Bonsoo KOO (Monash University) “t.b.a.”
Finance-Insurance Time: 10.00 am Date: 24th of April 2025 Room 3001 Bonsoo KOO (Monash University) "t.b.a." Abstract : Organizers: Zakoian Jean-Michel
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Andreas HEINEN (Universite de Cergy-Pontoise.) “t.b.a.”
Finance-Insurance Time: 11.00 am Date: 24th of April 2025 Room 3001 Andreas HEINEN (Universite de Cergy-Pontoise.) "t.b.a." Abstract : Organizers: Zakoian Jean-Michel
Nicolas BARADEL (Ecole Polytechnique & INRIA) “Deep learning for pricing and hedging European options in incomplete markets.””
Finance-Insurance Time: 15.00 am Date: 24th of April 2025 Room 3001 Nicolas BARADEL (Ecole Polytechnique & INRIA) "Deep learning for pricing and hedging European options in incomplete markets.” Abstract : We propose a deep learning framework for pricing and hedging European options in incomplete financial markets characterized by stochastic volatility and correlation. We introduce a single […]
Anqi LI (University of Waterloo) – “TBA”
Séminaire Microéconomie : Tous les mercredis Heure : 12h15 - 13h30 Date :30/04/2025 Salle : 3001 Anqi LI (University of Waterloo) - "TBA” CV : "TBA" Organisateurs : Julien COMBE (Pôle d'Economie du CREST) Yves Le YAOUANQ (Pôle d'Economie du CREST) Matias NUNEZ (Pôle d'Economie du CREST) Commanditaires : CREST
Nicolas COEURDACIER (Sciences Po) “t.b.a”
Macro seminar Time : 12h15 - 13h30 Date :05th May 2025 Salle 3001 Nicolas COEURDACIER (Sciences Po) "t.b.a" Abstract: Organizer : Suzanne BELLUE
Xiaoyun Yu (Shanghai Advanced Institute of Finance)
Organized by ENSAI’s Economics Department, enable guest researchers to present their work. They are open to the public and subject to registration. May 7, 2025, 11am-12.15pm: Xiaoyun Yu (Shanghai Advanced Institute of Finance)
Eun Jeong Heo (University of Seoul) – “TBA”
Séminaire Microéconomie : Tous les mercredis Heure : 12h15 - 13h30 Date :07/05/2025 Salle : 3001 Eun Jeong Heo (University of Seoul) - "TBA” CV : "TBA" Organisateurs : Julien COMBE (Pôle d'Economie du CREST) Yves Le YAOUANQ (Pôle d'Economie du CREST) Matias NUNEZ (Pôle d'Economie du CREST) Commanditaires : CREST
Yuriy GORODNICHENKO (University of California) “t.b.a”
Macro seminar Time : 12h15 - 13h30 Date :12th May 2025 Salle 3001 Yuriy GORODNICHENKO (University of California) "t.b.a" Abstract: Organizer :
Yury POLYANSKIY (MIT) – TBA
Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:00 pm Date: 12th May Place: 3001 Yury POLYANSKIY (MIT) - TBA Abstract: Organizers: Anna KORBA (CREST), Karim LOUNICI (CMAP) , Jaouad MOURTADA (CREST) Sponsors: CREST-CMAP
François HU (Milliman) “Obtaining Fair Insurance Premiums with Multiple Sensitive Attributes”
Finance-Insurance Time: 10.00 am Date:13th of May 2025 Room 3001 François HU (Milliman) "Obtaining Fair Insurance Premiums with Multiple Sensitive Attributes" Abstract : In the context of Algorithmic Fairness, the goal is to ensure that sensitive attributes have no influence on decision-making outcomes. This objective has driven the development of various fairness definitions and tools, […]
Robert Miller (Carnegie Mellon University)
Organized by ENSAI’s Economics Department, enable guest researchers to present their work. They are open to the public and subject to registration. May 13, 2025, 11am-12.15pm: Robert Miller (Carnegie Mellon University)
Stefano CARIA (University of Warwick) – “t.b.a.”
Applied Micro Seminar : Every Tuesday Time: 12:15 pm - 13:30 pm Date: 13th of May Room : 3001 Stefano CARIA (University of Warwick) - "t.b.a" Abstract : Organizers: Benoît SCHMUTZ (Pôle économie du CREST) Clément MALGOUYRES (Pôle économie du CREST) Sponsors: CREST