Mathematical Finance Time: 11.00 am Date: 18th of December 2025 Room 3001 Xin Zhang (NYU) "Exciting games and Monge-Ampère equations" Abstract: In this talk, we consider a competition between d+1 players, and aim to identify the “most exciting game” of this kind. This is translated, mathematically, into a stochastic optimization problem over martingales that live on […]
Annual CREST–IPP breakfast. As in previous years, the morning will continue with a series of four presentations, accompanied by a light lunch: CREST: Xavier D’Haultfoeuille will present his new book (Princeton University Press). Roland Rathelot will share insights from his recent research. IPP: Maxime Tô, Head of the Pensions group. Camille Hémet, Head of the […]
Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:00 pm Date: 5th January Place: 3001 Olga KLOPP (ESSEC) - TBA Abstract: Organizers: Anna KORBA (CREST), Vincent DIVOL (CREST) , Jaouad MOURTADA (CREST) Sponsors: CREST-CMAP
Macro seminar Time : 12h15 - 13h30 Date : 06th January 2026 Salle 3001 Jacob SUNDRAM (University of Copenhagen ) "t.b.a." Abstract:
Macro seminar Time : 12h15 - 13h30 Date : 07th January 2026 Salle 3001 Camille Urvoy (University of Mannheim ) "t.b.a." Abstract:
Finance-Insurance Time: 10.00 am Date:08th of January 2025 Room 3049 Enzo d'INNOCENZO (Bologna University, Italy) "t.b.a." Abstract : Organizers: Jean-Michel ZAKOIAN & Christian FRANCQ
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:
We are delighted to announce that the Department of Economics at IP Paris invite you to the lecture in honor of the 2025 Nobel Prize in Economics on Monday, January 12th, 2026, from 11:00 AM to 12:00. All are welcome to attend. The talk will be accessible to a broad audience of researchers and students. […]
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 […]