convivialité du 4ème étage coté pôle finance) \n13h30 – 14h00: Ioane Muni-Toke (CentraleSupéléc) « Neural Hawkes: Non-Parametric Estimation in High Dimension and Causality Analysis in Cryptocurrency Markets » \n14h00 – 14h30: Caroline Hillairet (CREST) « Multivariate Self-Exciting Process with Dependencies and application for risk quantification » \n14h30 – 15h00: Jean-David Fermanian (CREST) « Model-based vs. agnostic methods for the prediction of time-varying covariance matrices » \n15h00-15h30: Pause \n15h30 – 16h00: Christian Bongiorno (CentraleSupéléc) « Optimal Covariance Matrix Cleaning with Machine Learning » \n16h00 – 16h30: Gaoyue Guo (CentraleSupéléc) «  Does mutual holding reduce systemic risk? » \n16h30 – 17h00: Jean-François Chassagneux (CREST) « An optimal transport approach to multiple quantile hedging problems » \n  \n
URL:https://crest.science/event/crest-centralesupelec-workshop-mathematiques-du-risque-et-de-la-finance/
CATEGORIES:Conferences and Workshops,Finance-Insurance
END:VEVENT
END:VCALENDAR