Seminars, workshops & conferences:2018-2019 Program:
- November 22, 2018 - 1:00 pm to 3:00 pm - ESSEC Cergy (N305)
Prof.
Taoufik Bouezmarni (Laval University) Extended Lorenz curves for general random
variables Prof.
Matei Demetrescu (Kiel University) Nonlinear Predictability of Stock Returns? Parametric vs. non parametric inference in predictive regressions - October 16, 2018 - 5:15 pm to 6:15 pm - ESSEC LA Défense (CNIT), s. 344
Prof. Arijit Chakrabarty (Indian Statistical Institute, Kolkata) Spectra of Adjacency and Laplacian Matrices of inhomogeneous Erdös-Rényi Graphs
2017-2018 Program: Prof.
Xavier D’haultfoeuille (ENSAE
-
CREST) Testing Rational Expectations
Using Data Combination Prof. Artem
Prokhorov (University of Sydney) On Semiparametric Estimation using Bernstein Copulas
2016-2017 Program: - July 4, 2017 - from 10:30 am to 12:00 pm - Cergy Room N105:
Prof. Aurore Delaigle (University of Melbourne) Analyzing Partially Observed Functional Data - April 21, 2017 - from 1:00 pm to 4:00 pm - Cergy Room N305:
Prof. Valentina Corradi (University of Surrey) Improved Tests for robust forecast comparison Prof. Jean-David Fermanian (CREST) The behavior of dealers and clients on the European corporate bond market: the case of
Multi-dealer-to-client platforms Prof. Bas Werker (Tilburg University) Arbitrage Pricing Theory for Idiosyncratic Variance Factors
Prof. Karim ABADIR (Imperial College London) Macro and financial markets: The memory of an elephant Prof. Joerg Breitung (University of Cologne) Multivariate tests for asset price bubbles - February 24, 2017 - from 2:00 pm to 5:00 pm - IBM Bois Colombes : Internet of Things & Predictive Analytics Reda Gomery (Deloitte) Marc Van Der Laan (AT&T) Thomas Watteyne (INRIA) Georges Uzbelger (IBM)
- November 25, 2016 - from 11:45 am to 1:15 - Cergy, Room N405:
Prof. Juhyun Park, (Lancaster University) Estimation of functional sparsity in nonparametric varying coefficient models Yu-Wei Hsieh (University of Southern California) Seminar on the Econometrics of Matching models - March 16, 2016: 3rd Empirical Finance Workshop
May 31, 2016:
Prof.
Christophe CROUX (Katholieke Universiteit
Leuven)
Sparse Cointegration
Prof.
Nikolay
GOSPODINOV (Federal
Reserve Bank of Atlanta)
Spurious Inference in Reduced-Rank
Asset-Pricing Models Prof.
Otilia
BOLDEA (Tilburg
University) Break-point Estimation in Panel
data with fixed effects
Prof. Cristina DAVINO (Università de Macerata, Italy) -Quantile Regression an overview of properties and applications
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