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X-WR-CALDESC:Events for CREST
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DTSTART:20240331T010000
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DTSTART;TZID=Europe/Helsinki:20240229T103000
DTEND;TZID=Europe/Helsinki:20240229T113000
DTSTAMP:20260710T204132
CREATED:20240226T151556Z
LAST-MODIFIED:20241104T113914Z
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SUMMARY:Simon SCHEIDEGGER (HEC Lausanne) "Deep uncertainty quantification: with an application to integrated assessment models"
DESCRIPTION:Quantitative Sustainable Economics and Finance\nTime: 10.30 am\nDate: 29 th of February 2023\nRoom 1001 \nSimon SCHEIDEGGER (HEC Lausanne) “Deep uncertainty quantification: with an application to integrated assessment models” \nAbstract : This paper presents a comprehensive method for efficiently solving stochastic Integrated Assessment Models (IAMs) and performing parametric uncertainty quantification. Our approach consists of two main components: a deep learning-based algorithm designed to globally solve IAMs as a function of endogenous and exogenous state variables as well as uncertain parameters within a single model evaluation. Additionally\, we develop a Gaussian process-based surrogate model to facilitate the efficient analysis of key metrics\, such as the social cost of carbon\,  with respect to uncertain model parameters. Our approach enables a rapid estimation of Sobol’ indices\, Shapley values\, and univariate effects\, which would otherwise be computationally very challenging. To demonstrate the effectiveness of our method\, we posit a high-dimensional stochastic IAM that aligns with cutting-edge climate science. This model incorporates a social planner with recursive preferences\, iterative belief updates of equilibrium climate sensitivity using Bayes’ rule\, and stochastic climate tipping. Our computations reveal that most of the variability in the social cost of carbon stems from the parametric uncertainty in the equilibrium climate sensitivity and in the damage function. We also show that the uncertainty about the  equilibrium climate sensitivity resolves in about a decade\, which in turn leads to higher optimal temperatures and a slightly decreased social cost of carbon compared to a modeling set-up  without Bayesian learning. \nOrganizers:  \nPeter TANKOV (CREST) – Olivier David ZERBIB (CREST) \n  \nSponsors:\nCREST \n
URL:https://crest.science/event/simon-scheidegger-hec-lausanne-t-b-a-2/
CATEGORIES:Finance-Insurance,Quantitative Sustainable Economics and Finance,Seminars
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DTSTART;TZID=Europe/Helsinki:20240229T113000
DTEND;TZID=Europe/Helsinki:20240229T123000
DTSTAMP:20260710T204132
CREATED:20240220T074738Z
LAST-MODIFIED:20241104T113908Z
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SUMMARY:Louis Daumas (CIRED) "Financial transition risks and the multiverse of mitigation pathways: A scenario-exploration exercise with a stock-flow consistent model"
DESCRIPTION:Quantitative Sustainable Economics and Finance\nTime: 11.30 am\nDate: 29 th of February 2023\nRoom 1001 \nLouis Daumas (CIRED) “Financial transition risks and the multiverse of mitigation pathways: A scenario-exploration exercise with a stock-flow consistent model” \nAbstract : This article proposes a novel methodology for forward-looking low-carbon transition risk assessment based on a large set of scenarios. We build upon the IPCC Assessment Report 6 scenario database to explore the types of transition pathways most prone to financial instability. We start by clustering scenarios based on the form of decarbonisation schedules and on the profile of their carbon price trajectories to generate a classification of mitigation pathways. We then select the best representative within each of our 50 clusters\, which we simulate with a stock-flow consistent to quantify indicators relevant to low-carbon transition risks. We then tackle uncertainty on future macroeconomic developments by running each scenario on diff erent calibrations corresponding to the five Shared Socioeconomic pathways. We finally deal with uncertainty on model parameters by generating these macroeconomic regimes with an important number of parameter combinations. In the end\, we simulate several thousand trajectories that diff er by (i) decarbonisation pathway\, (ii) macroeconomic regime and (iii) parameterisation of the macroeconomic regime. We also use scenario dis-covery techniques to explore how low-carbon transition risks vary across decarbonisation pathways\, macroeconomic regimes and parameterisations. We find that while most decarbonisation profiles lead to mild transition risks\, a handful of scenarios lead to strong instability potentials across states of the world. These scenarios are either delayed-action or deep-decarbonisation pathways featuring steep carbon price schedules.\n \nOrganizers:  \nPeter TANKOV (CREST) – Olivier David ZERBIB (CREST) \n  \nSponsors:\nCREST \n
URL:https://crest.science/event/louis-daumas-cired-financial-transition-risks-and-the-multiverse-of-mitigation-pathways-a-scenario-exploration-exercise-with-a-stock-flow-consistent-model/
CATEGORIES:Finance-Insurance,Quantitative Sustainable Economics and Finance,Seminars
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DTSTART;TZID=Europe/Helsinki:20240229T120000
DTEND;TZID=Europe/Helsinki:20240229T133000
DTSTAMP:20260710T204132
CREATED:20240118T072523Z
LAST-MODIFIED:20240118T072523Z
UID:16497-1709208000-1709213400@crest.science
SUMMARY:Caroline Bertron (Université Paris 8) - Educating the Wealth Elite. Studying Social Class and Schools with Economic Sociology
DESCRIPTION:Sociology seminar – Thursdays\nTime: 12:00 pm – 1:30 pm \nDate: 29 Febuary 2024\nPlace: room 3105 \nZOOM LINK: https://zoom.us/j/97022088673?pwd=c0lkazlob2hIWE5zU2pnMlNpem5udz09  \nCaroline Bertron (Université Paris 8) – Educating the Wealth Elite. Studying Social Class and Schools with Economic Sociology\nAbstract: \nIn this presentation I wish to offer an overview of my research on Swiss international boarding schools by focusing on how I used economic sociology to study class\, the formation of privilege and elite schools’ social history. The presentation will first draw on results taken from my doctoral thesis regarding the construction of a local market of entrepreneurially-driven elite schools since the 19th c.\, and how they embraced a financial turn in the 2000s. Secondly\, I will present how the successive publics of these economically elite schools reflect wider changes among global elites. I will finally address how these schools are specific places for the economic socialization of wealthy inheritors. The presentation will rely on ethnographic materials (2012-2014)\, archives and the related student and school databases I constructed. \n  \n  \nOrganizers: Annina Cleasson\, Paola Tubaro\, Patrick Präg (CREST Sociology unit) \n  \nSponsors: CREST \n  \n
URL:https://crest.science/event/caroline-bertron-universite-paris-8-educating-the-wealth-elite-studying-social-class-and-schools-with-economic-sociology-2/
CATEGORIES:Seminars,Sociology
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DTSTART;TZID=Europe/Helsinki:20240229T170000
DTEND;TZID=Europe/Helsinki:20240229T190000
DTSTAMP:20260710T204132
CREATED:20240213T141523Z
LAST-MODIFIED:20240213T141523Z
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SUMMARY:SIAM Conference on Uncertainty Quantification (UQ24) February 27 - March 1\, 2024
DESCRIPTION:Nicolas Chopin \n“On Backward Smoothing Algorithms”\nSequential Monte Carlo Methods in Stochastic Dynamical Systems – Part I of II \nMS163 \nFor Part II :  see MS183 \nSavoia Excelsior Palace Trieste and Stazione Marittima | Trieste\, Italy \nRoom: Oceania AB – Stazione Marittima \nThursday\, February 29   5:00 PM – 7:00 PM \nhttps://www.siam.org/conferences/cm/conference/uq24 \nhttps://meetings.siam.org/sess/dsp_programsess.cfm?SESSIONCODE=78115 \n
URL:https://crest.science/event/siam-conference-on-uncertainty-quantification-uq24-february-27-march-1-2024/
CATEGORIES:Conferences and Workshops,Statistics
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