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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

Katerina PETROVA (Federal Reserve Bank of New-York & Univ. Pompeu Fabra) “Uniform inference with general autoregressive processes”

Finance-Insurance Time: 10.00 am Date:05th of February 2026 Room 3001 Katerina PETROVA (Federal Reserve Bank of New-York & Univ. Pompeu Fabra) "Uniform inference with general autoregressive processes" Abstract : A unified theory of estimation and inference is developed for an autoregressive process with root in (-∞, ∞) that includes the stationary, local-to-unity, explosive and all […]

Gero JUNIKE (LMU, Munich) “Accuracy estimation of neural networks by extreme value theory, validation of generative AI and applications to finance”

Finance-Insurance Time: 11.00 am Date:05th of February 2026 Room 3001 Gero JUNIKE (LMU, Munich) "Accuracy estimation of neural networks by extreme value theory, validation of generative AI and applications to finance" Abstract : In the first part of the talk, we consider a random variable Y_k that depends on a parameter k. For example, in […]

Olivier GODECHET (Sciences Po) – “t.b.a.”

Sociology Seminar  Time: 12:00 pm - 13:30 pm Date: 5th of february Room : 3049   Olivier GODECHET  (Sciences Po) - "t.b.a."   Abstract :        Organizers: Paola TUBARO (Pôle sociologie CREST) Nicolas JULIA (Pôle sociologie CREST) Patrick PRÄG (Pôle sociologie CREST) Sponsors: CREST

Alexandra CARPENTIER (Universität Potsdam) – TBA

Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:00 pm Date: 9th Febuary Place: 3001   Alexandra CARPENTIER (Universität Potsdam) - TBA    Abstract:        Organizers: Anna KORBA (CREST), Vincent DIVOL (CREST) , Jaouad MOURTADA (CREST)     Sponsors: CREST-CMAP

Julien MONARDO (University of Bristol) – “t.b.a”

PSE Seminar :  Time: 16:00 pm - 17:15 pm Date: 9th of february Room : 3001   Julien MONARDO (University of Bristol) -  "t.b.a."   Abstract :     Organizer : Laurent DAVEZIES (Pôle économie du CREST) Sponsors: CREST

Pierre-Olivier GOFFARD (Unistra Strasbourg) “Modélisation des indemnisations cumulées dans un portefeuille d’assurance paramétrique pluviométrique”

Actuariat et Risque Contemporains Time : 11h00 - 12h00 Date :12/02/2026 Lieu : Salle 3001   Pierre-Olivier GOFFARD (Unistra Strasbourg) "Modélisation des indemnisations cumulées dans un portefeuille d’assurance paramétrique pluviométrique" Abstract: Cette étude traite de la gestion des risques associés aux contrats d’assurance paramétrique, pour lesquels l’indemnisation est conditionnée au franchissement d’un seuil quantifiable. Le […]

Danial Ali AKBARI (University of Oslo)”t.b.a.”

Quantitative Sustainable Economics and Finance  Time: 10.00 am Date:22th of February 2026 Room 3001 Danial Ali AKBARI (University of Oslo)"t.b.a." Abstract : Organizers:  Patricia Crifo, Emmanuel Gobet, Peter Tankov, Gauthier Vermandel, and Olivier David Zerbib Sponsors: CREST-CMAP

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