12:15 pm
Fabrice COLLARD (TSE ) “Monetary Policy and Endogenous Financial Crises”
The Macroeconomics Seminar: Time: 12:15 pm - 13:30 pm Date: 10th of October 2022 Room 3001 Fabrice COLLARD (TSE ) "Monetary Policy and Endogenous Financial Crises" Abstract : We study whether a central bank should deviate from its objective of price stability to promote financial stability. We tackle this question within a textbook New Keynesian […]
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Yu Lu (CREST-ENSAE) “Mirror Descent Strikes Again: Optimal Stochastic Convex Optimization under Infinite Noise Variance”
Statistical Seminar: Every Monday. Time: 2:00 pm Date: 10 of October 2022 Place: Room 3001 Yu Lu (CREST-ENSAE) "Mirror Descent Strikes Again: Optimal Stochastic Convex Optimization under Infinite Noise Variance" Abstract:We study stochastic convex optimization under infinite noise variance. Specifically, when the stochastic gradient is unbiased and has uniformly bounded (1 + κ)-th moment, for […]
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