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Online, June 10, 2022, 09:00
Lenaïc Chizat (Ecole Polytechnique, Lausanne)
Toulouse: TSE, June 9, 2022, 11:00–12:15, room A3
The Langevin algorithm is a standard method to minimize, in the space of probability measures, the sum of a linear functional and the entropy. In this talk, motivated by the analysis of noisy gradient descent to compute grid-free regularized Wasserstein barycenters, we consider the « Mean-Field...
David de La Croix (Université Catholique de Louvain)
June 9, 2022, 11:00–12:30, room Auditorium 4
Using a new database of European academics,we provide a global view of the eect of the Protestant Reformation on the network of universities and on their individual importance within the network (centrality). A connection (edge) between two universities (nodes) is defined by the presence of the...
TSE, June 9–11, 2022
Jeremie Jakubowicz (VP data at Qonto)
TSE & IAST, June 8, 2022, 12:30–13:30, Auditorium A4
Martin Beraja (Massachusetts Institute of Technology)
TSE, June 7, 2022, 14:00–15:30, room Auditorium 4
How should the government respond to automation? We study this question in a heterogeneous agent model that takes worker displacement seriously. We recognize that displaced workers face two frictions in practice: reallocation is slow and borrowing is limited. We first show that these frictions...
Matthias Rottner (Bundesbank)
June 7, 2022, BDF Paris
We leverage recent developments in machine learning to develop methods to estimate large and complex nonlinear macroeconomic models, e.g. HANK models. Our method relies on neural networks because of their appealing feature that even models with hundreds of state variables can be solved. While...
Vincent Maurin ( Stockholm School of Economics)
Toulouse: TSE, June 3, 2022, 10:00–11:30, room Auditorium 4
This paper analyzes the optimal allocation of losses via a Central Clearing Counterparty (CCP) in the presence of counterparty risk. A CCP can hedge this risk by providing loss-absorbing capital or by mutualizing losses among its members. This protection, however, weakens members' incentives for...
Paula Gobbi (Université Libre de Bruxelles)
June 2, 2022, 11:00–12:30, room Auditorium 4
France's demographic transition occurred a century before any other country's. We test Le Play's hypothesis that this demographic transition was triggered by the harmonization of inheritance practices after the French Revolution. After a series of laws implemented in 1793, the Loi de Nivôse, year...
Stéphane Villeneuve (Toulouse School of Economics)
Toulouse: TSE, June 2, 2022, 11:00–12:15, room Auditorium 5
The purpose of this talk is to give a presentation of the mathematical problems arising from the dynamic theory of contracts. This introduction is intended for all the members of the MADS community (and beyond in TSE), in particular for PhD students.
