Finance-Insurance Time: 11.00 am Date : 29Th of January 2025 Room 3049 Guillermo ALONSO-ALVAREZ ( University of Michigan) "Contracting a crowd of heterogeneous agents" Abstract : In incomplete financial markets, pricing and hedging European options lack a unique no-arbitrage solution due to unhedgeable risks. We introduce a constrained deep learning framework to determine option prices […]
Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:00 pm Date: 2nd Febuary Place: 3001 Eric MOULINES (EPITA & MBZUAI) - TBA Abstract: Organizers: Anna KORBA (CREST), Vincent DIVOL (CREST), Jaouad MOURTADA (CREST) Sponsors: CREST-CMAP
Finance-Insurance Time: 10.00 am Date:05th of February 2026 Room 3001 Katerina PETROVA (Federal Reserve Bank of New-York & Univ. Pompeu Fabra) "Uniform inference with general autoregressive processes" Abstract : A unified theory of estimation and inference is developed for an autoregressive process with root in (-∞, ∞) that includes the stationary, local-to-unity, explosive and all […]
Finance-Insurance Time: 11.00 am Date:05th of February 2026 Room 3001 Gero JUNIKE (LMU, Munich) "Accuracy estimation of neural networks by extreme value theory, validation of generative AI and applications to finance" Abstract : In the first part of the talk, we consider a random variable Y_k that depends on a parameter k. For example, in […]
Sociology Seminar Time: 12:00 pm - 13:30 pm Date: 5th of february Room : 3049 Olivier GODECHET (Sciences Po) - "t.b.a." Abstract : Organizers: Paola TUBARO (Pôle sociologie CREST) Nicolas JULIA (Pôle sociologie CREST) Patrick PRÄG (Pôle sociologie CREST) Sponsors: CREST
Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:00 pm Date: 9th Febuary Place: 3001 Alexandra CARPENTIER (Universität Potsdam) - TBA Abstract: Organizers: Anna KORBA (CREST), Vincent DIVOL (CREST) , Jaouad MOURTADA (CREST) Sponsors: CREST-CMAP
PSE Seminar : Time: 16:00 pm - 17:15 pm Date: 9th of february Room : 3001 Julien MONARDO (University of Bristol) - "t.b.a." Abstract : Organizer : Laurent DAVEZIES (Pôle économie du CREST) Sponsors: CREST
Actuariat et Risque Contemporains Time : 11h00 - 12h00 Date :12/02/2026 Lieu : Salle 3001 Pierre-Olivier GOFFARD (Unistra Strasbourg) "Modélisation des indemnisations cumulées dans un portefeuille d’assurance paramétrique pluviométrique" Abstract: Cette étude traite de la gestion des risques associés aux contrats d’assurance paramétrique, pour lesquels l’indemnisation est conditionnée au franchissement d’un seuil quantifiable. Le […]
Macro seminar Time : 12h15 - 13h30 Date : 16 th February 2026 Salle 3001 Andres EROSA (Universidad Carlos III de Madrid) "t.b.a." Abstract: Organizer :
Quantitative Sustainable Economics and Finance Time: 10.00 am Date:22th of February 2026 Room 3001 Danial Ali AKBARI (University of Oslo)"t.b.a." Abstract : Organizers: Patricia Crifo, Emmanuel Gobet, Peter Tankov, Gauthier Vermandel, and Olivier David Zerbib Sponsors: CREST-CMAP
Quantitative Sustainable Economics and Finance Time: 10.00 am Date:22th of February 2026 Room 3001 Alexander ARANJDELOVIC (Vienna University of Economics and Business) "t.b.a." Abstract : T.B.A Organizers: Patricia Crifo, Emmanuel Gobet, Peter Tankov, Gauthier Vermandel, and Olivier David Zerbib Sponsors: CREST-CMAP
Applied Micro Seminar : Every Tuesday Time: 12:15 pm - 13:30 pm Date: February, 24th Room : 3001 Ethan ILZETZKI "t.b.a." Abstract : Organizers: Benoît SCHMUTZ (Pôle économie du CREST) Clément MALGOUYRES (Pôle économie du CREST) Sponsors: CREST