All Day
2025 Summer Institute in Computational Social Science
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 […]
Find out more »CREST – CentraleSupélec workshop « Mathématiques du risque et de la finance »
Date: July 3rd, 2025 Place: Bâtiment d'Enseignement Mutualisé, Room 3 1003 Programme: 12h30 - 13h30: Déjeuner cocktail (espace de convivialité du 4ème étage coté pôle finance) 13h30 - 14h00: Ioane Muni-Toke (CentraleSupéléc) « Neural Hawkes: Non-Parametric Estimation in High Dimension and Causality Analysis in Cryptocurrency Markets » 14h00 - 14h30: Caroline Hillairet (CREST) « Multivariate Self-Exciting Process with Dependencies […]
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Paolo ZAFFARONI (Imperial College Business School) “STATISTICAL ARBITRAGE WITHOUT ARBITRAGE”
Finance-Insurance Time: 11.00 am Date:03th of July 2025 Room 3001 Paolo ZAFFARONI (Imperial College Business School) "STATISTICAL ARBITRAGE WITHOUT ARBITRAGE" Abstract : Statistical arbitrage strategies are quantitative trading strategies based on alpha, i.e., on the signal extracted from the residuals when fitting an asset pricing model to re- turns data. We develop a normative theory that […]
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