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Une interview de Vianney Perchet, coordinateur du projet BOLD, qui vise à améliorer l’apprentissage séquentiel April 19, 2024
Une interview de Vianney Perchet, coordinateur du projet BOLD, qui vise à améliorer l’apprentissage séquentiel April 19, 2024
Olivier Gossner, recipient of the 2023 ERC Advanced Grant April 15, 2024
Olivier Gossner, recipient of the 2023 ERC Advanced Grant April 15, 2024
Arnak Dalalyan and Vianney Perchet nominated as new members of the editorial board of the journal “Foundations and Trends® in Machine Learning”. April 15, 2024
Arnak Dalalyan and Vianney Perchet nominated as new members of the editorial board of the journal “Foundations and Trends® in Machine Learning”. April 15, 2024
Printemps de l’Economie 2024 : Un monde fragmenté par les inégalités : les effets de la redistribution en Europe April 12, 2024
Le Cercle des Économistes : une interview de Céline GRISLAIN-LETREMY pour le podcast Génération Économie April 11, 2024

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Frederick VAN DER PLOEG (University of Oxford) “Pricing in transition and physical risks: challenges for climate policy “

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Quand la société rebat les cartes du travail

April 27 @ 2:00 pm - 3:30 pm
Onyxia Datalab

May 2 @ 1:30 pm - 2:30 pm
Estimation of Functionals of High-Dimensional Parameters: Bias Reduction and Concentration, Vladimir Koltchinskii (Georgia Institute of Technology)

May 6 @ 1:00 pm - May 23 @ 4:15 pm

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Francesco VIOLANTE

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Francesco VIOLANTE
CREST Affiliated Member
Assistant Professor
Finance
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E-mail Address : See the e-mail francesco.violante@ensae.fr

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Forecasting financial markets with semantic network analysis in the COVID-19 crisis

...

Fronzetti Colladon A,Grassi S,Ravazzolo F,Violante F

Journal of Forecasting, 2022

Dynamics of variance risk premia: A new model for disentangling the price of risk

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Rombouts JV,Stentoft L,Violante F

Journal of Econometrics, 2020

Pricing individual stock options using both stock and market index information

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Rombouts JV,Stentoft L,Violante F

Journal of Banking and Finance, 2020

Variance swap payoffs, risk premia and extreme market conditions

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Rombouts JV,Stentoft L,Violante F

Econometrics and Statistics, 2020

A non-structural investigation of VIX risk neutral density

...

Barletta A,Santucci de Magistris P,Violante F

Journal of Banking and Finance, 2019

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