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X-ORIGINAL-URL:https://crest.science
X-WR-CALDESC:Events for CREST
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TZID:Europe/Helsinki
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DTSTART:20250330T010000
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DTSTART:20251026T010000
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DTSTART;VALUE=DATE:20250623
DTEND;VALUE=DATE:20250628
DTSTAMP:20260710T055854
CREATED:20250228T091934Z
LAST-MODIFIED:20250228T091934Z
UID:17919-1750636800-1751068799@crest.science
SUMMARY:Games and Artificial Intelligence Multidisciplinary Summer School 2025
DESCRIPTION:\n\n\n\n\n\n\n\n\n\nGAIMSS will gather researchers and students in game theory from mathematics\, computer science\, and economics at the Université Toulouse Capitole from June 23rd to 27th\, 2025.  This includes a three-day summer school followed by a two-day workshop. \nThe conference will start on Monday morning and end on Friday evening. Participants will have plenty of time for vibrant discussions and interactions\, fostering collaborations across our diverse communities. \nFor any inquiries\, feel free to contact us at info@gaimss.org. \n\n\n\n\n\n\n\n\n\n\n\nThe summer school will consist of three courses\, each of which will be 6 hours long and distributed over three days:\n\n\n\n\n\n\n\n\n\n\n\nProphet Inequalities (Mathematics). Prof. José Correa (Universidad de Chile) \n\n\nRepeated Games with Imperfect Monitoring (Economics). Prof. Johannes Hörner (Toulouse School of Economics) \n\n\nAlgorithmic Contract Theory (Computer science). Prof. Paul Dütting (Google Research) \n\n\nTo apply to the summer school\, click here (Deadline: March 15) \n\n\n\n\n\n\n\n\n\n\n
URL:https://crest.science/event/games-and-artificial-intelligence-multidisciplinary-summer-school-2025/
CATEGORIES:Conferences and Workshops,Statistics
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BEGIN:VEVENT
DTSTART;VALUE=DATE:20250623
DTEND;VALUE=DATE:20250704
DTSTAMP:20260710T055854
CREATED:20250620T070901Z
LAST-MODIFIED:20250620T070901Z
UID:18149-1750636800-1751587199@crest.science
SUMMARY:2025 Summer Institute in Computational Social Science
DESCRIPTION:From June 23rd to July 3rd\, 2025 the Institut Polytechnique de Paris will host the Summer Institute in Computational Social Science. It will take place at ENSAE Paris\, 5 Avenue Henri le Chatelier\, Palaiseau\, France (accepted applicants will receive an email with detailed pratical information about accomodation and how to reach the venue). This has been made possible by the generous support of SICSS\, the Templeton Fondation\, CREST\, and Hi!Paris. The purpose of the Summer Institute is to bring together scholars interested in computational social science. The Summer Institute is for both social scientists (broadly conceived) and data scientists (broadly conceived). \nThe Summer Institute is open to social scientists\, computer scientists\, and a few seats could be reserved for people working professionally at this intersection (such as data journalists) if applicable. Please note that although the first 5 days of SICSS-Paris 2025 will be held onsite\, the 4 remaining days will be held remotely. This is to facilitate group work\, and to foster inclusivity. The institute will involve lectures in the morning\, lab sessions in the afternoon\, and about 6 evening guest lectures. During the second week\, the participants will take part in group work aimed at advancing a research project and attend remote guest lectures as well. \nThis year’s institute will focus on Large Language Models and Generative Artificial Intelligence. Sessions will take students all the way from an introduction to text analysis through to practical uses of and critical perspectives on deep learning for text analysis in the social sciences. Participants will have ample opportunities to discuss their ideas and research with the organizers\, with other participants\, as well as with guest speakers. Because we are committed to open and reproducible research\, all materials created for the Summer Institute will be released open-source (find materials from the 2023 edition here). \nParticipation is restricted to advanced Ph.D. students\, postdoctoral researchers\, and junior faculty (within 7 years of their Ph.D). We welcome applicants from all backgrounds and fields of study\, especially junior faculty from neighboring institutions near Palaiseau\, France. About 25-30 participants will be invited. Participants are expected to fully attend and participate in the entire 9-day program\, which includes 5 days onsite and 4 remote\, but we are open to alternative arrangements for faculty members. \nMore information: Summer Institute in Computational Social Science \n
URL:https://crest.science/event/2025-summer-institute-in-computational-social-science/
CATEGORIES:Conferences and Workshops,Sociology
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BEGIN:VEVENT
DTSTART;VALUE=DATE:20250625
DTEND;VALUE=DATE:20250627
DTSTAMP:20260710T055854
CREATED:20250528T074504Z
LAST-MODIFIED:20250611T184920Z
UID:18093-1750809600-1750982399@crest.science
SUMMARY:CREST 1st year Economics PhD Workshop
DESCRIPTION:Wednesday 25th of June: 10h-16h \nSession 1: Applied Health and Labor\, 10h-12h\, 3049 \n\nClaire Alais\, Gender gap in promotions\nTitouan Le Calvé\, Physician Closures and Patient Outcomes: Evidence from the French Médecin Traitant System\nDalil Youcefi\, CPF and work related training: Field experiments with information treatments for employed workers\n\nSession 2: Macroeconom(etr)ics\,14h-16h\, 3049 \n\nThibaud Hennet\, The effects of price and demand shocks on the electricity market\nJudith Kleman\, Macroeconomic impacts of downward rigidity in shareholder payouts\nBoyang Mu\, Incentives and Reputation in Liquid Restaking Protocols\n\nThursday 26th of June: 10h-12h \nSession 3: Environmental\, 10h-12h\, 3049 \n\nBrice Berland\, Climate Amenities and senior migration in a context of climate change\nJulien Dubois\, Transitioning Away from Fossil Fuels: Evidence from a Growth Model with Putty-Clay Capital\nAurel Mélard\, Incidence of means-tested environmental subsidies: Evidence from France\n\n
URL:https://crest.science/event/1st-year-economics-phd-workshop/
CATEGORIES:Conferences and Workshops,Economics
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BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20250626T100000
DTEND;TZID=Europe/Helsinki:20250626T110000
DTSTAMP:20260710T055854
CREATED:20250321T110443Z
LAST-MODIFIED:20250619T134113Z
UID:17991-1750932000-1750935600@crest.science
SUMMARY:Jian CHEN (University of Sussex Business School)  "Group Network Multivariate GARCH"
DESCRIPTION:Finance-Insurance\nTime: 10.00 am\nDate:26th of June 2025\nRoom 3001 \nJian CHEN (University of Sussex Business School) “Group Network Multivariate GARCH” \nAbstract : Traditional multivariate generalised autoregressive conditional heteroskedasticity (GARCH) models (e.g.\, BEKK\, DCC model) often suffer from the curse of dimensionality. A group network multivariate GARCH model is proposed in which the transitions of past variance and return shocks among assets are subject to an adjacency matrix and a latent group structure. This approach significantly reduces the number of parameters in high dimensions\, thus facilitating estimation and forecasting. The theoretical properties of an estimator are developed that uses an optimisation algorithm estimating parameters and group memberships simultaneously. Simulation results confirm our theoretical findings. An empirical analysis is conducted on the S&P 100 constituents from 2015 to 2022 and shows that the model improves portfolio selection in out-of-sample forecasts compared to other models. \nJoint work : Weidong Ma\, University of Pennsylvania\, Ganggang Xu\, University of Miami \n  \n
URL:https://crest.science/event/jian-chen-university-of-sussex-business-school-t-b-a/
CATEGORIES:Finance-Insurance,Seminars
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BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20250626T110000
DTEND;TZID=Europe/Helsinki:20250626T120000
DTSTAMP:20260710T055854
CREATED:20250321T110708Z
LAST-MODIFIED:20250611T084352Z
UID:17992-1750935600-1750939200@crest.science
SUMMARY:Gilles DE TRUCHIS (University de Nanterre)  "Prediction of bubbles in presence of alpha-stable aggregates moving averages"
DESCRIPTION:Finance-Insurance\nTime: 11.00 am\nDate:26th of June 2025\nRoom 3001 \nGilles DE TRUCHIS (University de Nanterre) “Prediction of bubbles in presence of alpha-stable aggregates moving averages” \nAbstract : Financial markets frequently exhibit boom-and-bust cycles that are incompatible with standard linear time series models. While anticipative heavy-tailed linear processes offer a promising alternative for modeling such phenomena\, they impose uniform bubble patterns across different episodes\, contradicting empirical evidence. This paper introduces a new model based on $\alpha$-stable moving average aggregates that accommodates heterogeneous bubble dynamics. We establish the theoretical properties of this model\, demonstrating that it admits a semi-norm representation on a unit cylinder\, thereby enabling the prediction of extreme trajectories with varying growth dynamics. We develop a minimum distance estimation procedure based on the joint characteristic function and establish its asymptotic properties. Monte Carlo simulations confirm the estimator’s good finite-sample performance across various specifications. Our empirical application to the CBOE Crude Oil ETF Volatility Index successfully decomposes observed volatility dynamics into distinct components with different persistence properties\, revealing that what appears as a single bubble episode actually consists of multiple superimposed processes with heterogeneous growth rates and crash probabilities.\n \nOrganizers:  Jean-David FERMANIAN \n  \n
URL:https://crest.science/event/gilles-de-truchis-university-de-nanterre-t-b-a/
CATEGORIES:Finance-Insurance,Seminars
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