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 […]
Macro seminar Time : 12h15 - 13h30 Date : 09th January 2026 Salle 3001 Samantha HORN (University of Chicago ) "t.b.a." Abstract:
Macro seminar Time : 12h15 - 13h30 Date : 12 th January 2026 Salle 3001 Mathias JENSEN (Northwestern University) "t.b.a." Abstract:
Macro seminar Time : 12h15 - 13h30 Date : 13 th January 2026 Salle 3001 Christophe Bruneel-Zupanc (KU Leuven) "t.b.a." Abstract:
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 […]
Macro seminar Time : 12h15- 13h30 Date : 14 th January 2026 Salle 3001 Sijie LIN (University of Toronto) "t.b.a." Abstract:
Macro seminar Time : 12h15- 13h30 Date : 23 th January 2026 Salle 3001 Julien MONARDO (University of Bristol) "Measuring Substitution Patterns with a Flexible Demand Model" Abstract: Estimating demand substitution patterns in differentiated product markets is central to many economic questions. I propose a flexible and tractable approach to estimate substitution patterns using market-level […]
Macro seminar Time : 12h15 - 13h30 Date : 15 th January 2026 Salle 3001 Federico Crippa (Northwestern University) "t.b.a." Abstract:
Macro seminar Time : 14h00- 15h00 Date : 15 th January 2026 Salle 3001 Vincent ROLLET (MIT) "t.b.a." Abstract:
Macro seminar Time : 12h15 - 13h30 Date : 16th January 2026 Salle 3001 Yiqi LIU (Cornell University ) "t.b.a." Abstract:
Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:00 pm Date: 19th January Place: 3001 Elsa CAZELLES (CNRS- IRIT) - TBA Abstract: Organizers: Anna KORBA (CREST), Vincent DIVOL (CREST) , Jaouad MOURTADA (CREST) Sponsors: CREST-CMAP
Macro seminar Time : 12h15- 13h30 Date : 19t h January 2026 Salle 3001 Robin NG (University of Mannheim) "t.b.a." Abstract: