Xin Zhang (New York University) “t.b.a.”
Mathematical Finance Time: 11.00 am Date:18th of December 2025 Room 3001 Xin Zhang (New York University) "t.b.a." Organizers: Roxanna DUMITRESCU - Jean-François CHASSAGNEUX
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Xin Zhang (NYU) “Exciting games and Monge-Ampère equations”
Mathematical Finance Time: 11.00 am Date: 18th of December 2025 Room 3001 Xin Zhang (NYU) "Exciting games and Monge-Ampère equations" Abstract: In this talk, we consider a competition between d+1 players, and aim to identify the “most exciting game” of this kind. This is translated, mathematically, into a stochastic optimization problem over martingales that live on […]
Olga KLOPP (ESSEC) – TBA
Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:00 pm Date: 5th January Place: 3001 Olga KLOPP (ESSEC) - TBA Abstract: Organizers: Anna KORBA (CREST), Vincent DIVOL (CREST) , Jaouad MOURTADA (CREST) Sponsors: CREST-CMAP
Jacob SUNDRAM (University of Copenhagen ) “t.b.a.”
Macro seminar Time : 12h15 - 13h30 Date : 06th January 2026 Salle 3001 Jacob SUNDRAM (University of Copenhagen ) "t.b.a." Abstract:
Camille URVOY (University of Mannheim ) “t.b.a.”
Macro seminar Time : 12h15 - 13h30 Date : 07th January 2026 Salle 3001 Camille Urvoy (University of Mannheim ) "t.b.a." Abstract:
Enzo d’INNOCENZO (Bologna University, Italy) “t.b.a.”
Finance-Insurance Time: 10.00 am Date:08th of January 2025 Room 3049 Enzo d'INNOCENZO (Bologna University, Italy) "t.b.a." Abstract : Organizers: Jean-Michel ZAKOIAN & Christian FRANCQ
Shixuan WANG (University of Reading, UK) “Multiscale Change Point Detection for Functional Time Series “
Finance-Insurance Time: 11.00 am Date:08th of January 2026 Room 3049 Shixuan WANG (University of Reading, UK) "Multiscale Change Point Detection for Functional Time Series " Abstract : We study the problem of detecting and localizing multiple changes in the mean parameter of a Banach space–valued time series. The goal is to construct a collection of […]
Samantha HORN (University of Chicago ) “t.b.a.”
Macro seminar Time : 12h15 - 13h30 Date : 09th January 2026 Salle 3001 Samantha HORN (University of Chicago ) "t.b.a." Abstract:
Mathias JENSEN (Northwestern University) “t.b.a.”
Macro seminar Time : 12h15 - 13h30 Date : 12 th January 2026 Salle 3001 Mathias JENSEN (Northwestern University) "t.b.a." Abstract:
Christophe BRUNEEL-ZUPANC (KU Leuven) “t.b.a.”
Macro seminar Time : 12h15 - 13h30 Date : 13 th January 2026 Salle 3001 Christophe Bruneel-Zupanc (KU Leuven) "t.b.a." Abstract:
Vincent ROLLET (Northwestern University) “t.b.a.”
Macro seminar Time : 14h00- 15h15 Date : 13 th January 2026 Salle 3001 Vincent ROLLET (Northwestern University) "t.b.a." Abstract:
Arnaud GERMAIN (Univ. Catholique de Louvain) “Cluster aggregating: application to Early-Warning System for Non-Performing Clients”
Finance-Insurance Time: 14.00 pm Date:13th of January 2025 Room 3049 Arnaud GERMAIN (Univ. Catholique de Louvain) "Cluster aggregating: application to Early-Warning System for Non-Performing Clients" Abstract : We introduce a new ensemble learning strategy called clagging (for cluster aggregating), which consists in combining models fitted on different clusters. First, we divide the training set into […]