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)
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
Macro seminar Time : 12h15 - 13h30 Date :12th May 2025 Salle 3001 Yuriy GORODNICHENKO (University of California) "t.b.a" Abstract: Organizer :
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
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, […]
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)
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
Finance-Insurance Time: 4.00 p.m. Date:13th of May 2025 Room 3001 Antonio OCELLO (Ecole Polytechnique) "Convergence Analysis of Diffusion Models: Towards Reliable Sampling" Abstract : Generative models are increasingly explored in insurance for tasks such as risk simulation, scenario generation, and synthetic data augmentation. Their usefulness hinges on the ability to reproduce stylized features of actuarial […]
Séminaire Microéconomie : Tous les mercredis Heure : 12h15 - 13h30 Date :14/05/2025 Salle : 3001 Joel VAN der WEELE (University of Amsterdam)) - "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
Sociology Seminar Time: :12:15 pm - 13:30 pm Date: 14th of may Room : 3049 Christof BRANDTNER (EM LYON) - "t.b.a" Abstract : Organizers: Paola TUBARO (Pôle sociologie CREST) Sofian EL ATIFI (Pôle sociologie CREST) Patrick PRÄG (Pôle sociologie CREST) Sponsors: CREST
A two-day workshop, organized by Julien Prat for the Blockchain Chair at Ecole polytechnique, where academics and industry experts will explore how blockchain technologies and cryptocurrencies are poised to shape the future of finance. Academia: Universities of Bern, Columbia, Florida, HEC, New-York, Saint-Louis, Tel-Aviv. Industry and central bank: ACPR, Ange Protocol, Banque de France, Caisse des dépôts et consignations, Capgemini, […]
Finance-Insurance Time: 10.00 am Date: 15th of May 2025 Room 3001 Ekaterina KAZAK (Birmingham Business School,) "Conditional Method Confidence Set" Abstract : This paper proposes a Conditional Method Confidence Set (CMCS) which allows to select the best subset of forecasting methods with equal predictive ability conditional on a specific economic regime. The test resembles the […]