Research Fields
Economics
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Finance and Actuarial Science
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Sociology
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Statistics
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Activities
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Doctoral Courses
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From Our Researchers
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Agenda
- 06
MayApplied Seminar, SeminarsGabriel ZUCMAN (PSE Bekerley)
“Distributional Tax Analysis in Theory and Practice: Harberger Meets Diamond-M...
12:15 PM - 1:30 PM07
MayLocation: ENSAI
Economics, SeminarsXiaoyun Yu (Shanghai Advanced Institute of Finance)
11:00 AM - 12:15 PM07
MayMicroeconomics, SeminarsEun Jeong Heo (University of Seoul)
“TBA”
12:15 PM - 1:30 PM12
MayMacroeconomics, SeminarsYuriy GORODNICHENKO (University of California) “t.b.a”
12:15 PM - 1:30 PM12
MaySeminars, StatisticsYury POLYANSKIY (MIT)
Optimal Quantization for LLMs and Matrix Multiplication
2:00 PM - 2:00 PM13
MayLocation: ENSAI
Economics, SeminarsRobert Miller (Carnegie Mellon University)
11:00 AM - 12:15 PM13
MayApplied Seminar, SeminarsStefano CARIA (University of Warwick)
“t.b.a.”
12:15 PM - 1:30 PM14
MayMicroeconomics, SeminarsJoel VAN der WEELE (University of Amster...
“TBA”
12:15 PM - 1:30 PM14
MaySeminars, SociologyChristof BRANDTNER (EM LYON)
“t.b.a”
12:15 PM - 1:30 PM15
MayFinance-Insurance, SeminarsEkaterina KAZAK (Birmingham Business School,) “Conditional Method Confidence Set”
10:00 AM - 12:00 PM15
MayFinance-Insurance, SeminarsMirko ARMILLOTTA (University of Rome Tor Vergata,) “Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models”
11:00 AM - 12:00 PM19
MayMacroeconomics, SeminarsLuca GAMBETTI (Universitat Autònoma de Barcelona) “t.b.a”
12:15 PM - 1:30 PM20
MayApplied Seminar, SeminarsEva RAIBER (AMSE)
“t.b.a.”
12:15 PM - 1:30 PM21
MayMicroeconomics, SeminarsAlex TEYTELBOYM (Oxford)
“TBA”
12:15 PM - 1:30 PM26
MayMacroeconomics, SeminarsJulien ALBERTINI (Université Lyon II) “t.b.a”
12:15 PM - 1:30 PM26
MaySeminars, StatisticsEmilie KAUFFMANN (CNRS- INRIA Lille)
TBA
2:00 PM - 3:30 PM27
MayApplied Seminar, SeminarsOrazio ATTANASIO (Yale Department of Eco...
“t.b.a.”
12:15 PM - 1:30 PM28
May- 06
MayDoctoral Courses, FinanceJan Obloj (University of Oxford): “X-OT: On Variants Of Optimal Transport Problem and Understanding Model Robustness”
1:00 PM - 4:15 PM07
MayDoctoral Courses, FinanceJan Obloj (University of Oxford): “X-OT: On Variants Of Optimal Transport Problem and Understanding Model Robustness”
1:00 PM - 4:15 PM13
MayPublications
statistics
Transfer Neyman-Pearson Algorithm for Outlier Detection
We consider the problem of transfer learning in outlier detection where target abnormal data is rare. While transfer learning has been considered extensively in traditional classification, the problem ...
Proceedings of The 28th International Conference on Artificial Intelligence and Statistics, PMLR 258:4717-4725, 2025
economics
Do You Care About Your Positions? Users Under Liquidation Risk in Decentralized Lending Protocol
Lending protocols have transformed the Decentralized Finance (DeFi) ecosystem, driving innovation while also introducing new risks. This study develops a machine learning framework to predict user beh ...
IEEE International Conference on Blockchain and Cryptocurrency, IEEE ComSoc, Jun 2025, Pisa, Italy, 2025
economics
DeFi-Vis: Visual Analytics for Exploring Decentralized Finance Trading Activities
DeFi-Vis is an innovative visual analytics tool that enhances user interaction with blockchain data for advanced insights into trading strategies, portfolio management, and decentralized finance (DeFi ...
2025 IEEE International Conference on Blockchain and Cryptocurrency (ICBC 2025), Jun 2025, Pise, Italy., 2025
statistics
Gradient-free stochastic optimization for additive models
We address the problem of zero-order optimization from noisy observations for an objective function satisfying the Polyak-Łojasiewicz or the strong convexity condition. Additionally, we assume that t ...
Arxiv, Cornell University, 2025