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METHOD:PUBLISH
X-WR-CALNAME:CREST
X-ORIGINAL-URL:https://crest.science
X-WR-CALDESC:Events for CREST
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TZID:Europe/Helsinki
BEGIN:DAYLIGHT
TZOFFSETFROM:+0200
TZOFFSETTO:+0300
TZNAME:EEST
DTSTART:20260329T010000
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TZOFFSETFROM:+0300
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TZNAME:EET
DTSTART:20261025T010000
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BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20260309T133000
DTEND;TZID=Europe/Helsinki:20260316T173000
DTSTAMP:20260710T030323
CREATED:20260212T083208Z
LAST-MODIFIED:20260212T083217Z
UID:18805-1773063000-1773682200@crest.science
SUMMARY:Xunyu Zhou (Columbia University) - Introduction to Continuous-Time Reinforcement Learning
DESCRIPTION:INTRODUCTION TO CONTINUOUS-TIME REINFORCEMENT LEARNING\nXUNYU ZHOU\nColumbia University\nIndustrial Engineering & Operations Research Department \nSchedule: \nMarch 9\, 2026 | 1:30PM – 5:30PM – Room 2006\nMarch 12\, 2026 | 1:30PM – 5:30PM – Room 2006\nMarch 16\, 2026 | 1:30PM – 5:30PM – Room 2006 \nContent:\nThis crash course covers fundamental theory and algorithms for reinforcement learning with continuous-time controlled diffusion processes\, which have been developed in the last five years. It includes the following topics.\n1. Exploration vs exploitation: relaxed control\, entropy regularization\, exploratory HJB equation and Gibbs measure.\n2. Gaussian exploration under linear-quadratic control: optimality of Gaussian exploration and cost of exploration.\n3. Temperature control of Langevin diffusions: simulated annealing for nonconvex optimization and optimal temperature control.\n4. Policy evaluation: martingale characterization\, martingale loss function and martingale orthogonality conditions.\n5. Policy gradient: policy gradient via policy evaluation\, and temporal difference learning. q-learning theory: generalized Hamiltonian and policy improvement\, Q-function and q-function\, martingale characterization of q-function. \nEvaluation: \nTake home project. \n
URL:https://crest.science/event/xunyu-zhou-columbia-university-introduction-to-continuous-time-reinforcement-learning/
CATEGORIES:Doctoral Courses,Finance
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BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20260310T121500
DTEND;TZID=Europe/Helsinki:20260310T133000
DTSTAMP:20260710T030323
CREATED:20260121T140240Z
LAST-MODIFIED:20260302T071835Z
UID:18750-1773144900-1773149400@crest.science
SUMMARY:Claus THUSTRUP KREINER (University of Copenhagen) - "Optimal Redistribution and Tax Enforcement"
DESCRIPTION:Applied Micro Seminar : Every Tuesday \nTime: 12:15 pm – 13:30 pm\nDate: March\, 10th\nRoom : 3001 \n  \nClaus Thustrup Kreiner  “Optimal Redistribution and Tax Enforcement” \nAbstract :  \nWe incorporate taxpayer non-compliance and government enforcement into the theory of optimal non-linear income taxation and derive sufficient-statistics formulas characterizing the jointly optimal tax and enforcement scheme. The optimal tax formula is familiar\, but the elasticity of taxable income becomes endogenous to enforcement. Optimal enforcement equates the marginal revenue from increased income reporting—which depends on the optimal tax rate—with the marginal public enforcement costs and welfare-weighted private compliance costs. Stronger redistributive preferences raise optimal top-income tax rates\, increasing the social returns to enforcement\, while simultaneously lowering the social cost of imposing compliance on high-income taxpayers. When the planner assigns zero weight to marginal consumption of evaders\, optimal enforcement reduces to a simple cost–benefit rule. We calibrate the model to the U.S. economy and provide simulations that illustrate the quantitative importance of enforcement for redistribution and its interactions. \n  \n  \nOrganizers:\nBenoît SCHMUTZ (Pôle économie du CREST)\nClément MALGOUYRES (Pôle économie du CREST) \nSponsors:\nCREST \n
URL:https://crest.science/event/https-sites-google-com-view-claus-kreiner/
CATEGORIES:Applied Seminar,Seminars
ATTACH;FMTTYPE=:
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BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20260310T170000
DTEND;TZID=Europe/Helsinki:20260310T193000
DTSTAMP:20260710T030323
CREATED:20260227T090546Z
LAST-MODIFIED:20260227T090546Z
UID:18842-1773162000-1773171000@crest.science
SUMMARY:Anniversaire Chaire CARE
DESCRIPTION:Pour son premier anniversaire\, la Chaire CARE (Chaire Assurabilité des Risques Émergents) organise un événement en partenariat avec la Fondation du Risque et le Groupe Ensae – Ensai sur le thème “L’assurabilité en mutation : comment mieux couvrir et répartir le risque”. \nL’événement se tiendra le mardi 10 mars 2026 à l’Auditorium de la tour Allianz One\, 1 cours Michelet\, La Défense. L’accueil des participants débutera à 17h et la table ronde commencera à 17h30. \nIntervenants \n– Pierre Vaysse (Membre du comité exécutif d’Allianz France en charge de l’Unité Finance\, Directeur général délégué d’Allianz France) \n– Walter Eraud (Market Head France\, Belux\, N&W Africa at Swiss Re) \n– Olivier Lopez (CREST Ensae) \n– Jean-Philippe Naulin (Mission Risques Naturels)\, \n– Aude-Sixtine Rousseau (Membre du comité exécutif d’Allianz France en charge de l’Unité Assurances de Biens et de Responsabilités) \nInscriptions et informations ici. \n
URL:https://crest.science/event/anniversaire-chaire-care/
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