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DTSTART:20210328T010000
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DTSTART;TZID=Europe/Helsinki:20210527T110000
DTEND;TZID=Europe/Helsinki:20210527T120000
DTSTAMP:20260712T072451
CREATED:20210511T070459Z
LAST-MODIFIED:20210511T071033Z
UID:12708-1622113200-1622116800@crest.science
SUMMARY:Christian BROWNLEES (Universitat Pompeu Fabra\,  Barcelona) "Empirical Risk Minimization for Time Series"
DESCRIPTION:The Financial Econometrics Seminar: \nTime: 11:00 pm\nDate: 27th of May 2021\nby Zoom\n\n\nChristian BROWNLEES (Universitat Pompeu Fabra\, Barcelona) “Empirical Risk Minimization for Time Series” \nAbstract :Empirical risk minimization is a standard principle for choosing algorithms in learning theory. In this paper we study empirical risk minimization for choosing a recursive prediction algorithm to forecast a univariate time series.\nThe class of algorithms we consider includes 1-step-ahead prediction formulae of ARMA and GARCH models. The analysis is nonparametric in the sense that the relation between the prediction algorithm and the time series is assumed to be unknown. We establish performance bounds for empirical risk minimization based on a companion Markov chain that embeds the time series and the prediction algorithm. \nThis is a joint work : with Jordi Llorens-Terrazas.\n \n  \nOrganizers:\n\nJean-Michel ZAKOIAN  (CREST) \nSponsors:\nCREST \n\n
URL:https://crest.science/event/christian-brownlees-universitat-pompeu-fabra-barcelona-empirical-risk-minimization-for-time-series/
CATEGORIES:Finance-Insurance,Financial Econometrics
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BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20210527T120000
DTEND;TZID=Europe/Helsinki:20210527T131500
DTSTAMP:20260712T072451
CREATED:20210113T073905Z
LAST-MODIFIED:20210504T075559Z
UID:12512-1622116800-1622121300@crest.science
SUMMARY:Mirna SAFI (OSC) et Olivier GODECHOT (MaxPo\, OSC) - “Assessing the intersection of categorical inequalities in French workplaces”
DESCRIPTION:\nSociology Seminar: Thursdays\nTime: 12:00 pm – 1:15 pm\nDate: 27 th of May 2021\nPlace: Visio \nMirna SAFI (OSC) et Olivier GODECHOT (MaxPo\, OSC) – “Assessing the intersection of categorical inequalities in French workplaces” \nAbstract : In this article\, we combine intersectional and organization theoretical insights and ask how different types of inequality are related within French workplaces. Our motivation is to clarify the meaning of workplaces as “inequality regimes” by asking if workplaces reinforce multiple inequalities or if there are tradeoffs between them. Using French administrative data and novel techniques\, we scrutinize correlations between class\, gender and nativity wage gaps at the workplace level. We also study how each of these gaps relate to a fourth measure of wage inequality we call intra-categorical inequality (i.e within the three-level cross-categorization class×gender×nativity). We discuss two sets of findings. First gender and nativity wage gaps are negatively correlated within workplaces. Second\, while the gender gap is higher in more unequal workplaces\, the nativity gap is higher in more equal workplaces. Finally\, we also ask how industry\, urban environment\, and various workplace characteristics affect these patterns. Our findings suggest that workplaces are not just sites of producing multidimensional inequality\, but sites which specialize in the ways the latter combine. \n\nOrganizers : \nJeanne GANAULT\, Etienne OLLION\, Felix TROPF (Pôle de Sociologie du CREST)\nSponsors :\nCREST\n
URL:https://crest.science/event/mirna-safi-et-olivier-godechot/
CATEGORIES:Sociology
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BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20210527T123000
DTEND;TZID=Europe/Helsinki:20210527T133000
DTSTAMP:20260712T072451
CREATED:20210525T113012Z
LAST-MODIFIED:20210525T113247Z
UID:12744-1622118600-1622122200@crest.science
SUMMARY:Sofia Hernnäs (Uppsala University) - "Automation when Skills and Tasks are Bundled"
DESCRIPTION:Firms and Markets Seminar\nTime: 12:30 pm – 1:30 pm\nDate: 27th of May 2021\nby visio\nSofia Hernnäs (Uppsala University) – “Automation when Skills and Tasks are Bundled” \nAbstract: Automation affects workers because it affects the task content of their occupations. I propose a model which takes two important labor market features into account: (i) automation happens to tasks and (ii) workers with bundled skills work in occupations with bundled tasks. Equilibrium skill returns vary across occupations\, and the impact of automation on skill returns is occupation-specific. Using my framework\, I find that skill returns in the automated task decline if tasks are gross complements\, consistent with much previous literature. Inequality increases in the occupation that is least intensive in the automated task\, consistent with the development in Sweden 1985 – 2013. More generally\, the model allows exploring how automation of one task affects the task content of occupations\, returns to tasks\, workers’ earnings and inequality.​ \nOrganizers:\n\nPauline CARRY (Pôle d’économie du CREST) \nMartin MUGNIER (Pôle d’économie du CREST) \nElio NIMIER-DAVID (Pôle d’économie du CREST) \nGuidogiorgio BODRATO (Pôle d’économie du CREST) \nSponsors:\nCREST \n\n
URL:https://crest.science/event/sofia-hernnas-uppsala-university-automation-when-skills-and-tasks-are-bundled/
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