Applied Seminar Time: 12:15 pm - 13:30 pm Date: 17th of december Room : 3049 Mathilde Muñoz (University of California, Berkeley) - "Taxing Top Wealth : Migration Responses and their Aggregate Economic Implications" Abstract : "Do wealth taxes lead to a harmful exodus of wealthy taxpayers? Using administrative data on wealth, firm ownership structure, […]
Finance & Financial Econometrics : Time: 10.00 am Date: 19th of December 2024 Room 3001 Luca TRAPIN (University of Bologna) "Quasi Maximum Likelihood Estimation of High-Dimensional Approximate Dynamic Matrix Factor Models via the EM Algorithm" Abstract : This paper considers an approximate dynamic matrix factor model that accounts for the time series nature of the […]
Quantitative Sustainable Economics and Finance Time: 11.30 am Date: 19th of December 2024 Room 3001 Philippe VAN DER BECK (Harvard University) "Flow-Driven ESG Returns" Abstract : T.B.A. Organizers: Patricia Crifo, Emmanuel Gobet, Peter Tankov, Gauthier Vermandel, and Olivier David Zerbib Sponsors: CREST-CMAP
Macro seminar Time : 12h15 - 13h30 Date : 20th January 2025 Salle 3001 Carlos CARRILLO TUDELA (Essex) "t.b.a." Abstract: t.b.a. Organizer : Franck MALHERBET
Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:00 pm Date: 20th January Place: 3001 Evgenii Chzhen (CNRS, Université Paris-Saclay) - Small total-cost constraints in contextual bandits with knapsacks (with some applications to fairness) Abstract: I will talks about some recent developments in the literature of contextual bandit problems with knapsacks […]
Apply Seminar Time: 12:15 pm - 13:30 pm Date: 21th of january Room : 3001 Andreas KOTSADAM (University of Oslo) - "Is Support for Authoritarian Rule Contagious ? Evidence from Field and Survey Experiments" Abstract : " The increasing popularity of strongman rule in democratic societies underscores the need to explore how authoritarian […]
Quantitative Sustainable Economics and Finance Time: 11.00 am Date: 22th of January 2025 Room 3001 Sara BIAGINI (LUISS University) "Climate risk mitigation via carbon markets: accounting for the lifespan of GHGs" Abstract : We study the problem of optimal climate risk mitigation with short-term emission reduction targets and long-run temperature stabilization goals in the presence of […]
Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:00 pm Date: January 27th Place: 3001 Judith ROUSSEAU (Université Paris-Dauphine) - Convergence of Diffusion Models Under the Manifold Hypothesis in High-Dimensions Abstract: Denoising Diffusion Probabilistic Models (DDPM) are powerful state-of-the-art methods used to generate synthetic data from high-dimensional data distributions and are widely used […]
Apply Seminar Time: 12:15 pm - 13:30 pm Date: 28th of january Room : 3001 Ludovica GAZZE (University of Warwick) - "Is traffic bad for business ? Evidence from the London Congestion Charge Zone" joint with Marta Santamaria Abstract : "We study the effects of the London Congestion Charge Zone (CCZ) on business […]
Finance & Financial Econometrics : Time: 10.00 am Date: 30th of January 2025 Room 3001 André SOUZA (ESADE Business School.) "How to Bet on Winners " Abstract :We study the construction of long-short portfolios on the basis of cross-sectional stock return predictions. We derive optimal portfolio construction procedures for a number of loss functions. The […]
Finance & Financial Econometrics : Time: 11.00 am Date: 30th of January 2025 Room 3001 Mawuli SEGNON (Universität Münster) "t.b.a." Abstract : t.b.a Organizers: Jean-Michel ZAKOIAN (CREST) Sponsors: CREST
Macro seminar Time : 12h15 - 13h30 Date : 03th February 2025 Salle 3001 Kerstin HOLZHEU (Sciences-Po) "t.b.a." Abstract: t.b.a. Organizer : Suzanne BELLUE