All Day
Julien Trufin (Université Libre de Bruxelles): “Insurance Pricing and Financial Equilibrium through Autocalibration”
Doctoral course: "Insurance Pricing and Financial Equilibrium through Autocalibration" 10/03/2025 - 13/03/2025 - 17/03/2025 - 20/03/2025 Referent: Olivier Lopez
Find out more »10:00 am
Julien TRUFIN (Université Libre de Bruxelles) “Bregman and Tweedie Dominances for Candidate Pure Premiums”
Finance & Financial Econometrics : Time: 10.00 am Date: 13th of March 2025 Room 3001 Julien TRUFIN (Université Libre de Bruxelles) "Bregman and Tweedie Dominances for Candidate Pure Premiums" Abstract :This talk explores Bregman and Tweedie dominances to compare competing candidate pure premiums. An effective testing procedure for Bregman dominance is proposed based on Murphy […]
Find out more »11:00 am
Valentina CORRADI (University of Surrey)”Sparsity Tests for High-Dimensional Linear Regression Models in Time Series”
Finance-Insurance Time: 11.00 am Date: 13th of March 2024 Room 3001 Valentina CORRADI (University of Surrey)"Sparsity Tests for High-Dimensional Linear Regression Models in Time Series" Abstract :Penalised Regression methods and in particular the Least Absolute Shrinkage and Selection Operator (LASSO) have become an integral part of modern-day time series analysis. As the performance of LASSO […]
Find out more »12:15 pm
Bernie HOGAN (University of Oxford) – “The Social Implications of Autoencoding”
Sociology Seminar Time: :12:15 pm - 13:30 pm Date: 13 th of march Room : 3049 Bernie HOGAN (University of Oxford) - " The Social Implications of Autoencoding " Abstract : Humans, like many animals, are exceptional at detecting and matching patterns in their environment. What makes us distinct, however, is our ability […]
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