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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 […]

Workshop on Interactive Beliefs and Learning

The Workshop on Interactive Beliefs and Learning, which is part of the First Parisian Festival of Game Theory, organized by CREST, LSE and Paris-Assas University. ?️ June 2–4, 2025  ? Institut Henri Poincaré, Paris To attend the workshop, please make sure to register here before May 5, 2025 A poster session will take place on June 3, from 1:00 pm to […]

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

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

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

Antonio OCELLO (Ecole Polytechnique) “Convergence Analysis of Diffusion Models: Towards Reliable Sampling”

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 […]

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