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X-ORIGINAL-URL:https://crest.science
X-WR-CALDESC:Events for CREST
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DTSTART:20230326T010000
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DTSTART;VALUE=DATE:20231207
DTEND;VALUE=DATE:20231208
DTSTAMP:20260710T232552
CREATED:20231114T142649Z
LAST-MODIFIED:20231114T142649Z
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SUMMARY:ENSAI Economics Days
DESCRIPTION:December 2023 Workshop on Heterogeneous Agent Models \nENSAI\, Rennes\, December 7\, 2023 \nThe Center for Research in Economics and Statistics (CREST)\, together with the National School of Statistics and Information Analysis (ENSAI)\, and Rennes School of Business\, is pleased to organize a workshop on heterogeneous agent models (the 31st ENSAI Economics Days) in Rennes\, on December 7\, 2023. \nhttps://ensai.fr/en/event/ensai-economics-days-december-2023/ \n
URL:https://crest.science/event/ensai-economics-days/
CATEGORIES:Conferences and Workshops,Economics
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20231207T103000
DTEND;TZID=Europe/Helsinki:20231207T113000
DTSTAMP:20260710T232552
CREATED:20230725T113724Z
LAST-MODIFIED:20231103T133341Z
UID:15292-1701945000-1701948600@crest.science
SUMMARY:Massimiliano CAPORIN (Univ. Padova) "Exploiting Intraday Decompositions in Realized Volatility Forecasting: A Forecast Reconciliation Approach"
DESCRIPTION:Finance & Financial Econometrics : \nTime: 10.30 am\nDate: 07th of December 2023\nRoom 3001 \nMassimiliano CAPORIN (Univ. Padova) “Exploiting Intraday Decompositions in Realized Volatility Forecasting: A Forecast Reconciliation Approach” \nAbstract : We address the construction of Realized Variance (RV) forecasts by exploiting the hierarchical structure implicit in available decompositions of RV. We propose a post forecasting approach that utilizes bottom-up and regression-based reconciliation methods. By using data referred to the Dow Jones Industrial Average Index and to its constituents we show that exploiting the informative content of hierarchies improves the forecast accuracy. Forecasting performance is evaluated out-of-sample based on the empirical MSE and QLIKE criteria as well as using the Model Confidence Set approach. \nJoint work with : T. Di Fonzo\, and D. Girolimetto \nOrganizers:\n\nJean-Michel ZAKOIAN (CREST) \nSponsors:\nCREST \n
URL:https://crest.science/event/massimiliano-caporin-univ-padova-t-b-a/
CATEGORIES:Finance-Insurance,Financial Econometrics,Seminars
ATTACH;FMTTYPE=:
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BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20231207T113000
DTEND;TZID=Europe/Helsinki:20231207T123000
DTSTAMP:20260710T232552
CREATED:20230725T113837Z
LAST-MODIFIED:20231103T133323Z
UID:15293-1701948600-1701952200@crest.science
SUMMARY:Weifeng JIN (Univ.  of Barcelona ) "Estimation of Time Series Models Using the Empirical Distribution of Residuals"
DESCRIPTION:Finance & Financial Econometrics : \nTime: 11.30 am\nDate: 07th of December 2023\nRoom 3001 \nWeifeng JIN (Univ. of Barcelona ) “Estimation of Time Series Models Using the Empirical Distribution of Residuals” \nAbstract : Nonfundamental representations of univariate processes have been applied in the fields of Macroeconomics and Finance to describe nonlinear dynamics resulting from future shocks. This paper introduces a novel estimation technique for general linear time series models\, potentially noninvertible and noncausal\, by utilizing the empirical cumulative distribution function of residuals. The proposed method relies on the generalized spectral cumulative function to characterize the pairwise dependence of residuals at all lags. Model identification can be achieved by exploiting the information in the joint distribution of residuals under the iid assumption. The asymptotic properties of the estimates are investigated without imposing stringent conditions on the higher-order moments or any distributional assumptions on the innovations beyond non-Gaussianity. We also explore finite sample properties through Monte Carlo simulations. Some empirical applications are provided to illustrate the competence of noncausal processes in modeling clustering volatility and local explosiveness. \n\nOrganizers:\n\nJean-Michel ZAKOIAN (CREST) \nSponsors:\nCREST \n
URL:https://crest.science/event/weifeng-jin-univ-of-barcelona-t-b-a/
CATEGORIES:Finance-Insurance,Financial Econometrics,Seminars
ATTACH;FMTTYPE=:
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20231207T120000
DTEND;TZID=Europe/Helsinki:20231207T133000
DTSTAMP:20260710T232552
CREATED:20231025T131200Z
LAST-MODIFIED:20231120T133005Z
UID:16161-1701950400-1701955800@crest.science
SUMMARY:Loïc Wacquant - In Praise of "Thick Construction" in Ethnography
DESCRIPTION:Sociology seminar – Thursdays\nTime: 12:00 pm – 1:30 pm \nDate: 7th December 2023\nPlace: room 3105 \nZOOM  : https://zoom.us/j/98771927131?pwd=NHorM3ZNWWlkd0cxMjlqMEhoTStoZz09 \nLoïc Wacquant – In Praise of “Thick Construction” in Ethnography\n  \nAbstract: \nWhat are the specific virtues and perennial dangers of ethnography as an “embedded and embodied” modality of social inquiry and analysis. I recapitulate a full century of urban ethnography in the United States\, the worldwide hegemonic pole in this domain\, to elaborate a neo-Bourdieusian approach I call “thick construction” by opposition to Clifford Geertz’s “thick description.” I review the five fallacies of “ethnographism” and I illustrate how to fuse theory and empirics\, reason and observation\, model and data with examples drawn from a recent field project on the crafting of law in the criminal court of a California county. \n  \nOrganizers: Annina Cleasson\, Paola Tubaro\, Patrick Präg (CREST Sociology unit) \n  \nSponsors: CREST \n  \n
URL:https://crest.science/event/lea-pessin-ensae-crest-racial-ethnic-stratification-in-work-family-strategies-among-black-hispanic-and-white-couples/
CATEGORIES:Seminars,Sociology
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BEGIN:VEVENT
DTSTART;TZID=UTC:20231207T130000
DTEND;TZID=UTC:20231218T160000
DTSTAMP:20260710T232552
CREATED:20231019T104220Z
LAST-MODIFIED:20231019T104220Z
UID:16126-1701954000-1702915200@crest.science
SUMMARY:Evolutionary Game Theory\, Jörgen Weibull (Stockholm School of Economics)
DESCRIPTION:  \n\n\n\n  \n  \nSCHEDULE\n  \nMonday\n  \n7th December 2023 \n18th December 2023\n  \nFrom 13:00 to 16:00\n  \nRoom 2033\n\n\n  \nThursday\n  \n7th December 2023 \n14th December 2023\n  \nFrom 13:00 to 16:00\n  \nRoom 2033\n\n\n\nAims and objectives\nThe aim of this course is to introduce participants to concepts and results in evolutionary game theory of relevance for economics.\nEvolutionary game theory was pioneered by John Maynard Smith and George Price in an article in Nature in 1973. Inspired by non-cooperative game theory\, they suggested a solution concept for evolutionary biology\, namely\, evolutionary stability of strategies. That approach\, which generalizes Darwin’s natural selection paradigm from “perfect competition” to “imperfect competition” in the survival of the fittest\, has spurred a large literature not only in biology but also in many behavioral and social sciences including economics.\nIn his 1950 Ph.D. thesis (in mathematics at Princeton university)\, John Nash proposed two interpretations of his equilibrium concept\, one rationalistic (or epistemic) and one population-statistical (or evolutionary). Instead of imagining that the interaction in question takes place exactly once under common knowledge between perfectly rational individuals\, as in the rationalistic interpretation\, the population-statistical interpretation is that the interaction takes place recurrently in random matchings between boundedly rational individuals from large populations\, one population for each player role in the game. This interpretation is very close to that made in evolutionary game theory\, and it turns out that it has behavioral implications for Nash equilibrium and beyond.  \nThis course will introduce the participants to such concepts as evolutionary and neutral stability of strategies\, the single-population replicator dynamic\, deterministic and stochastic multi-population dynamics\, and approaches to preference evolution\, that is\, models in which individuals act rationally given their preferences\, but preferences evolve in the population according to how well individuals with those preferences do in the interactions at hand.  Key results in this broad literature will be presented and discussed\, in particular\, their implications for rational behavior and for point- and set-valued solution concepts in non-cooperative game theory. Time allowing\, we will also briefly discuss pre-play communication\, language\, social conventions and norms.\n \n\n
URL:https://crest.science/event/evolutionary-game-theory-jorgen-weibull-stockholm-school-of-economics/
LOCATION:2033
CATEGORIES:Doctoral Courses,Economics
ORGANIZER;CN="Yukio%20Koriyama":MAILTO:yukio.koriyama@ensae.fr
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