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Nicolas BARADEL (Inria) “Constrained deep learning for pricing and hedging European options: towards reinforcement learning extensions.”

Finance-Insurance Time: 15.00 am Date:19th of January 2025 Room 3049 Nicolas BARADEL (Inria) "Constrained deep learning for pricing and hedging European options: towards reinforcement learning extensions." 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 […]

Hi! PARIS Meet Up sur l’IA et l’avenir du travail

Dans le cadre des Initiatives Hi! PARIS, un cycle de rencontres visant à créer des groupes de travail thématiques autour des grands enjeux sociétaux, nous organisons un Meetup sur le thème « IA et avenir du travail ». Ces initiatives nous permettent de mieux comprendre la vision de nos chercheurs sur les problématiques actuelles, tout […]

Caterina SOTO-VIERA (LSE) “t.b.a.”

Macro seminar Time : 12h15 - 13h30 Date : 21 th  January 2026 Salle 3001 Caterina Soto-Vieira - LSE (LSE) "t.b.a." Abstract:     

Pauline CHIKHANI (Université de Lausanne ) “t.b.a”

Quantitative Sustainable Economics and Finance  Time: 10.00 am Date:22th of January 202 Room 3049 Pauline CHIKHANI (Université de Lausanne ) "t.b.a" Abstract : Organizers:  Patricia Crifo, Emmanuel Gobet, Peter Tankov, Gauthier Vermandel, and Olivier David Zerbib Sponsors: CREST-CMAP

Lionel MELIN (EDHEC) “Quantifying Climate Risk Premia”

Quantitative Sustainable Economics and Finance  Time: 11.00 am Date:22th of January 202 Room 3049 Lionel MELIN (EDHEC) "Quantifying Climate Risk Premia" Abstract : Organizers:  Patricia Crifo, Emmanuel Gobet, Peter Tankov, Gauthier Vermandel, and Olivier David Zerbib Sponsors: CREST-CMAP

Maksim SMIRNOV (LSE) “t.b.a.”

Macro seminar Time : 12h15 - 13h30 Date : 26 th  January 2026 Salle 3001 Maksim Smirnov (LSE) "t.b.a." Abstract:     

Guillermo ALONSO-ALVAREZ ( University of Michigan) “Contracting a crowd of heterogeneous agents”

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 […]

Eric MOULINES (EPITA & MBZUAI) – TBA

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